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 |
1,259.5 |
1,269.1 |
9.6 |
0.8% |
1,260.1 |
High |
1,272.2 |
1,275.5 |
3.3 |
0.3% |
1,271.3 |
Low |
1,251.0 |
1,265.3 |
14.3 |
1.1% |
1,240.3 |
Close |
1,271.1 |
1,267.4 |
-3.7 |
-0.3% |
1,265.8 |
Range |
21.2 |
10.2 |
-11.0 |
-51.9% |
31.0 |
ATR |
16.5 |
16.0 |
-0.4 |
-2.7% |
0.0 |
Volume |
94,660 |
56,819 |
-37,841 |
-40.0% |
534,612 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.0 |
1,294.0 |
1,273.0 |
|
R3 |
1,289.8 |
1,283.8 |
1,270.3 |
|
R2 |
1,279.5 |
1,279.5 |
1,269.3 |
|
R1 |
1,273.5 |
1,273.5 |
1,268.3 |
1,271.5 |
PP |
1,269.5 |
1,269.5 |
1,269.5 |
1,268.5 |
S1 |
1,263.3 |
1,263.3 |
1,266.5 |
1,261.3 |
S2 |
1,259.3 |
1,259.3 |
1,265.5 |
|
S3 |
1,249.0 |
1,253.0 |
1,264.5 |
|
S4 |
1,238.8 |
1,243.0 |
1,261.8 |
|
|
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 |
1,275.5 |
1,244.6 |
30.9 |
2.4% |
13.5 |
1.1% |
74% |
True |
False |
105,447 |
10 |
1,275.5 |
1,238.4 |
37.1 |
2.9% |
15.3 |
1.2% |
78% |
True |
False |
104,267 |
20 |
1,275.5 |
1,230.1 |
45.4 |
3.6% |
16.0 |
1.3% |
82% |
True |
False |
97,332 |
40 |
1,275.5 |
1,207.1 |
68.4 |
5.4% |
16.8 |
1.3% |
88% |
True |
False |
94,547 |
60 |
1,277.2 |
1,207.1 |
70.1 |
5.5% |
16.5 |
1.3% |
86% |
False |
False |
88,543 |
80 |
1,277.2 |
1,198.8 |
78.4 |
6.2% |
15.3 |
1.2% |
88% |
False |
False |
77,706 |
100 |
1,277.2 |
1,145.0 |
132.2 |
10.4% |
13.8 |
1.1% |
93% |
False |
False |
62,171 |
120 |
1,277.2 |
1,137.0 |
140.2 |
11.1% |
12.5 |
1.0% |
93% |
False |
False |
51,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,318.8 |
2.618 |
1,302.3 |
1.618 |
1,292.0 |
1.000 |
1,285.8 |
0.618 |
1,281.8 |
HIGH |
1,275.5 |
0.618 |
1,271.5 |
0.500 |
1,270.5 |
0.382 |
1,269.3 |
LOW |
1,265.3 |
0.618 |
1,259.0 |
1.000 |
1,255.0 |
1.618 |
1,248.8 |
2.618 |
1,238.5 |
4.250 |
1,222.0 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,270.5 |
1,265.0 |
PP |
1,269.5 |
1,262.5 |
S1 |
1,268.5 |
1,260.0 |
|