Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,431.50 |
4,486.25 |
54.75 |
1.2% |
4,514.00 |
High |
4,498.25 |
4,512.25 |
14.00 |
0.3% |
4,540.75 |
Low |
4,430.50 |
4,479.25 |
48.75 |
1.1% |
4,449.25 |
Close |
4,488.75 |
4,490.50 |
1.75 |
0.0% |
4,481.50 |
Range |
67.75 |
33.00 |
-34.75 |
-51.3% |
91.50 |
ATR |
54.29 |
52.76 |
-1.52 |
-2.8% |
0.00 |
Volume |
238,886 |
186,848 |
-52,038 |
-21.8% |
1,147,068 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,593.00 |
4,574.75 |
4,508.75 |
|
R3 |
4,560.00 |
4,541.75 |
4,499.50 |
|
R2 |
4,527.00 |
4,527.00 |
4,496.50 |
|
R1 |
4,508.75 |
4,508.75 |
4,493.50 |
4,518.00 |
PP |
4,494.00 |
4,494.00 |
4,494.00 |
4,498.50 |
S1 |
4,475.75 |
4,475.75 |
4,487.50 |
4,485.00 |
S2 |
4,461.00 |
4,461.00 |
4,484.50 |
|
S3 |
4,428.00 |
4,442.75 |
4,481.50 |
|
S4 |
4,395.00 |
4,409.75 |
4,472.25 |
|
|
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 |
4,512.25 |
4,390.25 |
122.00 |
2.7% |
54.00 |
1.2% |
82% |
True |
False |
224,429 |
10 |
4,545.25 |
4,390.25 |
155.00 |
3.5% |
51.50 |
1.1% |
65% |
False |
False |
223,403 |
20 |
4,551.00 |
4,390.25 |
160.75 |
3.6% |
50.50 |
1.1% |
62% |
False |
False |
189,478 |
40 |
4,555.50 |
4,324.00 |
231.50 |
5.2% |
55.75 |
1.2% |
72% |
False |
False |
214,883 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
55.25 |
1.2% |
78% |
False |
False |
215,343 |
80 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
51.50 |
1.1% |
78% |
False |
False |
173,718 |
100 |
4,555.50 |
4,084.25 |
471.25 |
10.5% |
52.25 |
1.2% |
86% |
False |
False |
138,983 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.5% |
52.25 |
1.2% |
87% |
False |
False |
115,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,652.50 |
2.618 |
4,598.75 |
1.618 |
4,565.75 |
1.000 |
4,545.25 |
0.618 |
4,532.75 |
HIGH |
4,512.25 |
0.618 |
4,499.75 |
0.500 |
4,495.75 |
0.382 |
4,491.75 |
LOW |
4,479.25 |
0.618 |
4,458.75 |
1.000 |
4,446.25 |
1.618 |
4,425.75 |
2.618 |
4,392.75 |
4.250 |
4,339.00 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,495.75 |
4,477.50 |
PP |
4,494.00 |
4,464.25 |
S1 |
4,492.25 |
4,451.25 |
|