Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,585 |
20,295 |
-290 |
-1.4% |
20,440 |
High |
20,585 |
20,335 |
-250 |
-1.2% |
20,645 |
Low |
20,275 |
19,930 |
-345 |
-1.7% |
20,360 |
Close |
20,285 |
20,080 |
-205 |
-1.0% |
20,580 |
Range |
310 |
405 |
95 |
30.6% |
285 |
ATR |
260 |
270 |
10 |
4.0% |
0 |
Volume |
46,866 |
31,443 |
-15,423 |
-32.9% |
81,983 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,330 |
21,110 |
20,303 |
|
R3 |
20,925 |
20,705 |
20,192 |
|
R2 |
20,520 |
20,520 |
20,154 |
|
R1 |
20,300 |
20,300 |
20,117 |
20,208 |
PP |
20,115 |
20,115 |
20,115 |
20,069 |
S1 |
19,895 |
19,895 |
20,043 |
19,803 |
S2 |
19,710 |
19,710 |
20,006 |
|
S3 |
19,305 |
19,490 |
19,969 |
|
S4 |
18,900 |
19,085 |
19,857 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,383 |
21,267 |
20,737 |
|
R3 |
21,098 |
20,982 |
20,659 |
|
R2 |
20,813 |
20,813 |
20,632 |
|
R1 |
20,697 |
20,697 |
20,606 |
20,755 |
PP |
20,528 |
20,528 |
20,528 |
20,558 |
S1 |
20,412 |
20,412 |
20,554 |
20,470 |
S2 |
20,243 |
20,243 |
20,528 |
|
S3 |
19,958 |
20,127 |
20,502 |
|
S4 |
19,673 |
19,842 |
20,423 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,620 |
19,930 |
690 |
3.4% |
283 |
1.4% |
22% |
False |
True |
26,695 |
10 |
20,685 |
19,930 |
755 |
3.8% |
264 |
1.3% |
20% |
False |
True |
19,851 |
20 |
20,685 |
19,475 |
1,210 |
6.0% |
256 |
1.3% |
50% |
False |
False |
15,701 |
40 |
20,685 |
19,055 |
1,630 |
8.1% |
270 |
1.3% |
63% |
False |
False |
13,652 |
60 |
20,685 |
18,980 |
1,705 |
8.5% |
278 |
1.4% |
65% |
False |
False |
13,612 |
80 |
20,685 |
17,935 |
2,750 |
13.7% |
265 |
1.3% |
78% |
False |
False |
11,751 |
100 |
20,685 |
16,810 |
3,875 |
19.3% |
249 |
1.2% |
84% |
False |
False |
9,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,056 |
2.618 |
21,395 |
1.618 |
20,990 |
1.000 |
20,740 |
0.618 |
20,585 |
HIGH |
20,335 |
0.618 |
20,180 |
0.500 |
20,133 |
0.382 |
20,085 |
LOW |
19,930 |
0.618 |
19,680 |
1.000 |
19,525 |
1.618 |
19,275 |
2.618 |
18,870 |
4.250 |
18,209 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,133 |
20,275 |
PP |
20,115 |
20,210 |
S1 |
20,098 |
20,145 |
|