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 |
1,264.6 |
1,267.6 |
3.0 |
0.2% |
1,260.1 |
High |
1,271.3 |
1,269.2 |
-2.1 |
-0.2% |
1,271.3 |
Low |
1,264.4 |
1,259.9 |
-4.5 |
-0.4% |
1,240.3 |
Close |
1,268.1 |
1,265.8 |
-2.3 |
-0.2% |
1,265.8 |
Range |
6.9 |
9.3 |
2.4 |
34.8% |
31.0 |
ATR |
16.2 |
15.7 |
-0.5 |
-3.0% |
0.0 |
Volume |
130,464 |
103,803 |
-26,661 |
-20.4% |
534,612 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,292.8 |
1,288.8 |
1,271.0 |
|
R3 |
1,283.5 |
1,279.3 |
1,268.3 |
|
R2 |
1,274.3 |
1,274.3 |
1,267.5 |
|
R1 |
1,270.0 |
1,270.0 |
1,266.8 |
1,267.5 |
PP |
1,265.0 |
1,265.0 |
1,265.0 |
1,263.8 |
S1 |
1,260.8 |
1,260.8 |
1,265.0 |
1,258.3 |
S2 |
1,255.8 |
1,255.8 |
1,264.0 |
|
S3 |
1,246.3 |
1,251.5 |
1,263.3 |
|
S4 |
1,237.0 |
1,242.3 |
1,260.8 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.3 |
1,340.0 |
1,282.8 |
|
R3 |
1,321.3 |
1,309.0 |
1,274.3 |
|
R2 |
1,290.3 |
1,290.3 |
1,271.5 |
|
R1 |
1,278.0 |
1,278.0 |
1,268.8 |
1,284.0 |
PP |
1,259.3 |
1,259.3 |
1,259.3 |
1,262.3 |
S1 |
1,247.0 |
1,247.0 |
1,263.0 |
1,253.0 |
S2 |
1,228.3 |
1,228.3 |
1,260.0 |
|
S3 |
1,197.3 |
1,216.0 |
1,257.3 |
|
S4 |
1,166.3 |
1,185.0 |
1,248.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,271.3 |
1,240.3 |
31.0 |
2.4% |
12.3 |
1.0% |
82% |
False |
False |
106,922 |
10 |
1,271.3 |
1,235.2 |
36.1 |
2.9% |
16.0 |
1.3% |
85% |
False |
False |
108,154 |
20 |
1,271.3 |
1,230.1 |
41.2 |
3.3% |
15.8 |
1.2% |
87% |
False |
False |
93,203 |
40 |
1,274.9 |
1,207.1 |
67.8 |
5.4% |
16.8 |
1.3% |
87% |
False |
False |
93,488 |
60 |
1,277.2 |
1,207.1 |
70.1 |
5.5% |
16.3 |
1.3% |
84% |
False |
False |
87,254 |
80 |
1,277.2 |
1,198.8 |
78.4 |
6.2% |
15.0 |
1.2% |
85% |
False |
False |
74,044 |
100 |
1,277.2 |
1,145.0 |
132.2 |
10.4% |
13.3 |
1.1% |
91% |
False |
False |
59,241 |
120 |
1,277.2 |
1,137.0 |
140.2 |
11.1% |
12.0 |
0.9% |
92% |
False |
False |
49,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.8 |
2.618 |
1,293.5 |
1.618 |
1,284.3 |
1.000 |
1,278.5 |
0.618 |
1,275.0 |
HIGH |
1,269.3 |
0.618 |
1,265.8 |
0.500 |
1,264.5 |
0.382 |
1,263.5 |
LOW |
1,260.0 |
0.618 |
1,254.3 |
1.000 |
1,250.5 |
1.618 |
1,244.8 |
2.618 |
1,235.5 |
4.250 |
1,220.5 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,265.5 |
1,264.3 |
PP |
1,265.0 |
1,262.8 |
S1 |
1,264.5 |
1,261.3 |
|