Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
18,010 |
18,045 |
35 |
0.2% |
17,840 |
High |
18,112 |
18,050 |
-62 |
-0.3% |
18,112 |
Low |
17,991 |
17,854 |
-137 |
-0.8% |
17,693 |
Close |
18,043 |
17,903 |
-140 |
-0.8% |
17,903 |
Range |
121 |
196 |
75 |
62.0% |
419 |
ATR |
167 |
169 |
2 |
1.2% |
0 |
Volume |
119,333 |
86,333 |
-33,000 |
-27.7% |
673,531 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,524 |
18,409 |
18,011 |
|
R3 |
18,328 |
18,213 |
17,957 |
|
R2 |
18,132 |
18,132 |
17,939 |
|
R1 |
18,017 |
18,017 |
17,921 |
17,977 |
PP |
17,936 |
17,936 |
17,936 |
17,915 |
S1 |
17,821 |
17,821 |
17,885 |
17,781 |
S2 |
17,740 |
17,740 |
17,867 |
|
S3 |
17,544 |
17,625 |
17,849 |
|
S4 |
17,348 |
17,429 |
17,795 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,160 |
18,950 |
18,134 |
|
R3 |
18,741 |
18,531 |
18,018 |
|
R2 |
18,322 |
18,322 |
17,980 |
|
R1 |
18,112 |
18,112 |
17,942 |
18,217 |
PP |
17,903 |
17,903 |
17,903 |
17,955 |
S1 |
17,693 |
17,693 |
17,865 |
17,798 |
S2 |
17,484 |
17,484 |
17,826 |
|
S3 |
17,065 |
17,274 |
17,788 |
|
S4 |
16,646 |
16,855 |
17,673 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,112 |
17,693 |
419 |
2.3% |
163 |
0.9% |
50% |
False |
False |
134,706 |
10 |
18,163 |
17,693 |
470 |
2.6% |
169 |
0.9% |
45% |
False |
False |
152,609 |
20 |
18,334 |
17,693 |
641 |
3.6% |
149 |
0.8% |
33% |
False |
False |
131,178 |
40 |
18,334 |
17,629 |
705 |
3.9% |
182 |
1.0% |
39% |
False |
False |
141,673 |
60 |
18,334 |
17,465 |
869 |
4.9% |
187 |
1.0% |
50% |
False |
False |
135,352 |
80 |
18,334 |
17,465 |
869 |
4.9% |
187 |
1.0% |
50% |
False |
False |
108,976 |
100 |
18,334 |
16,880 |
1,454 |
8.1% |
190 |
1.1% |
70% |
False |
False |
87,188 |
120 |
18,334 |
16,880 |
1,454 |
8.1% |
189 |
1.1% |
70% |
False |
False |
72,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,883 |
2.618 |
18,563 |
1.618 |
18,367 |
1.000 |
18,246 |
0.618 |
18,171 |
HIGH |
18,050 |
0.618 |
17,975 |
0.500 |
17,952 |
0.382 |
17,929 |
LOW |
17,854 |
0.618 |
17,733 |
1.000 |
17,658 |
1.618 |
17,537 |
2.618 |
17,341 |
4.250 |
17,021 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,952 |
17,939 |
PP |
17,936 |
17,927 |
S1 |
17,919 |
17,915 |
|