Trading Metrics calculated at close of trading on 22-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
18,116.24 |
18,027.63 |
-88.61 |
-0.5% |
17,890.76 |
High |
18,117.71 |
18,181.67 |
63.96 |
0.4% |
18,174.73 |
Low |
18,010.58 |
18,027.63 |
17.05 |
0.1% |
17,698.42 |
Close |
18,015.95 |
18,119.78 |
103.83 |
0.6% |
18,015.95 |
Range |
107.13 |
154.04 |
46.91 |
43.8% |
476.31 |
ATR |
156.98 |
157.61 |
0.62 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,571.81 |
18,499.84 |
18,204.50 |
|
R3 |
18,417.77 |
18,345.80 |
18,162.14 |
|
R2 |
18,263.73 |
18,263.73 |
18,148.02 |
|
R1 |
18,191.76 |
18,191.76 |
18,133.90 |
18,227.75 |
PP |
18,109.69 |
18,109.69 |
18,109.69 |
18,127.69 |
S1 |
18,037.72 |
18,037.72 |
18,105.66 |
18,073.71 |
S2 |
17,955.65 |
17,955.65 |
18,091.54 |
|
S3 |
17,801.61 |
17,883.68 |
18,077.42 |
|
S4 |
17,647.57 |
17,729.64 |
18,035.06 |
|
|
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 |
18,181.67 |
17,774.12 |
407.55 |
2.2% |
159.03 |
0.9% |
85% |
True |
False |
|
10 |
18,181.67 |
17,698.42 |
483.25 |
2.7% |
165.74 |
0.9% |
87% |
True |
False |
|
20 |
18,229.75 |
17,698.42 |
531.33 |
2.9% |
157.91 |
0.9% |
79% |
False |
False |
|
40 |
18,351.36 |
17,698.42 |
652.94 |
3.6% |
153.44 |
0.8% |
65% |
False |
False |
|
60 |
18,351.36 |
17,585.01 |
766.35 |
4.2% |
160.51 |
0.9% |
70% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
170.68 |
0.9% |
70% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
169.47 |
0.9% |
82% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
184.36 |
1.0% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,836.34 |
2.618 |
18,584.95 |
1.618 |
18,430.91 |
1.000 |
18,335.71 |
0.618 |
18,276.87 |
HIGH |
18,181.67 |
0.618 |
18,122.83 |
0.500 |
18,104.65 |
0.382 |
18,086.47 |
LOW |
18,027.63 |
0.618 |
17,932.43 |
1.000 |
17,873.59 |
1.618 |
17,778.39 |
2.618 |
17,624.35 |
4.250 |
17,372.96 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
18,114.74 |
18,100.90 |
PP |
18,109.69 |
18,082.02 |
S1 |
18,104.65 |
18,063.14 |
|