Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
5,503.0 |
5,550.0 |
47.0 |
0.9% |
5,493.0 |
High |
5,563.0 |
5,558.0 |
-5.0 |
-0.1% |
5,563.0 |
Low |
5,503.0 |
5,526.0 |
23.0 |
0.4% |
5,445.0 |
Close |
5,557.0 |
5,534.0 |
-23.0 |
-0.4% |
5,534.0 |
Range |
60.0 |
32.0 |
-28.0 |
-46.7% |
118.0 |
ATR |
79.2 |
75.8 |
-3.4 |
-4.3% |
0.0 |
Volume |
26,259 |
26,160 |
-99 |
-0.4% |
98,839 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,635.3 |
5,616.7 |
5,551.6 |
|
R3 |
5,603.3 |
5,584.7 |
5,542.8 |
|
R2 |
5,571.3 |
5,571.3 |
5,539.9 |
|
R1 |
5,552.7 |
5,552.7 |
5,536.9 |
5,546.0 |
PP |
5,539.3 |
5,539.3 |
5,539.3 |
5,536.0 |
S1 |
5,520.7 |
5,520.7 |
5,531.1 |
5,514.0 |
S2 |
5,507.3 |
5,507.3 |
5,528.1 |
|
S3 |
5,475.3 |
5,488.7 |
5,525.2 |
|
S4 |
5,443.3 |
5,456.7 |
5,516.4 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,868.0 |
5,819.0 |
5,598.9 |
|
R3 |
5,750.0 |
5,701.0 |
5,566.5 |
|
R2 |
5,632.0 |
5,632.0 |
5,555.6 |
|
R1 |
5,583.0 |
5,583.0 |
5,544.8 |
5,607.5 |
PP |
5,514.0 |
5,514.0 |
5,514.0 |
5,526.3 |
S1 |
5,465.0 |
5,465.0 |
5,523.2 |
5,489.5 |
S2 |
5,396.0 |
5,396.0 |
5,512.4 |
|
S3 |
5,278.0 |
5,347.0 |
5,501.6 |
|
S4 |
5,160.0 |
5,229.0 |
5,469.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,563.0 |
5,445.0 |
118.0 |
2.1% |
52.4 |
0.9% |
75% |
False |
False |
25,691 |
10 |
5,814.0 |
5,445.0 |
369.0 |
6.7% |
78.6 |
1.4% |
24% |
False |
False |
29,214 |
20 |
5,814.0 |
5,445.0 |
369.0 |
6.7% |
72.0 |
1.3% |
24% |
False |
False |
26,603 |
40 |
5,985.0 |
5,445.0 |
540.0 |
9.8% |
70.7 |
1.3% |
16% |
False |
False |
26,551 |
60 |
6,000.0 |
5,445.0 |
555.0 |
10.0% |
65.5 |
1.2% |
16% |
False |
False |
28,148 |
80 |
6,000.0 |
5,445.0 |
555.0 |
10.0% |
58.8 |
1.1% |
16% |
False |
False |
22,457 |
100 |
6,000.0 |
5,255.0 |
745.0 |
13.5% |
54.0 |
1.0% |
37% |
False |
False |
18,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,694.0 |
2.618 |
5,641.8 |
1.618 |
5,609.8 |
1.000 |
5,590.0 |
0.618 |
5,577.8 |
HIGH |
5,558.0 |
0.618 |
5,545.8 |
0.500 |
5,542.0 |
0.382 |
5,538.2 |
LOW |
5,526.0 |
0.618 |
5,506.2 |
1.000 |
5,494.0 |
1.618 |
5,474.2 |
2.618 |
5,442.2 |
4.250 |
5,390.0 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,542.0 |
5,524.0 |
PP |
5,539.3 |
5,514.0 |
S1 |
5,536.7 |
5,504.0 |
|