Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
5,493.0 |
5,452.0 |
-41.0 |
-0.7% |
5,760.0 |
High |
5,525.0 |
5,488.0 |
-37.0 |
-0.7% |
5,779.0 |
Low |
5,459.0 |
5,445.0 |
-14.0 |
-0.3% |
5,469.0 |
Close |
5,462.0 |
5,475.0 |
13.0 |
0.2% |
5,507.0 |
Range |
66.0 |
43.0 |
-23.0 |
-34.8% |
310.0 |
ATR |
81.2 |
78.5 |
-2.7 |
-3.4% |
0.0 |
Volume |
26,372 |
20,048 |
-6,324 |
-24.0% |
159,423 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,598.3 |
5,579.7 |
5,498.7 |
|
R3 |
5,555.3 |
5,536.7 |
5,486.8 |
|
R2 |
5,512.3 |
5,512.3 |
5,482.9 |
|
R1 |
5,493.7 |
5,493.7 |
5,478.9 |
5,503.0 |
PP |
5,469.3 |
5,469.3 |
5,469.3 |
5,474.0 |
S1 |
5,450.7 |
5,450.7 |
5,471.1 |
5,460.0 |
S2 |
5,426.3 |
5,426.3 |
5,467.1 |
|
S3 |
5,383.3 |
5,407.7 |
5,463.2 |
|
S4 |
5,340.3 |
5,364.7 |
5,451.4 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,515.0 |
6,321.0 |
5,677.5 |
|
R3 |
6,205.0 |
6,011.0 |
5,592.3 |
|
R2 |
5,895.0 |
5,895.0 |
5,563.8 |
|
R1 |
5,701.0 |
5,701.0 |
5,535.4 |
5,643.0 |
PP |
5,585.0 |
5,585.0 |
5,585.0 |
5,556.0 |
S1 |
5,391.0 |
5,391.0 |
5,478.6 |
5,333.0 |
S2 |
5,275.0 |
5,275.0 |
5,450.2 |
|
S3 |
4,965.0 |
5,081.0 |
5,421.8 |
|
S4 |
4,655.0 |
4,771.0 |
5,336.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,650.0 |
5,445.0 |
205.0 |
3.7% |
73.4 |
1.3% |
15% |
False |
True |
29,306 |
10 |
5,814.0 |
5,445.0 |
369.0 |
6.7% |
80.6 |
1.5% |
8% |
False |
True |
28,436 |
20 |
5,814.0 |
5,445.0 |
369.0 |
6.7% |
72.5 |
1.3% |
8% |
False |
True |
26,441 |
40 |
5,985.0 |
5,445.0 |
540.0 |
9.9% |
71.3 |
1.3% |
6% |
False |
True |
26,294 |
60 |
6,000.0 |
5,445.0 |
555.0 |
10.1% |
65.7 |
1.2% |
5% |
False |
True |
28,774 |
80 |
6,000.0 |
5,445.0 |
555.0 |
10.1% |
59.0 |
1.1% |
5% |
False |
True |
21,812 |
100 |
6,000.0 |
5,220.0 |
780.0 |
14.2% |
53.2 |
1.0% |
33% |
False |
False |
17,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,670.8 |
2.618 |
5,600.6 |
1.618 |
5,557.6 |
1.000 |
5,531.0 |
0.618 |
5,514.6 |
HIGH |
5,488.0 |
0.618 |
5,471.6 |
0.500 |
5,466.5 |
0.382 |
5,461.4 |
LOW |
5,445.0 |
0.618 |
5,418.4 |
1.000 |
5,402.0 |
1.618 |
5,375.4 |
2.618 |
5,332.4 |
4.250 |
5,262.3 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,472.2 |
5,487.5 |
PP |
5,469.3 |
5,483.3 |
S1 |
5,466.5 |
5,479.2 |
|