Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
5,570.0 |
5,580.0 |
10.0 |
0.2% |
5,493.0 |
High |
5,609.0 |
5,592.0 |
-17.0 |
-0.3% |
5,563.0 |
Low |
5,560.0 |
5,575.0 |
15.0 |
0.3% |
5,445.0 |
Close |
5,585.0 |
5,578.0 |
-7.0 |
-0.1% |
5,534.0 |
Range |
49.0 |
17.0 |
-32.0 |
-65.3% |
118.0 |
ATR |
73.7 |
69.7 |
-4.1 |
-5.5% |
0.0 |
Volume |
53,850 |
826 |
-53,024 |
-98.5% |
98,839 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,632.7 |
5,622.3 |
5,587.4 |
|
R3 |
5,615.7 |
5,605.3 |
5,582.7 |
|
R2 |
5,598.7 |
5,598.7 |
5,581.1 |
|
R1 |
5,588.3 |
5,588.3 |
5,579.6 |
5,585.0 |
PP |
5,581.7 |
5,581.7 |
5,581.7 |
5,580.0 |
S1 |
5,571.3 |
5,571.3 |
5,576.4 |
5,568.0 |
S2 |
5,564.7 |
5,564.7 |
5,574.9 |
|
S3 |
5,547.7 |
5,554.3 |
5,573.3 |
|
S4 |
5,530.7 |
5,537.3 |
5,568.7 |
|
|
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 |
2.2% |
42.0 |
0.8% |
74% |
False |
False |
66,310 |
10 |
5,615.0 |
5,445.0 |
170.0 |
3.0% |
55.9 |
1.0% |
78% |
False |
False |
47,203 |
20 |
5,814.0 |
5,445.0 |
369.0 |
6.6% |
66.7 |
1.2% |
36% |
False |
False |
35,822 |
40 |
5,985.0 |
5,445.0 |
540.0 |
9.7% |
69.8 |
1.3% |
25% |
False |
False |
32,070 |
60 |
6,000.0 |
5,445.0 |
555.0 |
9.9% |
64.2 |
1.2% |
24% |
False |
False |
28,496 |
80 |
6,000.0 |
5,445.0 |
555.0 |
9.9% |
60.1 |
1.1% |
24% |
False |
False |
26,271 |
100 |
6,000.0 |
5,441.0 |
559.0 |
10.0% |
55.3 |
1.0% |
25% |
False |
False |
21,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,664.3 |
2.618 |
5,636.5 |
1.618 |
5,619.5 |
1.000 |
5,609.0 |
0.618 |
5,602.5 |
HIGH |
5,592.0 |
0.618 |
5,585.5 |
0.500 |
5,583.5 |
0.382 |
5,581.5 |
LOW |
5,575.0 |
0.618 |
5,564.5 |
1.000 |
5,558.0 |
1.618 |
5,547.5 |
2.618 |
5,530.5 |
4.250 |
5,502.8 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,583.5 |
5,574.0 |
PP |
5,581.7 |
5,570.0 |
S1 |
5,579.8 |
5,566.0 |
|