Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
5,515.0 |
5,535.0 |
20.0 |
0.4% |
5,493.0 |
High |
5,547.0 |
5,577.0 |
30.0 |
0.5% |
5,563.0 |
Low |
5,489.0 |
5,523.0 |
34.0 |
0.6% |
5,445.0 |
Close |
5,543.0 |
5,527.0 |
-16.0 |
-0.3% |
5,534.0 |
Range |
58.0 |
54.0 |
-4.0 |
-6.9% |
118.0 |
ATR |
74.5 |
73.1 |
-1.5 |
-2.0% |
0.0 |
Volume |
116,811 |
133,903 |
17,092 |
14.6% |
98,839 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,704.3 |
5,669.7 |
5,556.7 |
|
R3 |
5,650.3 |
5,615.7 |
5,541.9 |
|
R2 |
5,596.3 |
5,596.3 |
5,536.9 |
|
R1 |
5,561.7 |
5,561.7 |
5,532.0 |
5,552.0 |
PP |
5,542.3 |
5,542.3 |
5,542.3 |
5,537.5 |
S1 |
5,507.7 |
5,507.7 |
5,522.1 |
5,498.0 |
S2 |
5,488.3 |
5,488.3 |
5,517.1 |
|
S3 |
5,434.3 |
5,453.7 |
5,512.2 |
|
S4 |
5,380.3 |
5,399.7 |
5,497.3 |
|
|
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 |
5,577.0 |
5,445.0 |
132.0 |
2.4% |
49.4 |
0.9% |
62% |
True |
False |
64,636 |
10 |
5,779.0 |
5,445.0 |
334.0 |
6.0% |
73.0 |
1.3% |
25% |
False |
False |
48,427 |
20 |
5,814.0 |
5,445.0 |
369.0 |
6.7% |
69.9 |
1.3% |
22% |
False |
False |
36,600 |
40 |
5,985.0 |
5,445.0 |
540.0 |
9.8% |
70.3 |
1.3% |
15% |
False |
False |
31,647 |
60 |
6,000.0 |
5,445.0 |
555.0 |
10.0% |
65.5 |
1.2% |
15% |
False |
False |
28,483 |
80 |
6,000.0 |
5,445.0 |
555.0 |
10.0% |
59.7 |
1.1% |
15% |
False |
False |
25,588 |
100 |
6,000.0 |
5,356.0 |
644.0 |
11.7% |
55.1 |
1.0% |
27% |
False |
False |
20,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,806.5 |
2.618 |
5,718.4 |
1.618 |
5,664.4 |
1.000 |
5,631.0 |
0.618 |
5,610.4 |
HIGH |
5,577.0 |
0.618 |
5,556.4 |
0.500 |
5,550.0 |
0.382 |
5,543.6 |
LOW |
5,523.0 |
0.618 |
5,489.6 |
1.000 |
5,469.0 |
1.618 |
5,435.6 |
2.618 |
5,381.6 |
4.250 |
5,293.5 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,550.0 |
5,533.0 |
PP |
5,542.3 |
5,531.0 |
S1 |
5,534.7 |
5,529.0 |
|