Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,443.50 |
4,432.50 |
-11.00 |
-0.2% |
4,479.50 |
High |
4,444.75 |
4,463.50 |
18.75 |
0.4% |
4,512.25 |
Low |
4,394.25 |
4,403.00 |
8.75 |
0.2% |
4,390.25 |
Close |
4,435.50 |
4,459.00 |
23.50 |
0.5% |
4,454.75 |
Range |
50.50 |
60.50 |
10.00 |
19.8% |
122.00 |
ATR |
52.70 |
53.26 |
0.56 |
1.1% |
0.00 |
Volume |
145,112 |
108,589 |
-36,523 |
-25.2% |
1,043,053 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,623.25 |
4,601.75 |
4,492.25 |
|
R3 |
4,562.75 |
4,541.25 |
4,475.75 |
|
R2 |
4,502.25 |
4,502.25 |
4,470.00 |
|
R1 |
4,480.75 |
4,480.75 |
4,464.50 |
4,491.50 |
PP |
4,441.75 |
4,441.75 |
4,441.75 |
4,447.25 |
S1 |
4,420.25 |
4,420.25 |
4,453.50 |
4,431.00 |
S2 |
4,381.25 |
4,381.25 |
4,448.00 |
|
S3 |
4,320.75 |
4,359.75 |
4,442.25 |
|
S4 |
4,260.25 |
4,299.25 |
4,425.75 |
|
|
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 |
4,394.25 |
118.00 |
2.6% |
51.00 |
1.1% |
55% |
False |
False |
166,652 |
10 |
4,540.75 |
4,390.25 |
150.50 |
3.4% |
51.75 |
1.2% |
46% |
False |
False |
200,505 |
20 |
4,551.00 |
4,390.25 |
160.75 |
3.6% |
50.50 |
1.1% |
43% |
False |
False |
187,168 |
40 |
4,555.50 |
4,332.50 |
223.00 |
5.0% |
55.00 |
1.2% |
57% |
False |
False |
207,990 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
54.75 |
1.2% |
67% |
False |
False |
209,544 |
80 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
52.00 |
1.2% |
67% |
False |
False |
178,801 |
100 |
4,555.50 |
4,084.25 |
471.25 |
10.6% |
52.00 |
1.2% |
80% |
False |
False |
143,058 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.6% |
52.25 |
1.2% |
81% |
False |
False |
119,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,720.50 |
2.618 |
4,622.00 |
1.618 |
4,561.50 |
1.000 |
4,524.00 |
0.618 |
4,501.00 |
HIGH |
4,463.50 |
0.618 |
4,440.50 |
0.500 |
4,433.25 |
0.382 |
4,426.00 |
LOW |
4,403.00 |
0.618 |
4,365.50 |
1.000 |
4,342.50 |
1.618 |
4,305.00 |
2.618 |
4,244.50 |
4.250 |
4,146.00 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,450.50 |
4,453.50 |
PP |
4,441.75 |
4,448.25 |
S1 |
4,433.25 |
4,442.75 |
|