Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,183.2 |
1,180.4 |
-2.8 |
-0.2% |
1,169.5 |
High |
1,183.2 |
1,181.2 |
-2.0 |
-0.2% |
1,190.1 |
Low |
1,174.4 |
1,176.2 |
1.8 |
0.2% |
1,169.1 |
Close |
1,179.9 |
1,178.8 |
-1.1 |
-0.1% |
1,178.8 |
Range |
8.8 |
5.0 |
-3.8 |
-43.2% |
21.0 |
ATR |
13.6 |
13.0 |
-0.6 |
-4.5% |
0.0 |
Volume |
69 |
141 |
72 |
104.3% |
822 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.7 |
1,191.3 |
1,181.6 |
|
R3 |
1,188.7 |
1,186.3 |
1,180.2 |
|
R2 |
1,183.7 |
1,183.7 |
1,179.7 |
|
R1 |
1,181.3 |
1,181.3 |
1,179.3 |
1,180.0 |
PP |
1,178.7 |
1,178.7 |
1,178.7 |
1,178.1 |
S1 |
1,176.3 |
1,176.3 |
1,178.3 |
1,175.0 |
S2 |
1,173.7 |
1,173.7 |
1,177.9 |
|
S3 |
1,168.7 |
1,171.3 |
1,177.4 |
|
S4 |
1,163.7 |
1,166.3 |
1,176.1 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.3 |
1,231.6 |
1,190.4 |
|
R3 |
1,221.3 |
1,210.6 |
1,184.6 |
|
R2 |
1,200.3 |
1,200.3 |
1,182.7 |
|
R1 |
1,189.6 |
1,189.6 |
1,180.7 |
1,195.0 |
PP |
1,179.3 |
1,179.3 |
1,179.3 |
1,182.0 |
S1 |
1,168.6 |
1,168.6 |
1,176.9 |
1,174.0 |
S2 |
1,158.3 |
1,158.3 |
1,175.0 |
|
S3 |
1,137.3 |
1,147.6 |
1,173.0 |
|
S4 |
1,116.3 |
1,126.6 |
1,167.3 |
|
|
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 |
1,169.1 |
21.0 |
1.8% |
8.6 |
0.7% |
46% |
False |
False |
164 |
10 |
1,204.0 |
1,164.0 |
40.0 |
3.4% |
11.1 |
0.9% |
37% |
False |
False |
452 |
20 |
1,232.0 |
1,164.0 |
68.0 |
5.8% |
12.2 |
1.0% |
22% |
False |
False |
67,516 |
40 |
1,232.0 |
1,164.0 |
68.0 |
5.8% |
14.6 |
1.2% |
22% |
False |
False |
106,411 |
60 |
1,232.0 |
1,159.7 |
72.3 |
6.1% |
14.9 |
1.3% |
26% |
False |
False |
103,884 |
80 |
1,232.0 |
1,142.4 |
89.6 |
7.6% |
15.3 |
1.3% |
41% |
False |
False |
81,028 |
100 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
16.5 |
1.4% |
22% |
False |
False |
65,719 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
17.0 |
1.4% |
22% |
False |
False |
55,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,202.5 |
2.618 |
1,194.3 |
1.618 |
1,189.3 |
1.000 |
1,186.2 |
0.618 |
1,184.3 |
HIGH |
1,181.2 |
0.618 |
1,179.3 |
0.500 |
1,178.7 |
0.382 |
1,178.1 |
LOW |
1,176.2 |
0.618 |
1,173.1 |
1.000 |
1,171.2 |
1.618 |
1,168.1 |
2.618 |
1,163.1 |
4.250 |
1,155.0 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,178.8 |
1,182.3 |
PP |
1,178.7 |
1,181.1 |
S1 |
1,178.7 |
1,180.0 |
|