Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
5,550.0 |
5,515.0 |
-35.0 |
-0.6% |
5,493.0 |
High |
5,558.0 |
5,547.0 |
-11.0 |
-0.2% |
5,563.0 |
Low |
5,526.0 |
5,489.0 |
-37.0 |
-0.7% |
5,445.0 |
Close |
5,534.0 |
5,543.0 |
9.0 |
0.2% |
5,534.0 |
Range |
32.0 |
58.0 |
26.0 |
81.3% |
118.0 |
ATR |
75.8 |
74.5 |
-1.3 |
-1.7% |
0.0 |
Volume |
26,160 |
116,811 |
90,651 |
346.5% |
98,839 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,700.3 |
5,679.7 |
5,574.9 |
|
R3 |
5,642.3 |
5,621.7 |
5,559.0 |
|
R2 |
5,584.3 |
5,584.3 |
5,553.6 |
|
R1 |
5,563.7 |
5,563.7 |
5,548.3 |
5,574.0 |
PP |
5,526.3 |
5,526.3 |
5,526.3 |
5,531.5 |
S1 |
5,505.7 |
5,505.7 |
5,537.7 |
5,516.0 |
S2 |
5,468.3 |
5,468.3 |
5,532.4 |
|
S3 |
5,410.3 |
5,447.7 |
5,527.1 |
|
S4 |
5,352.3 |
5,389.7 |
5,511.1 |
|
|
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% |
51.8 |
0.9% |
83% |
False |
False |
43,130 |
10 |
5,779.0 |
5,445.0 |
334.0 |
6.0% |
75.3 |
1.4% |
29% |
False |
False |
37,507 |
20 |
5,814.0 |
5,445.0 |
369.0 |
6.7% |
72.4 |
1.3% |
27% |
False |
False |
31,263 |
40 |
5,985.0 |
5,445.0 |
540.0 |
9.7% |
71.0 |
1.3% |
18% |
False |
False |
28,958 |
60 |
6,000.0 |
5,445.0 |
555.0 |
10.0% |
65.9 |
1.2% |
18% |
False |
False |
28,201 |
80 |
6,000.0 |
5,445.0 |
555.0 |
10.0% |
59.4 |
1.1% |
18% |
False |
False |
23,917 |
100 |
6,000.0 |
5,339.0 |
661.0 |
11.9% |
54.6 |
1.0% |
31% |
False |
False |
19,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,793.5 |
2.618 |
5,698.8 |
1.618 |
5,640.8 |
1.000 |
5,605.0 |
0.618 |
5,582.8 |
HIGH |
5,547.0 |
0.618 |
5,524.8 |
0.500 |
5,518.0 |
0.382 |
5,511.2 |
LOW |
5,489.0 |
0.618 |
5,453.2 |
1.000 |
5,431.0 |
1.618 |
5,395.2 |
2.618 |
5,337.2 |
4.250 |
5,242.5 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,534.7 |
5,537.3 |
PP |
5,526.3 |
5,531.7 |
S1 |
5,518.0 |
5,526.0 |
|