Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,858 |
17,799 |
-59 |
-0.3% |
17,840 |
High |
17,875 |
17,923 |
48 |
0.3% |
18,112 |
Low |
17,693 |
17,690 |
-3 |
0.0% |
17,693 |
Close |
17,796 |
17,911 |
115 |
0.6% |
17,903 |
Range |
182 |
233 |
51 |
28.0% |
419 |
ATR |
172 |
177 |
4 |
2.5% |
0 |
Volume |
59,378 |
44,426 |
-14,952 |
-25.2% |
673,531 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,540 |
18,459 |
18,039 |
|
R3 |
18,307 |
18,226 |
17,975 |
|
R2 |
18,074 |
18,074 |
17,954 |
|
R1 |
17,993 |
17,993 |
17,932 |
18,034 |
PP |
17,841 |
17,841 |
17,841 |
17,862 |
S1 |
17,760 |
17,760 |
17,890 |
17,801 |
S2 |
17,608 |
17,608 |
17,868 |
|
S3 |
17,375 |
17,527 |
17,847 |
|
S4 |
17,142 |
17,294 |
17,783 |
|
|
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 |
17,690 |
422 |
2.4% |
201 |
1.1% |
52% |
False |
True |
94,633 |
10 |
18,163 |
17,690 |
473 |
2.6% |
178 |
1.0% |
47% |
False |
True |
132,546 |
20 |
18,334 |
17,690 |
644 |
3.6% |
161 |
0.9% |
34% |
False |
True |
127,457 |
40 |
18,334 |
17,629 |
705 |
3.9% |
178 |
1.0% |
40% |
False |
False |
135,690 |
60 |
18,334 |
17,465 |
869 |
4.9% |
187 |
1.0% |
51% |
False |
False |
132,990 |
80 |
18,334 |
17,465 |
869 |
4.9% |
187 |
1.0% |
51% |
False |
False |
110,273 |
100 |
18,334 |
16,880 |
1,454 |
8.1% |
191 |
1.1% |
71% |
False |
False |
88,226 |
120 |
18,334 |
16,880 |
1,454 |
8.1% |
190 |
1.1% |
71% |
False |
False |
73,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,913 |
2.618 |
18,533 |
1.618 |
18,300 |
1.000 |
18,156 |
0.618 |
18,067 |
HIGH |
17,923 |
0.618 |
17,834 |
0.500 |
17,807 |
0.382 |
17,779 |
LOW |
17,690 |
0.618 |
17,546 |
1.000 |
17,457 |
1.618 |
17,313 |
2.618 |
17,080 |
4.250 |
16,700 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,876 |
17,897 |
PP |
17,841 |
17,884 |
S1 |
17,807 |
17,870 |
|