Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,479.50 |
4,435.75 |
-43.75 |
-1.0% |
4,514.00 |
High |
4,483.25 |
4,441.25 |
-42.00 |
-0.9% |
4,540.75 |
Low |
4,422.00 |
4,390.25 |
-31.75 |
-0.7% |
4,449.25 |
Close |
4,432.25 |
4,431.50 |
-0.75 |
0.0% |
4,481.50 |
Range |
61.25 |
51.00 |
-10.25 |
-16.7% |
91.50 |
ATR |
53.42 |
53.25 |
-0.17 |
-0.3% |
0.00 |
Volume |
237,404 |
226,086 |
-11,318 |
-4.8% |
1,147,068 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,574.00 |
4,553.75 |
4,459.50 |
|
R3 |
4,523.00 |
4,502.75 |
4,445.50 |
|
R2 |
4,472.00 |
4,472.00 |
4,440.75 |
|
R1 |
4,451.75 |
4,451.75 |
4,436.25 |
4,436.50 |
PP |
4,421.00 |
4,421.00 |
4,421.00 |
4,413.25 |
S1 |
4,400.75 |
4,400.75 |
4,426.75 |
4,385.50 |
S2 |
4,370.00 |
4,370.00 |
4,422.25 |
|
S3 |
4,319.00 |
4,349.75 |
4,417.50 |
|
S4 |
4,268.00 |
4,298.75 |
4,403.50 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,765.00 |
4,714.75 |
4,531.75 |
|
R3 |
4,673.50 |
4,623.25 |
4,506.75 |
|
R2 |
4,582.00 |
4,582.00 |
4,498.25 |
|
R1 |
4,531.75 |
4,531.75 |
4,490.00 |
4,511.00 |
PP |
4,490.50 |
4,490.50 |
4,490.50 |
4,480.25 |
S1 |
4,440.25 |
4,440.25 |
4,473.00 |
4,419.50 |
S2 |
4,399.00 |
4,399.00 |
4,464.75 |
|
S3 |
4,307.50 |
4,348.75 |
4,456.25 |
|
S4 |
4,216.00 |
4,257.25 |
4,431.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,540.75 |
4,390.25 |
150.50 |
3.4% |
52.50 |
1.2% |
27% |
False |
True |
234,357 |
10 |
4,551.00 |
4,390.25 |
160.75 |
3.6% |
51.75 |
1.2% |
26% |
False |
True |
215,885 |
20 |
4,551.00 |
4,374.50 |
176.50 |
4.0% |
50.75 |
1.1% |
32% |
False |
False |
191,100 |
40 |
4,555.50 |
4,324.00 |
231.50 |
5.2% |
55.50 |
1.3% |
46% |
False |
False |
214,021 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
55.25 |
1.2% |
58% |
False |
False |
216,687 |
80 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
51.00 |
1.1% |
58% |
False |
False |
168,398 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
52.75 |
1.2% |
76% |
False |
False |
134,726 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.7% |
52.50 |
1.2% |
76% |
False |
False |
112,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,658.00 |
2.618 |
4,574.75 |
1.618 |
4,523.75 |
1.000 |
4,492.25 |
0.618 |
4,472.75 |
HIGH |
4,441.25 |
0.618 |
4,421.75 |
0.500 |
4,415.75 |
0.382 |
4,409.75 |
LOW |
4,390.25 |
0.618 |
4,358.75 |
1.000 |
4,339.25 |
1.618 |
4,307.75 |
2.618 |
4,256.75 |
4.250 |
4,173.50 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,426.25 |
4,448.50 |
PP |
4,421.00 |
4,442.75 |
S1 |
4,415.75 |
4,437.00 |
|