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 |
4,489.25 |
4,443.50 |
-45.75 |
-1.0% |
4,479.50 |
High |
4,491.25 |
4,444.75 |
-46.50 |
-1.0% |
4,512.25 |
Low |
4,447.75 |
4,394.25 |
-53.50 |
-1.2% |
4,390.25 |
Close |
4,454.75 |
4,435.50 |
-19.25 |
-0.4% |
4,454.75 |
Range |
43.50 |
50.50 |
7.00 |
16.1% |
122.00 |
ATR |
52.10 |
52.70 |
0.60 |
1.2% |
0.00 |
Volume |
153,829 |
145,112 |
-8,717 |
-5.7% |
1,043,053 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,576.25 |
4,556.50 |
4,463.25 |
|
R3 |
4,525.75 |
4,506.00 |
4,449.50 |
|
R2 |
4,475.25 |
4,475.25 |
4,444.75 |
|
R1 |
4,455.50 |
4,455.50 |
4,440.25 |
4,440.00 |
PP |
4,424.75 |
4,424.75 |
4,424.75 |
4,417.25 |
S1 |
4,405.00 |
4,405.00 |
4,430.75 |
4,389.50 |
S2 |
4,374.25 |
4,374.25 |
4,426.25 |
|
S3 |
4,323.75 |
4,354.50 |
4,421.50 |
|
S4 |
4,273.25 |
4,304.00 |
4,407.75 |
|
|
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 |
2.8% |
49.25 |
1.1% |
37% |
False |
False |
190,152 |
10 |
4,540.75 |
4,390.25 |
150.50 |
3.4% |
51.00 |
1.1% |
30% |
False |
False |
211,891 |
20 |
4,551.00 |
4,390.25 |
160.75 |
3.6% |
49.75 |
1.1% |
28% |
False |
False |
188,168 |
40 |
4,555.50 |
4,332.50 |
223.00 |
5.0% |
55.00 |
1.2% |
46% |
False |
False |
210,731 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
54.75 |
1.2% |
60% |
False |
False |
211,244 |
80 |
4,555.50 |
4,259.00 |
296.50 |
6.7% |
52.00 |
1.2% |
60% |
False |
False |
177,445 |
100 |
4,555.50 |
4,084.25 |
471.25 |
10.6% |
52.50 |
1.2% |
75% |
False |
False |
141,972 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.6% |
52.00 |
1.2% |
77% |
False |
False |
118,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,659.50 |
2.618 |
4,577.00 |
1.618 |
4,526.50 |
1.000 |
4,495.25 |
0.618 |
4,476.00 |
HIGH |
4,444.75 |
0.618 |
4,425.50 |
0.500 |
4,419.50 |
0.382 |
4,413.50 |
LOW |
4,394.25 |
0.618 |
4,363.00 |
1.000 |
4,343.75 |
1.618 |
4,312.50 |
2.618 |
4,262.00 |
4.250 |
4,179.50 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,430.25 |
4,453.25 |
PP |
4,424.75 |
4,447.25 |
S1 |
4,419.50 |
4,441.50 |
|