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 |
4,486.25 |
4,489.25 |
3.00 |
0.1% |
4,479.50 |
High |
4,512.25 |
4,491.25 |
-21.00 |
-0.5% |
4,512.25 |
Low |
4,479.25 |
4,447.75 |
-31.50 |
-0.7% |
4,390.25 |
Close |
4,490.50 |
4,454.75 |
-35.75 |
-0.8% |
4,454.75 |
Range |
33.00 |
43.50 |
10.50 |
31.8% |
122.00 |
ATR |
52.76 |
52.10 |
-0.66 |
-1.3% |
0.00 |
Volume |
186,848 |
153,829 |
-33,019 |
-17.7% |
1,043,053 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,595.00 |
4,568.50 |
4,478.75 |
|
R3 |
4,551.50 |
4,525.00 |
4,466.75 |
|
R2 |
4,508.00 |
4,508.00 |
4,462.75 |
|
R1 |
4,481.50 |
4,481.50 |
4,458.75 |
4,473.00 |
PP |
4,464.50 |
4,464.50 |
4,464.50 |
4,460.50 |
S1 |
4,438.00 |
4,438.00 |
4,450.75 |
4,429.50 |
S2 |
4,421.00 |
4,421.00 |
4,446.75 |
|
S3 |
4,377.50 |
4,394.50 |
4,442.75 |
|
S4 |
4,334.00 |
4,351.00 |
4,430.75 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,818.50 |
4,758.50 |
4,521.75 |
|
R3 |
4,696.50 |
4,636.50 |
4,488.25 |
|
R2 |
4,574.50 |
4,574.50 |
4,477.00 |
|
R1 |
4,514.50 |
4,514.50 |
4,466.00 |
4,483.50 |
PP |
4,452.50 |
4,452.50 |
4,452.50 |
4,437.00 |
S1 |
4,392.50 |
4,392.50 |
4,443.50 |
4,361.50 |
S2 |
4,330.50 |
4,330.50 |
4,432.50 |
|
S3 |
4,208.50 |
4,270.50 |
4,421.25 |
|
S4 |
4,086.50 |
4,148.50 |
4,387.75 |
|
|
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% |
51.25 |
1.2% |
53% |
False |
False |
208,610 |
10 |
4,540.75 |
4,390.25 |
150.50 |
3.4% |
51.00 |
1.1% |
43% |
False |
False |
219,012 |
20 |
4,551.00 |
4,390.25 |
160.75 |
3.6% |
48.75 |
1.1% |
40% |
False |
False |
187,950 |
40 |
4,555.50 |
4,324.00 |
231.50 |
5.2% |
56.25 |
1.3% |
56% |
False |
False |
214,655 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
54.25 |
1.2% |
66% |
False |
False |
212,635 |
80 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
51.75 |
1.2% |
66% |
False |
False |
175,632 |
100 |
4,555.50 |
4,084.25 |
471.25 |
10.6% |
52.25 |
1.2% |
79% |
False |
False |
140,521 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.6% |
51.75 |
1.2% |
80% |
False |
False |
117,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,676.00 |
2.618 |
4,605.25 |
1.618 |
4,561.75 |
1.000 |
4,534.75 |
0.618 |
4,518.25 |
HIGH |
4,491.25 |
0.618 |
4,474.75 |
0.500 |
4,469.50 |
0.382 |
4,464.25 |
LOW |
4,447.75 |
0.618 |
4,420.75 |
1.000 |
4,404.25 |
1.618 |
4,377.25 |
2.618 |
4,333.75 |
4.250 |
4,263.00 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,469.50 |
4,471.50 |
PP |
4,464.50 |
4,465.75 |
S1 |
4,459.75 |
4,460.25 |
|