Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,080 |
20,120 |
40 |
0.2% |
20,440 |
High |
20,265 |
20,530 |
265 |
1.3% |
20,645 |
Low |
20,010 |
20,120 |
110 |
0.5% |
20,360 |
Close |
20,145 |
20,425 |
280 |
1.4% |
20,580 |
Range |
255 |
410 |
155 |
60.8% |
285 |
ATR |
269 |
279 |
10 |
3.7% |
0 |
Volume |
26,633 |
6,387 |
-20,246 |
-76.0% |
81,983 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,588 |
21,417 |
20,651 |
|
R3 |
21,178 |
21,007 |
20,538 |
|
R2 |
20,768 |
20,768 |
20,500 |
|
R1 |
20,597 |
20,597 |
20,463 |
20,683 |
PP |
20,358 |
20,358 |
20,358 |
20,401 |
S1 |
20,187 |
20,187 |
20,388 |
20,273 |
S2 |
19,948 |
19,948 |
20,350 |
|
S3 |
19,538 |
19,777 |
20,312 |
|
S4 |
19,128 |
19,367 |
20,200 |
|
|
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% |
326 |
1.6% |
72% |
False |
False |
26,761 |
10 |
20,655 |
19,930 |
725 |
3.5% |
279 |
1.4% |
68% |
False |
False |
20,641 |
20 |
20,685 |
19,495 |
1,190 |
5.8% |
262 |
1.3% |
78% |
False |
False |
16,076 |
40 |
20,685 |
19,055 |
1,630 |
8.0% |
279 |
1.4% |
84% |
False |
False |
13,903 |
60 |
20,685 |
18,980 |
1,705 |
8.3% |
282 |
1.4% |
85% |
False |
False |
13,789 |
80 |
20,685 |
18,130 |
2,555 |
12.5% |
268 |
1.3% |
90% |
False |
False |
12,163 |
100 |
20,685 |
17,135 |
3,550 |
17.4% |
249 |
1.2% |
93% |
False |
False |
9,734 |
120 |
20,685 |
16,665 |
4,020 |
19.7% |
224 |
1.1% |
94% |
False |
False |
8,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,273 |
2.618 |
21,604 |
1.618 |
21,194 |
1.000 |
20,940 |
0.618 |
20,784 |
HIGH |
20,530 |
0.618 |
20,374 |
0.500 |
20,325 |
0.382 |
20,277 |
LOW |
20,120 |
0.618 |
19,867 |
1.000 |
19,710 |
1.618 |
19,457 |
2.618 |
19,047 |
4.250 |
18,378 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,392 |
20,360 |
PP |
20,358 |
20,295 |
S1 |
20,325 |
20,230 |
|