Trading Metrics calculated at close of trading on 19-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,459.75 |
4,536.50 |
76.75 |
1.7% |
4,443.50 |
High |
4,541.75 |
4,546.75 |
5.00 |
0.1% |
4,546.75 |
Low |
4,447.50 |
4,526.75 |
79.25 |
1.8% |
4,394.25 |
Close |
4,538.00 |
4,533.84 |
-4.16 |
-0.1% |
4,533.84 |
Range |
94.25 |
20.00 |
-74.25 |
-78.8% |
152.50 |
ATR |
55.49 |
52.96 |
-2.54 |
-4.6% |
0.00 |
Volume |
66,534 |
1,770 |
-64,764 |
-97.3% |
389,484 |
|
Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,595.75 |
4,584.75 |
4,544.75 |
|
R3 |
4,575.75 |
4,564.75 |
4,539.25 |
|
R2 |
4,555.75 |
4,555.75 |
4,537.50 |
|
R1 |
4,544.75 |
4,544.75 |
4,535.75 |
4,540.25 |
PP |
4,535.75 |
4,535.75 |
4,535.75 |
4,533.50 |
S1 |
4,524.75 |
4,524.75 |
4,532.00 |
4,520.25 |
S2 |
4,515.75 |
4,515.75 |
4,530.25 |
|
S3 |
4,495.75 |
4,504.75 |
4,528.25 |
|
S4 |
4,475.75 |
4,484.75 |
4,522.75 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,949.00 |
4,894.00 |
4,617.75 |
|
R3 |
4,796.50 |
4,741.50 |
4,575.75 |
|
R2 |
4,644.00 |
4,644.00 |
4,561.75 |
|
R1 |
4,589.00 |
4,589.00 |
4,547.75 |
4,616.50 |
PP |
4,491.50 |
4,491.50 |
4,491.50 |
4,505.50 |
S1 |
4,436.50 |
4,436.50 |
4,519.75 |
4,464.00 |
S2 |
4,339.00 |
4,339.00 |
4,506.00 |
|
S3 |
4,186.50 |
4,284.00 |
4,492.00 |
|
S4 |
4,034.00 |
4,131.50 |
4,450.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,546.75 |
4,394.25 |
152.50 |
3.4% |
53.50 |
1.2% |
92% |
True |
False |
77,896 |
10 |
4,546.75 |
4,390.25 |
156.50 |
3.5% |
52.50 |
1.2% |
92% |
True |
False |
143,253 |
20 |
4,551.00 |
4,390.25 |
160.75 |
3.5% |
51.75 |
1.1% |
89% |
False |
False |
172,848 |
40 |
4,555.50 |
4,332.50 |
223.00 |
4.9% |
54.50 |
1.2% |
90% |
False |
False |
195,380 |
60 |
4,555.50 |
4,259.00 |
296.50 |
6.5% |
54.50 |
1.2% |
93% |
False |
False |
200,902 |
80 |
4,555.50 |
4,259.00 |
296.50 |
6.5% |
53.25 |
1.2% |
93% |
False |
False |
180,495 |
100 |
4,555.50 |
4,084.25 |
471.25 |
10.4% |
52.00 |
1.1% |
95% |
False |
False |
144,414 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
53.00 |
1.2% |
96% |
False |
False |
120,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,631.75 |
2.618 |
4,599.00 |
1.618 |
4,579.00 |
1.000 |
4,566.75 |
0.618 |
4,559.00 |
HIGH |
4,546.75 |
0.618 |
4,539.00 |
0.500 |
4,536.75 |
0.382 |
4,534.50 |
LOW |
4,526.75 |
0.618 |
4,514.50 |
1.000 |
4,506.75 |
1.618 |
4,494.50 |
2.618 |
4,474.50 |
4.250 |
4,441.75 |
|
|
Fisher Pivots for day following 19-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,536.75 |
4,520.25 |
PP |
4,535.75 |
4,506.75 |
S1 |
4,534.75 |
4,493.50 |
|