Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,890.76 |
17,787.43 |
-103.33 |
-0.6% |
17,849.46 |
High |
17,890.76 |
17,919.62 |
28.86 |
0.2% |
18,109.77 |
Low |
17,698.42 |
17,774.12 |
75.70 |
0.4% |
17,714.97 |
Close |
17,791.17 |
17,904.48 |
113.31 |
0.6% |
17,898.84 |
Range |
192.34 |
145.50 |
-46.84 |
-24.4% |
394.80 |
ATR |
155.22 |
154.53 |
-0.69 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,302.57 |
18,249.03 |
17,984.51 |
|
R3 |
18,157.07 |
18,103.53 |
17,944.49 |
|
R2 |
18,011.57 |
18,011.57 |
17,931.16 |
|
R1 |
17,958.03 |
17,958.03 |
17,917.82 |
17,984.80 |
PP |
17,866.07 |
17,866.07 |
17,866.07 |
17,879.46 |
S1 |
17,812.53 |
17,812.53 |
17,891.14 |
17,839.30 |
S2 |
17,720.57 |
17,720.57 |
17,877.81 |
|
S3 |
17,575.07 |
17,667.03 |
17,864.47 |
|
S4 |
17,429.57 |
17,521.53 |
17,824.46 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,092.26 |
18,890.35 |
18,115.98 |
|
R3 |
18,697.46 |
18,495.55 |
18,007.41 |
|
R2 |
18,302.66 |
18,302.66 |
17,971.22 |
|
R1 |
18,100.75 |
18,100.75 |
17,935.03 |
18,201.71 |
PP |
17,907.86 |
17,907.86 |
17,907.86 |
17,958.34 |
S1 |
17,705.95 |
17,705.95 |
17,862.65 |
17,806.91 |
S2 |
17,513.06 |
17,513.06 |
17,826.46 |
|
S3 |
17,118.26 |
17,311.15 |
17,790.27 |
|
S4 |
16,723.46 |
16,916.35 |
17,681.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,109.77 |
17,698.42 |
411.35 |
2.3% |
180.97 |
1.0% |
50% |
False |
False |
|
10 |
18,168.09 |
17,698.42 |
469.67 |
2.6% |
158.52 |
0.9% |
44% |
False |
False |
|
20 |
18,351.36 |
17,698.42 |
652.94 |
3.6% |
140.55 |
0.8% |
32% |
False |
False |
|
40 |
18,351.36 |
17,698.42 |
652.94 |
3.6% |
152.55 |
0.9% |
32% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
161.89 |
0.9% |
42% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
167.10 |
0.9% |
42% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
172.17 |
1.0% |
66% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
181.23 |
1.0% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,538.00 |
2.618 |
18,300.54 |
1.618 |
18,155.04 |
1.000 |
18,065.12 |
0.618 |
18,009.54 |
HIGH |
17,919.62 |
0.618 |
17,864.04 |
0.500 |
17,846.87 |
0.382 |
17,829.70 |
LOW |
17,774.12 |
0.618 |
17,684.20 |
1.000 |
17,628.62 |
1.618 |
17,538.70 |
2.618 |
17,393.20 |
4.250 |
17,155.75 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,885.28 |
17,892.03 |
PP |
17,866.07 |
17,879.58 |
S1 |
17,846.87 |
17,867.13 |
|