Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
5,452.0 |
5,503.0 |
51.0 |
0.9% |
5,760.0 |
High |
5,488.0 |
5,563.0 |
75.0 |
1.4% |
5,779.0 |
Low |
5,445.0 |
5,503.0 |
58.0 |
1.1% |
5,469.0 |
Close |
5,475.0 |
5,557.0 |
82.0 |
1.5% |
5,507.0 |
Range |
43.0 |
60.0 |
17.0 |
39.5% |
310.0 |
ATR |
78.5 |
79.2 |
0.7 |
0.9% |
0.0 |
Volume |
20,048 |
26,259 |
6,211 |
31.0% |
159,423 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,721.0 |
5,699.0 |
5,590.0 |
|
R3 |
5,661.0 |
5,639.0 |
5,573.5 |
|
R2 |
5,601.0 |
5,601.0 |
5,568.0 |
|
R1 |
5,579.0 |
5,579.0 |
5,562.5 |
5,590.0 |
PP |
5,541.0 |
5,541.0 |
5,541.0 |
5,546.5 |
S1 |
5,519.0 |
5,519.0 |
5,551.5 |
5,530.0 |
S2 |
5,481.0 |
5,481.0 |
5,546.0 |
|
S3 |
5,421.0 |
5,459.0 |
5,540.5 |
|
S4 |
5,361.0 |
5,399.0 |
5,524.0 |
|
|
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 |
5,615.0 |
5,445.0 |
170.0 |
3.1% |
69.8 |
1.3% |
66% |
False |
False |
28,097 |
10 |
5,814.0 |
5,445.0 |
369.0 |
6.6% |
82.6 |
1.5% |
30% |
False |
False |
28,799 |
20 |
5,814.0 |
5,445.0 |
369.0 |
6.6% |
72.4 |
1.3% |
30% |
False |
False |
26,492 |
40 |
5,985.0 |
5,445.0 |
540.0 |
9.7% |
72.0 |
1.3% |
21% |
False |
False |
26,596 |
60 |
6,000.0 |
5,445.0 |
555.0 |
10.0% |
65.8 |
1.2% |
20% |
False |
False |
29,051 |
80 |
6,000.0 |
5,445.0 |
555.0 |
10.0% |
58.7 |
1.1% |
20% |
False |
False |
22,132 |
100 |
6,000.0 |
5,255.0 |
745.0 |
13.4% |
53.7 |
1.0% |
41% |
False |
False |
17,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,818.0 |
2.618 |
5,720.1 |
1.618 |
5,660.1 |
1.000 |
5,623.0 |
0.618 |
5,600.1 |
HIGH |
5,563.0 |
0.618 |
5,540.1 |
0.500 |
5,533.0 |
0.382 |
5,525.9 |
LOW |
5,503.0 |
0.618 |
5,465.9 |
1.000 |
5,443.0 |
1.618 |
5,405.9 |
2.618 |
5,345.9 |
4.250 |
5,248.0 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,549.0 |
5,539.3 |
PP |
5,541.0 |
5,521.7 |
S1 |
5,533.0 |
5,504.0 |
|