Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,459.25 |
4,459.75 |
0.50 |
0.0% |
4,479.50 |
High |
4,482.75 |
4,541.75 |
59.00 |
1.3% |
4,512.25 |
Low |
4,440.00 |
4,447.50 |
7.50 |
0.2% |
4,390.25 |
Close |
4,461.25 |
4,538.00 |
76.75 |
1.7% |
4,454.75 |
Range |
42.75 |
94.25 |
51.50 |
120.5% |
122.00 |
ATR |
52.51 |
55.49 |
2.98 |
5.7% |
0.00 |
Volume |
67,479 |
66,534 |
-945 |
-1.4% |
1,043,053 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,791.75 |
4,759.25 |
4,589.75 |
|
R3 |
4,697.50 |
4,665.00 |
4,564.00 |
|
R2 |
4,603.25 |
4,603.25 |
4,555.25 |
|
R1 |
4,570.75 |
4,570.75 |
4,546.75 |
4,587.00 |
PP |
4,509.00 |
4,509.00 |
4,509.00 |
4,517.25 |
S1 |
4,476.50 |
4,476.50 |
4,529.25 |
4,492.75 |
S2 |
4,414.75 |
4,414.75 |
4,520.75 |
|
S3 |
4,320.50 |
4,382.25 |
4,512.00 |
|
S4 |
4,226.25 |
4,288.00 |
4,486.25 |
|
|
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 |
4,541.75 |
4,394.25 |
147.50 |
3.3% |
58.25 |
1.3% |
97% |
True |
False |
108,308 |
10 |
4,541.75 |
4,390.25 |
151.50 |
3.3% |
56.25 |
1.2% |
98% |
True |
False |
166,369 |
20 |
4,551.00 |
4,390.25 |
160.75 |
3.5% |
53.25 |
1.2% |
92% |
False |
False |
178,936 |
40 |
4,555.50 |
4,332.50 |
223.00 |
4.9% |
55.75 |
1.2% |
92% |
False |
False |
201,650 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.5% |
56.00 |
1.2% |
94% |
False |
False |
206,212 |
80 |
4,555.50 |
4,259.00 |
296.50 |
6.5% |
53.50 |
1.2% |
94% |
False |
False |
180,474 |
100 |
4,555.50 |
4,084.25 |
471.25 |
10.4% |
53.00 |
1.2% |
96% |
False |
False |
144,397 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
53.00 |
1.2% |
97% |
False |
False |
120,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,942.25 |
2.618 |
4,788.50 |
1.618 |
4,694.25 |
1.000 |
4,636.00 |
0.618 |
4,600.00 |
HIGH |
4,541.75 |
0.618 |
4,505.75 |
0.500 |
4,494.50 |
0.382 |
4,483.50 |
LOW |
4,447.50 |
0.618 |
4,389.25 |
1.000 |
4,353.25 |
1.618 |
4,295.00 |
2.618 |
4,200.75 |
4.250 |
4,047.00 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,523.50 |
4,516.00 |
PP |
4,509.00 |
4,494.25 |
S1 |
4,494.50 |
4,472.50 |
|