Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,778 |
17,776 |
-2 |
0.0% |
18,020 |
High |
17,809 |
18,038 |
229 |
1.3% |
18,163 |
Low |
17,693 |
17,766 |
73 |
0.4% |
17,808 |
Close |
17,767 |
18,018 |
251 |
1.4% |
17,842 |
Range |
116 |
272 |
156 |
134.5% |
355 |
ATR |
163 |
171 |
8 |
4.8% |
0 |
Volume |
155,045 |
163,695 |
8,650 |
5.6% |
852,563 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,757 |
18,659 |
18,168 |
|
R3 |
18,485 |
18,387 |
18,093 |
|
R2 |
18,213 |
18,213 |
18,068 |
|
R1 |
18,115 |
18,115 |
18,043 |
18,164 |
PP |
17,941 |
17,941 |
17,941 |
17,965 |
S1 |
17,843 |
17,843 |
17,993 |
17,892 |
S2 |
17,669 |
17,669 |
17,968 |
|
S3 |
17,397 |
17,571 |
17,943 |
|
S4 |
17,125 |
17,299 |
17,869 |
|
|
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 |
18,102 |
17,693 |
409 |
2.3% |
177 |
1.0% |
79% |
False |
False |
174,022 |
10 |
18,163 |
17,693 |
470 |
2.6% |
166 |
0.9% |
69% |
False |
False |
158,178 |
20 |
18,334 |
17,693 |
641 |
3.6% |
150 |
0.8% |
51% |
False |
False |
133,571 |
40 |
18,334 |
17,629 |
705 |
3.9% |
182 |
1.0% |
55% |
False |
False |
142,504 |
60 |
18,334 |
17,465 |
869 |
4.8% |
192 |
1.1% |
64% |
False |
False |
137,020 |
80 |
18,334 |
17,465 |
869 |
4.8% |
185 |
1.0% |
64% |
False |
False |
106,406 |
100 |
18,334 |
16,880 |
1,454 |
8.1% |
192 |
1.1% |
78% |
False |
False |
85,134 |
120 |
18,334 |
16,880 |
1,454 |
8.1% |
192 |
1.1% |
78% |
False |
False |
70,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,194 |
2.618 |
18,750 |
1.618 |
18,478 |
1.000 |
18,310 |
0.618 |
18,206 |
HIGH |
18,038 |
0.618 |
17,934 |
0.500 |
17,902 |
0.382 |
17,870 |
LOW |
17,766 |
0.618 |
17,598 |
1.000 |
17,494 |
1.618 |
17,326 |
2.618 |
17,054 |
4.250 |
16,610 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,979 |
17,967 |
PP |
17,941 |
17,916 |
S1 |
17,902 |
17,866 |
|