Trading Metrics calculated at close of trading on 19-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,944.61 |
18,116.24 |
171.63 |
1.0% |
17,890.76 |
High |
18,174.73 |
18,117.71 |
-57.02 |
-0.3% |
18,174.73 |
Low |
17,944.61 |
18,010.58 |
65.97 |
0.4% |
17,698.42 |
Close |
18,115.84 |
18,015.95 |
-99.89 |
-0.6% |
18,015.95 |
Range |
230.12 |
107.13 |
-122.99 |
-53.4% |
476.31 |
ATR |
160.82 |
156.98 |
-3.83 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,369.47 |
18,299.84 |
18,074.87 |
|
R3 |
18,262.34 |
18,192.71 |
18,045.41 |
|
R2 |
18,155.21 |
18,155.21 |
18,035.59 |
|
R1 |
18,085.58 |
18,085.58 |
18,025.77 |
18,066.83 |
PP |
18,048.08 |
18,048.08 |
18,048.08 |
18,038.71 |
S1 |
17,978.45 |
17,978.45 |
18,006.13 |
17,959.70 |
S2 |
17,940.95 |
17,940.95 |
17,996.31 |
|
S3 |
17,833.82 |
17,871.32 |
17,986.49 |
|
S4 |
17,726.69 |
17,764.19 |
17,957.03 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,391.96 |
19,180.27 |
18,277.92 |
|
R3 |
18,915.65 |
18,703.96 |
18,146.94 |
|
R2 |
18,439.34 |
18,439.34 |
18,103.27 |
|
R1 |
18,227.65 |
18,227.65 |
18,059.61 |
18,333.50 |
PP |
17,963.03 |
17,963.03 |
17,963.03 |
18,015.96 |
S1 |
17,751.34 |
17,751.34 |
17,972.29 |
17,857.19 |
S2 |
17,486.72 |
17,486.72 |
17,928.63 |
|
S3 |
17,010.41 |
17,275.03 |
17,884.96 |
|
S4 |
16,534.10 |
16,798.72 |
17,753.98 |
|
|
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% |
166.69 |
0.9% |
67% |
False |
False |
|
10 |
18,174.73 |
17,698.42 |
476.31 |
2.6% |
159.51 |
0.9% |
67% |
False |
False |
|
20 |
18,286.87 |
17,698.42 |
588.45 |
3.3% |
153.70 |
0.9% |
54% |
False |
False |
|
40 |
18,351.36 |
17,698.42 |
652.94 |
3.6% |
152.08 |
0.8% |
49% |
False |
False |
|
60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
160.94 |
0.9% |
57% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
169.79 |
0.9% |
57% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
170.89 |
0.9% |
74% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
183.51 |
1.0% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,573.01 |
2.618 |
18,398.18 |
1.618 |
18,291.05 |
1.000 |
18,224.84 |
0.618 |
18,183.92 |
HIGH |
18,117.71 |
0.618 |
18,076.79 |
0.500 |
18,064.15 |
0.382 |
18,051.50 |
LOW |
18,010.58 |
0.618 |
17,944.37 |
1.000 |
17,903.45 |
1.618 |
17,837.24 |
2.618 |
17,730.11 |
4.250 |
17,555.28 |
|
|
Fisher Pivots for day following 19-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
18,064.15 |
18,013.03 |
PP |
18,048.08 |
18,010.11 |
S1 |
18,032.02 |
18,007.19 |
|