Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,176.1 |
1,183.2 |
7.1 |
0.6% |
1,190.6 |
High |
1,190.1 |
1,183.2 |
-6.9 |
-0.6% |
1,204.0 |
Low |
1,175.6 |
1,174.4 |
-1.2 |
-0.1% |
1,164.0 |
Close |
1,186.1 |
1,179.9 |
-6.2 |
-0.5% |
1,167.8 |
Range |
14.5 |
8.8 |
-5.7 |
-39.3% |
40.0 |
ATR |
13.7 |
13.6 |
-0.1 |
-1.1% |
0.0 |
Volume |
295 |
69 |
-226 |
-76.6% |
3,706 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,205.6 |
1,201.5 |
1,184.7 |
|
R3 |
1,196.8 |
1,192.7 |
1,182.3 |
|
R2 |
1,188.0 |
1,188.0 |
1,181.5 |
|
R1 |
1,183.9 |
1,183.9 |
1,180.7 |
1,181.6 |
PP |
1,179.2 |
1,179.2 |
1,179.2 |
1,178.0 |
S1 |
1,175.1 |
1,175.1 |
1,179.1 |
1,172.8 |
S2 |
1,170.4 |
1,170.4 |
1,178.3 |
|
S3 |
1,161.6 |
1,166.3 |
1,177.5 |
|
S4 |
1,152.8 |
1,157.5 |
1,175.1 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.6 |
1,273.2 |
1,189.8 |
|
R3 |
1,258.6 |
1,233.2 |
1,178.8 |
|
R2 |
1,218.6 |
1,218.6 |
1,175.1 |
|
R1 |
1,193.2 |
1,193.2 |
1,171.5 |
1,185.9 |
PP |
1,178.6 |
1,178.6 |
1,178.6 |
1,175.0 |
S1 |
1,153.2 |
1,153.2 |
1,164.1 |
1,145.9 |
S2 |
1,138.6 |
1,138.6 |
1,160.5 |
|
S3 |
1,098.6 |
1,113.2 |
1,156.8 |
|
S4 |
1,058.6 |
1,073.2 |
1,145.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,190.1 |
1,164.0 |
26.1 |
2.2% |
10.2 |
0.9% |
61% |
False |
False |
214 |
10 |
1,204.0 |
1,164.0 |
40.0 |
3.4% |
11.4 |
1.0% |
40% |
False |
False |
913 |
20 |
1,232.0 |
1,164.0 |
68.0 |
5.8% |
12.7 |
1.1% |
23% |
False |
False |
76,401 |
40 |
1,232.0 |
1,164.0 |
68.0 |
5.8% |
14.8 |
1.3% |
23% |
False |
False |
110,342 |
60 |
1,232.0 |
1,145.7 |
86.3 |
7.3% |
15.3 |
1.3% |
40% |
False |
False |
104,374 |
80 |
1,232.0 |
1,142.4 |
89.6 |
7.6% |
15.5 |
1.3% |
42% |
False |
False |
81,060 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
16.7 |
1.4% |
23% |
False |
False |
65,747 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
17.1 |
1.5% |
23% |
False |
False |
55,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,220.6 |
2.618 |
1,206.2 |
1.618 |
1,197.4 |
1.000 |
1,192.0 |
0.618 |
1,188.6 |
HIGH |
1,183.2 |
0.618 |
1,179.8 |
0.500 |
1,178.8 |
0.382 |
1,177.8 |
LOW |
1,174.4 |
0.618 |
1,169.0 |
1.000 |
1,165.6 |
1.618 |
1,160.2 |
2.618 |
1,151.4 |
4.250 |
1,137.0 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,179.5 |
1,181.4 |
PP |
1,179.2 |
1,180.9 |
S1 |
1,178.8 |
1,180.4 |
|