Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
5,535.0 |
5,570.0 |
35.0 |
0.6% |
5,493.0 |
High |
5,577.0 |
5,609.0 |
32.0 |
0.6% |
5,563.0 |
Low |
5,523.0 |
5,560.0 |
37.0 |
0.7% |
5,445.0 |
Close |
5,527.0 |
5,585.0 |
58.0 |
1.0% |
5,534.0 |
Range |
54.0 |
49.0 |
-5.0 |
-9.3% |
118.0 |
ATR |
73.1 |
73.7 |
0.6 |
0.9% |
0.0 |
Volume |
133,903 |
53,850 |
-80,053 |
-59.8% |
98,839 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,731.7 |
5,707.3 |
5,612.0 |
|
R3 |
5,682.7 |
5,658.3 |
5,598.5 |
|
R2 |
5,633.7 |
5,633.7 |
5,594.0 |
|
R1 |
5,609.3 |
5,609.3 |
5,589.5 |
5,621.5 |
PP |
5,584.7 |
5,584.7 |
5,584.7 |
5,590.8 |
S1 |
5,560.3 |
5,560.3 |
5,580.5 |
5,572.5 |
S2 |
5,535.7 |
5,535.7 |
5,576.0 |
|
S3 |
5,486.7 |
5,511.3 |
5,571.5 |
|
S4 |
5,437.7 |
5,462.3 |
5,558.1 |
|
|
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 |
5,609.0 |
5,489.0 |
120.0 |
2.1% |
50.6 |
0.9% |
80% |
True |
False |
71,396 |
10 |
5,650.0 |
5,445.0 |
205.0 |
3.7% |
62.0 |
1.1% |
68% |
False |
False |
50,351 |
20 |
5,814.0 |
5,445.0 |
369.0 |
6.6% |
68.6 |
1.2% |
38% |
False |
False |
37,425 |
40 |
5,985.0 |
5,445.0 |
540.0 |
9.7% |
70.2 |
1.3% |
26% |
False |
False |
32,393 |
60 |
6,000.0 |
5,445.0 |
555.0 |
9.9% |
64.9 |
1.2% |
25% |
False |
False |
28,896 |
80 |
6,000.0 |
5,445.0 |
555.0 |
9.9% |
59.9 |
1.1% |
25% |
False |
False |
26,261 |
100 |
6,000.0 |
5,419.0 |
581.0 |
10.4% |
55.4 |
1.0% |
29% |
False |
False |
21,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,817.3 |
2.618 |
5,737.3 |
1.618 |
5,688.3 |
1.000 |
5,658.0 |
0.618 |
5,639.3 |
HIGH |
5,609.0 |
0.618 |
5,590.3 |
0.500 |
5,584.5 |
0.382 |
5,578.7 |
LOW |
5,560.0 |
0.618 |
5,529.7 |
1.000 |
5,511.0 |
1.618 |
5,480.7 |
2.618 |
5,431.7 |
4.250 |
5,351.8 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,584.8 |
5,573.0 |
PP |
5,584.7 |
5,561.0 |
S1 |
5,584.5 |
5,549.0 |
|