Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,799 |
17,920 |
121 |
0.7% |
17,840 |
High |
17,923 |
18,000 |
77 |
0.4% |
18,112 |
Low |
17,690 |
17,836 |
146 |
0.8% |
17,693 |
Close |
17,911 |
17,911 |
0 |
0.0% |
17,903 |
Range |
233 |
164 |
-69 |
-29.6% |
419 |
ATR |
177 |
176 |
-1 |
-0.5% |
0 |
Volume |
44,426 |
23,756 |
-20,670 |
-46.5% |
673,531 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,408 |
18,323 |
18,001 |
|
R3 |
18,244 |
18,159 |
17,956 |
|
R2 |
18,080 |
18,080 |
17,941 |
|
R1 |
17,995 |
17,995 |
17,926 |
17,956 |
PP |
17,916 |
17,916 |
17,916 |
17,896 |
S1 |
17,831 |
17,831 |
17,896 |
17,792 |
S2 |
17,752 |
17,752 |
17,881 |
|
S3 |
17,588 |
17,667 |
17,866 |
|
S4 |
17,424 |
17,503 |
17,821 |
|
|
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% |
179 |
1.0% |
52% |
False |
False |
66,645 |
10 |
18,112 |
17,690 |
422 |
2.4% |
178 |
1.0% |
52% |
False |
False |
120,333 |
20 |
18,324 |
17,690 |
634 |
3.5% |
164 |
0.9% |
35% |
False |
False |
123,801 |
40 |
18,334 |
17,629 |
705 |
3.9% |
176 |
1.0% |
40% |
False |
False |
133,029 |
60 |
18,334 |
17,465 |
869 |
4.9% |
187 |
1.0% |
51% |
False |
False |
132,160 |
80 |
18,334 |
17,465 |
869 |
4.9% |
188 |
1.1% |
51% |
False |
False |
110,569 |
100 |
18,334 |
16,880 |
1,454 |
8.1% |
191 |
1.1% |
71% |
False |
False |
88,463 |
120 |
18,334 |
16,880 |
1,454 |
8.1% |
191 |
1.1% |
71% |
False |
False |
73,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,697 |
2.618 |
18,429 |
1.618 |
18,265 |
1.000 |
18,164 |
0.618 |
18,101 |
HIGH |
18,000 |
0.618 |
17,937 |
0.500 |
17,918 |
0.382 |
17,899 |
LOW |
17,836 |
0.618 |
17,735 |
1.000 |
17,672 |
1.618 |
17,571 |
2.618 |
17,407 |
4.250 |
17,139 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,918 |
17,889 |
PP |
17,916 |
17,867 |
S1 |
17,913 |
17,845 |
|