Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
18,045 |
17,858 |
-187 |
-1.0% |
17,840 |
High |
18,050 |
17,875 |
-175 |
-1.0% |
18,112 |
Low |
17,854 |
17,693 |
-161 |
-0.9% |
17,693 |
Close |
17,903 |
17,796 |
-107 |
-0.6% |
17,903 |
Range |
196 |
182 |
-14 |
-7.1% |
419 |
ATR |
169 |
172 |
3 |
1.7% |
0 |
Volume |
86,333 |
59,378 |
-26,955 |
-31.2% |
673,531 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,334 |
18,247 |
17,896 |
|
R3 |
18,152 |
18,065 |
17,846 |
|
R2 |
17,970 |
17,970 |
17,829 |
|
R1 |
17,883 |
17,883 |
17,813 |
17,836 |
PP |
17,788 |
17,788 |
17,788 |
17,764 |
S1 |
17,701 |
17,701 |
17,779 |
17,654 |
S2 |
17,606 |
17,606 |
17,763 |
|
S3 |
17,424 |
17,519 |
17,746 |
|
S4 |
17,242 |
17,337 |
17,696 |
|
|
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 |
2.4% |
178 |
1.0% |
25% |
False |
True |
116,756 |
10 |
18,163 |
17,693 |
470 |
2.6% |
173 |
1.0% |
22% |
False |
True |
144,916 |
20 |
18,334 |
17,693 |
641 |
3.6% |
154 |
0.9% |
16% |
False |
True |
129,738 |
40 |
18,334 |
17,629 |
705 |
4.0% |
177 |
1.0% |
24% |
False |
False |
137,882 |
60 |
18,334 |
17,465 |
869 |
4.9% |
187 |
1.1% |
38% |
False |
False |
134,194 |
80 |
18,334 |
17,465 |
869 |
4.9% |
188 |
1.1% |
38% |
False |
False |
109,718 |
100 |
18,334 |
16,880 |
1,454 |
8.2% |
190 |
1.1% |
63% |
False |
False |
87,782 |
120 |
18,334 |
16,880 |
1,454 |
8.2% |
189 |
1.1% |
63% |
False |
False |
73,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,649 |
2.618 |
18,352 |
1.618 |
18,170 |
1.000 |
18,057 |
0.618 |
17,988 |
HIGH |
17,875 |
0.618 |
17,806 |
0.500 |
17,784 |
0.382 |
17,763 |
LOW |
17,693 |
0.618 |
17,581 |
1.000 |
17,511 |
1.618 |
17,399 |
2.618 |
17,217 |
4.250 |
16,920 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,792 |
17,903 |
PP |
17,788 |
17,867 |
S1 |
17,784 |
17,832 |
|