Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,787.43 |
17,909.58 |
122.15 |
0.7% |
17,849.46 |
High |
17,919.62 |
17,998.00 |
78.38 |
0.4% |
18,109.77 |
Low |
17,774.12 |
17,839.65 |
65.53 |
0.4% |
17,714.97 |
Close |
17,904.48 |
17,935.74 |
31.26 |
0.2% |
17,898.84 |
Range |
145.50 |
158.35 |
12.85 |
8.8% |
394.80 |
ATR |
154.53 |
154.80 |
0.27 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,399.51 |
18,325.98 |
18,022.83 |
|
R3 |
18,241.16 |
18,167.63 |
17,979.29 |
|
R2 |
18,082.81 |
18,082.81 |
17,964.77 |
|
R1 |
18,009.28 |
18,009.28 |
17,950.26 |
18,046.05 |
PP |
17,924.46 |
17,924.46 |
17,924.46 |
17,942.85 |
S1 |
17,850.93 |
17,850.93 |
17,921.22 |
17,887.70 |
S2 |
17,766.11 |
17,766.11 |
17,906.71 |
|
S3 |
17,607.76 |
17,692.58 |
17,892.19 |
|
S4 |
17,449.41 |
17,534.23 |
17,848.65 |
|
|
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% |
156.69 |
0.9% |
58% |
False |
False |
|
10 |
18,109.77 |
17,698.42 |
411.35 |
2.3% |
158.59 |
0.9% |
58% |
False |
False |
|
20 |
18,350.13 |
17,698.42 |
651.71 |
3.6% |
143.96 |
0.8% |
36% |
False |
False |
|
40 |
18,351.36 |
17,698.42 |
652.94 |
3.6% |
152.01 |
0.8% |
36% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
163.03 |
0.9% |
46% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
168.00 |
0.9% |
46% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
172.30 |
1.0% |
68% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
181.73 |
1.0% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,670.99 |
2.618 |
18,412.56 |
1.618 |
18,254.21 |
1.000 |
18,156.35 |
0.618 |
18,095.86 |
HIGH |
17,998.00 |
0.618 |
17,937.51 |
0.500 |
17,918.83 |
0.382 |
17,900.14 |
LOW |
17,839.65 |
0.618 |
17,741.79 |
1.000 |
17,681.30 |
1.618 |
17,583.44 |
2.618 |
17,425.09 |
4.250 |
17,166.66 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,930.10 |
17,906.56 |
PP |
17,924.46 |
17,877.39 |
S1 |
17,918.83 |
17,848.21 |
|