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 |
17,840 |
17,778 |
-62 |
-0.3% |
18,020 |
High |
17,860 |
17,809 |
-51 |
-0.3% |
18,163 |
Low |
17,750 |
17,693 |
-57 |
-0.3% |
17,808 |
Close |
17,768 |
17,767 |
-1 |
0.0% |
17,842 |
Range |
110 |
116 |
6 |
5.5% |
355 |
ATR |
167 |
163 |
-4 |
-2.2% |
0 |
Volume |
149,125 |
155,045 |
5,920 |
4.0% |
852,563 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,104 |
18,052 |
17,831 |
|
R3 |
17,988 |
17,936 |
17,799 |
|
R2 |
17,872 |
17,872 |
17,788 |
|
R1 |
17,820 |
17,820 |
17,778 |
17,788 |
PP |
17,756 |
17,756 |
17,756 |
17,741 |
S1 |
17,704 |
17,704 |
17,756 |
17,672 |
S2 |
17,640 |
17,640 |
17,746 |
|
S3 |
17,524 |
17,588 |
17,735 |
|
S4 |
17,408 |
17,472 |
17,703 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,003 |
18,777 |
18,037 |
|
R3 |
18,648 |
18,422 |
17,940 |
|
R2 |
18,293 |
18,293 |
17,907 |
|
R1 |
18,067 |
18,067 |
17,875 |
18,003 |
PP |
17,938 |
17,938 |
17,938 |
17,905 |
S1 |
17,712 |
17,712 |
17,810 |
17,648 |
S2 |
17,583 |
17,583 |
17,777 |
|
S3 |
17,228 |
17,357 |
17,745 |
|
S4 |
16,873 |
17,002 |
17,647 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,163 |
17,693 |
470 |
2.6% |
156 |
0.9% |
16% |
False |
True |
170,459 |
10 |
18,167 |
17,693 |
474 |
2.7% |
153 |
0.9% |
16% |
False |
True |
153,513 |
20 |
18,334 |
17,693 |
641 |
3.6% |
147 |
0.8% |
12% |
False |
True |
134,343 |
40 |
18,334 |
17,629 |
705 |
4.0% |
179 |
1.0% |
20% |
False |
False |
142,037 |
60 |
18,334 |
17,465 |
869 |
4.9% |
192 |
1.1% |
35% |
False |
False |
136,135 |
80 |
18,334 |
17,465 |
869 |
4.9% |
183 |
1.0% |
35% |
False |
False |
104,361 |
100 |
18,334 |
16,880 |
1,454 |
8.2% |
191 |
1.1% |
61% |
False |
False |
83,498 |
120 |
18,334 |
16,880 |
1,454 |
8.2% |
191 |
1.1% |
61% |
False |
False |
69,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,302 |
2.618 |
18,113 |
1.618 |
17,997 |
1.000 |
17,925 |
0.618 |
17,881 |
HIGH |
17,809 |
0.618 |
17,765 |
0.500 |
17,751 |
0.382 |
17,737 |
LOW |
17,693 |
0.618 |
17,621 |
1.000 |
17,577 |
1.618 |
17,505 |
2.618 |
17,389 |
4.250 |
17,200 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,762 |
17,823 |
PP |
17,756 |
17,804 |
S1 |
17,751 |
17,786 |
|