Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,432.50 |
4,459.25 |
26.75 |
0.6% |
4,479.50 |
High |
4,463.50 |
4,482.75 |
19.25 |
0.4% |
4,512.25 |
Low |
4,403.00 |
4,440.00 |
37.00 |
0.8% |
4,390.25 |
Close |
4,459.00 |
4,461.25 |
2.25 |
0.1% |
4,454.75 |
Range |
60.50 |
42.75 |
-17.75 |
-29.3% |
122.00 |
ATR |
53.26 |
52.51 |
-0.75 |
-1.4% |
0.00 |
Volume |
108,589 |
67,479 |
-41,110 |
-37.9% |
1,043,053 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,589.50 |
4,568.25 |
4,484.75 |
|
R3 |
4,546.75 |
4,525.50 |
4,473.00 |
|
R2 |
4,504.00 |
4,504.00 |
4,469.00 |
|
R1 |
4,482.75 |
4,482.75 |
4,465.25 |
4,493.50 |
PP |
4,461.25 |
4,461.25 |
4,461.25 |
4,466.75 |
S1 |
4,440.00 |
4,440.00 |
4,457.25 |
4,450.50 |
S2 |
4,418.50 |
4,418.50 |
4,453.50 |
|
S3 |
4,375.75 |
4,397.25 |
4,449.50 |
|
S4 |
4,333.00 |
4,354.50 |
4,437.75 |
|
|
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% |
46.00 |
1.0% |
57% |
False |
False |
132,371 |
10 |
4,527.25 |
4,390.25 |
137.00 |
3.1% |
52.25 |
1.2% |
52% |
False |
False |
188,221 |
20 |
4,551.00 |
4,390.25 |
160.75 |
3.6% |
51.00 |
1.1% |
44% |
False |
False |
184,157 |
40 |
4,555.50 |
4,332.50 |
223.00 |
5.0% |
55.00 |
1.2% |
58% |
False |
False |
204,908 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
55.00 |
1.2% |
68% |
False |
False |
208,173 |
80 |
4,555.50 |
4,259.00 |
296.50 |
6.6% |
52.50 |
1.2% |
68% |
False |
False |
179,643 |
100 |
4,555.50 |
4,084.25 |
471.25 |
10.6% |
52.25 |
1.2% |
80% |
False |
False |
143,731 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.6% |
52.50 |
1.2% |
82% |
False |
False |
119,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,664.50 |
2.618 |
4,594.75 |
1.618 |
4,552.00 |
1.000 |
4,525.50 |
0.618 |
4,509.25 |
HIGH |
4,482.75 |
0.618 |
4,466.50 |
0.500 |
4,461.50 |
0.382 |
4,456.25 |
LOW |
4,440.00 |
0.618 |
4,413.50 |
1.000 |
4,397.25 |
1.618 |
4,370.75 |
2.618 |
4,328.00 |
4.250 |
4,258.25 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,461.50 |
4,453.75 |
PP |
4,461.25 |
4,446.00 |
S1 |
4,461.25 |
4,438.50 |
|