Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
18,121.78 |
18,139.10 |
17.32 |
0.1% |
17,890.76 |
High |
18,188.81 |
18,139.10 |
-49.71 |
-0.3% |
18,174.73 |
Low |
18,108.10 |
17,966.07 |
-142.03 |
-0.8% |
17,698.42 |
Close |
18,144.07 |
17,966.07 |
-178.00 |
-1.0% |
18,015.95 |
Range |
80.71 |
173.03 |
92.32 |
114.4% |
476.31 |
ATR |
152.11 |
153.96 |
1.85 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,542.84 |
18,427.48 |
18,061.24 |
|
R3 |
18,369.81 |
18,254.45 |
18,013.65 |
|
R2 |
18,196.78 |
18,196.78 |
17,997.79 |
|
R1 |
18,081.42 |
18,081.42 |
17,981.93 |
18,052.59 |
PP |
18,023.75 |
18,023.75 |
18,023.75 |
18,009.33 |
S1 |
17,908.39 |
17,908.39 |
17,950.21 |
17,879.56 |
S2 |
17,850.72 |
17,850.72 |
17,934.35 |
|
S3 |
17,677.69 |
17,735.36 |
17,918.49 |
|
S4 |
17,504.66 |
17,562.33 |
17,870.90 |
|
|
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 |
18,188.81 |
17,944.61 |
244.20 |
1.4% |
149.01 |
0.8% |
9% |
False |
False |
|
10 |
18,188.81 |
17,698.42 |
490.39 |
2.7% |
152.85 |
0.9% |
55% |
False |
False |
|
20 |
18,188.81 |
17,698.42 |
490.39 |
2.7% |
151.35 |
0.8% |
55% |
False |
False |
|
40 |
18,351.36 |
17,698.42 |
652.94 |
3.6% |
150.95 |
0.8% |
41% |
False |
False |
|
60 |
18,351.36 |
17,585.01 |
766.35 |
4.3% |
158.41 |
0.9% |
50% |
False |
False |
|
80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
170.77 |
1.0% |
50% |
False |
False |
|
100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
166.41 |
0.9% |
71% |
False |
False |
|
120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
184.00 |
1.0% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,874.48 |
2.618 |
18,592.09 |
1.618 |
18,419.06 |
1.000 |
18,312.13 |
0.618 |
18,246.03 |
HIGH |
18,139.10 |
0.618 |
18,073.00 |
0.500 |
18,052.59 |
0.382 |
18,032.17 |
LOW |
17,966.07 |
0.618 |
17,859.14 |
1.000 |
17,793.04 |
1.618 |
17,686.11 |
2.618 |
17,513.08 |
4.250 |
17,230.69 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
18,052.59 |
18,077.44 |
PP |
18,023.75 |
18,040.32 |
S1 |
17,994.91 |
18,003.19 |
|