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 |
1,267.6 |
1,262.5 |
-5.1 |
-0.4% |
1,260.1 |
High |
1,269.2 |
1,263.9 |
-5.3 |
-0.4% |
1,271.3 |
Low |
1,259.9 |
1,244.6 |
-15.3 |
-1.2% |
1,240.3 |
Close |
1,265.8 |
1,260.5 |
-5.3 |
-0.4% |
1,265.8 |
Range |
9.3 |
19.3 |
10.0 |
107.5% |
31.0 |
ATR |
15.7 |
16.1 |
0.4 |
2.5% |
0.0 |
Volume |
103,803 |
141,490 |
37,687 |
36.3% |
534,612 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.3 |
1,306.8 |
1,271.0 |
|
R3 |
1,295.0 |
1,287.3 |
1,265.8 |
|
R2 |
1,275.8 |
1,275.8 |
1,264.0 |
|
R1 |
1,268.0 |
1,268.0 |
1,262.3 |
1,262.3 |
PP |
1,256.3 |
1,256.3 |
1,256.3 |
1,253.5 |
S1 |
1,248.8 |
1,248.8 |
1,258.8 |
1,243.0 |
S2 |
1,237.0 |
1,237.0 |
1,257.0 |
|
S3 |
1,217.8 |
1,229.5 |
1,255.3 |
|
S4 |
1,198.5 |
1,210.3 |
1,250.0 |
|
|
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 |
2.5% |
14.0 |
1.1% |
65% |
False |
False |
118,267 |
10 |
1,271.3 |
1,235.9 |
35.4 |
2.8% |
16.0 |
1.3% |
69% |
False |
False |
110,634 |
20 |
1,271.3 |
1,230.1 |
41.2 |
3.3% |
16.0 |
1.3% |
74% |
False |
False |
97,129 |
40 |
1,274.9 |
1,207.1 |
67.8 |
5.4% |
16.5 |
1.3% |
79% |
False |
False |
93,918 |
60 |
1,277.2 |
1,207.1 |
70.1 |
5.6% |
16.3 |
1.3% |
76% |
False |
False |
88,253 |
80 |
1,277.2 |
1,198.8 |
78.4 |
6.2% |
15.3 |
1.2% |
79% |
False |
False |
75,813 |
100 |
1,277.2 |
1,145.0 |
132.2 |
10.5% |
13.5 |
1.1% |
87% |
False |
False |
60,656 |
120 |
1,277.2 |
1,137.0 |
140.2 |
11.1% |
12.3 |
1.0% |
88% |
False |
False |
50,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.0 |
2.618 |
1,314.5 |
1.618 |
1,295.3 |
1.000 |
1,283.3 |
0.618 |
1,275.8 |
HIGH |
1,264.0 |
0.618 |
1,256.5 |
0.500 |
1,254.3 |
0.382 |
1,252.0 |
LOW |
1,244.5 |
0.618 |
1,232.8 |
1.000 |
1,225.3 |
1.618 |
1,213.3 |
2.618 |
1,194.0 |
4.250 |
1,162.5 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,258.5 |
1,259.8 |
PP |
1,256.3 |
1,258.8 |
S1 |
1,254.3 |
1,258.0 |
|