Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,909.58 |
17,944.61 |
35.03 |
0.2% |
17,849.46 |
High |
17,998.00 |
18,174.73 |
176.73 |
1.0% |
18,109.77 |
Low |
17,839.65 |
17,944.61 |
104.96 |
0.6% |
17,714.97 |
Close |
17,935.74 |
18,115.84 |
180.10 |
1.0% |
17,898.84 |
Range |
158.35 |
230.12 |
71.77 |
45.3% |
394.80 |
ATR |
154.80 |
160.82 |
6.01 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,768.75 |
18,672.42 |
18,242.41 |
|
R3 |
18,538.63 |
18,442.30 |
18,179.12 |
|
R2 |
18,308.51 |
18,308.51 |
18,158.03 |
|
R1 |
18,212.18 |
18,212.18 |
18,136.93 |
18,260.35 |
PP |
18,078.39 |
18,078.39 |
18,078.39 |
18,102.48 |
S1 |
17,982.06 |
17,982.06 |
18,094.75 |
18,030.23 |
S2 |
17,848.27 |
17,848.27 |
18,073.65 |
|
S3 |
17,618.15 |
17,751.94 |
18,052.56 |
|
S4 |
17,388.03 |
17,521.82 |
17,989.27 |
|
|
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 |
18,174.73 |
17,698.42 |
476.31 |
2.6% |
181.01 |
1.0% |
88% |
True |
False |
|
10 |
18,174.73 |
17,698.42 |
476.31 |
2.6% |
160.58 |
0.9% |
88% |
True |
False |
|
20 |
18,314.89 |
17,698.42 |
616.47 |
3.4% |
151.59 |
0.8% |
68% |
False |
False |
|
40 |
18,351.36 |
17,698.42 |
652.94 |
3.6% |
153.56 |
0.8% |
64% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
164.55 |
0.9% |
69% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
169.22 |
0.9% |
69% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
173.32 |
1.0% |
82% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
183.16 |
1.0% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,152.74 |
2.618 |
18,777.18 |
1.618 |
18,547.06 |
1.000 |
18,404.85 |
0.618 |
18,316.94 |
HIGH |
18,174.73 |
0.618 |
18,086.82 |
0.500 |
18,059.67 |
0.382 |
18,032.52 |
LOW |
17,944.61 |
0.618 |
17,802.40 |
1.000 |
17,714.49 |
1.618 |
17,572.28 |
2.618 |
17,342.16 |
4.250 |
16,966.60 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
18,097.12 |
18,068.70 |
PP |
18,078.39 |
18,021.56 |
S1 |
18,059.67 |
17,974.43 |
|