Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3,513.0 |
3,452.0 |
-61.0 |
-1.7% |
3,589.0 |
High |
3,515.0 |
3,475.0 |
-40.0 |
-1.1% |
3,618.0 |
Low |
3,437.0 |
3,407.0 |
-30.0 |
-0.9% |
3,488.0 |
Close |
3,471.0 |
3,451.0 |
-20.0 |
-0.6% |
3,509.0 |
Range |
78.0 |
68.0 |
-10.0 |
-12.8% |
130.0 |
ATR |
71.3 |
71.0 |
-0.2 |
-0.3% |
0.0 |
Volume |
1,348,893 |
1,348,893 |
0 |
0.0% |
5,693,435 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,648.3 |
3,617.7 |
3,488.4 |
|
R3 |
3,580.3 |
3,549.7 |
3,469.7 |
|
R2 |
3,512.3 |
3,512.3 |
3,463.5 |
|
R1 |
3,481.7 |
3,481.7 |
3,457.2 |
3,463.0 |
PP |
3,444.3 |
3,444.3 |
3,444.3 |
3,435.0 |
S1 |
3,413.7 |
3,413.7 |
3,444.8 |
3,395.0 |
S2 |
3,376.3 |
3,376.3 |
3,438.5 |
|
S3 |
3,308.3 |
3,345.7 |
3,432.3 |
|
S4 |
3,240.3 |
3,277.7 |
3,413.6 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,928.3 |
3,848.7 |
3,580.5 |
|
R3 |
3,798.3 |
3,718.7 |
3,544.8 |
|
R2 |
3,668.3 |
3,668.3 |
3,532.8 |
|
R1 |
3,588.7 |
3,588.7 |
3,520.9 |
3,563.5 |
PP |
3,538.3 |
3,538.3 |
3,538.3 |
3,525.8 |
S1 |
3,458.7 |
3,458.7 |
3,497.1 |
3,433.5 |
S2 |
3,408.3 |
3,408.3 |
3,485.2 |
|
S3 |
3,278.3 |
3,328.7 |
3,473.3 |
|
S4 |
3,148.3 |
3,198.7 |
3,437.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,618.0 |
3,407.0 |
211.0 |
6.1% |
70.2 |
2.0% |
21% |
False |
True |
1,234,663 |
10 |
3,683.0 |
3,407.0 |
276.0 |
8.0% |
70.3 |
2.0% |
16% |
False |
True |
1,094,848 |
20 |
3,684.0 |
3,407.0 |
277.0 |
8.0% |
68.4 |
2.0% |
16% |
False |
True |
1,023,244 |
40 |
3,769.0 |
3,407.0 |
362.0 |
10.5% |
70.9 |
2.1% |
12% |
False |
True |
1,100,010 |
60 |
3,769.0 |
3,407.0 |
362.0 |
10.5% |
64.9 |
1.9% |
12% |
False |
True |
1,065,322 |
80 |
3,769.0 |
3,289.0 |
480.0 |
13.9% |
60.0 |
1.7% |
34% |
False |
False |
806,216 |
100 |
3,769.0 |
2,942.0 |
827.0 |
24.0% |
61.5 |
1.8% |
62% |
False |
False |
645,267 |
120 |
3,769.0 |
2,848.0 |
921.0 |
26.7% |
63.0 |
1.8% |
65% |
False |
False |
537,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,764.0 |
2.618 |
3,653.0 |
1.618 |
3,585.0 |
1.000 |
3,543.0 |
0.618 |
3,517.0 |
HIGH |
3,475.0 |
0.618 |
3,449.0 |
0.500 |
3,441.0 |
0.382 |
3,433.0 |
LOW |
3,407.0 |
0.618 |
3,365.0 |
1.000 |
3,339.0 |
1.618 |
3,297.0 |
2.618 |
3,229.0 |
4.250 |
3,118.0 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,447.7 |
3,470.5 |
PP |
3,444.3 |
3,464.0 |
S1 |
3,441.0 |
3,457.5 |
|