Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,179.9 |
1,186.5 |
6.6 |
0.6% |
1,169.5 |
High |
1,188.5 |
1,186.5 |
-2.0 |
-0.2% |
1,190.1 |
Low |
1,172.7 |
1,175.9 |
3.2 |
0.3% |
1,169.1 |
Close |
1,185.3 |
1,180.5 |
-4.8 |
-0.4% |
1,178.8 |
Range |
15.8 |
10.6 |
-5.2 |
-32.9% |
21.0 |
ATR |
13.2 |
13.0 |
-0.2 |
-1.4% |
0.0 |
Volume |
102 |
29 |
-73 |
-71.6% |
822 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,212.8 |
1,207.2 |
1,186.3 |
|
R3 |
1,202.2 |
1,196.6 |
1,183.4 |
|
R2 |
1,191.6 |
1,191.6 |
1,182.4 |
|
R1 |
1,186.0 |
1,186.0 |
1,181.5 |
1,183.5 |
PP |
1,181.0 |
1,181.0 |
1,181.0 |
1,179.7 |
S1 |
1,175.4 |
1,175.4 |
1,179.5 |
1,172.9 |
S2 |
1,170.4 |
1,170.4 |
1,178.6 |
|
S3 |
1,159.8 |
1,164.8 |
1,177.6 |
|
S4 |
1,149.2 |
1,154.2 |
1,174.7 |
|
|
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 |
1,172.7 |
17.4 |
1.5% |
10.9 |
0.9% |
45% |
False |
False |
127 |
10 |
1,193.9 |
1,164.0 |
29.9 |
2.5% |
11.0 |
0.9% |
55% |
False |
False |
242 |
20 |
1,225.5 |
1,164.0 |
61.5 |
5.2% |
12.2 |
1.0% |
27% |
False |
False |
54,820 |
40 |
1,232.0 |
1,164.0 |
68.0 |
5.8% |
14.5 |
1.2% |
24% |
False |
False |
100,200 |
60 |
1,232.0 |
1,164.0 |
68.0 |
5.8% |
14.7 |
1.2% |
24% |
False |
False |
103,175 |
80 |
1,232.0 |
1,142.4 |
89.6 |
7.6% |
15.2 |
1.3% |
43% |
False |
False |
80,937 |
100 |
1,303.5 |
1,142.4 |
161.1 |
13.6% |
16.3 |
1.4% |
24% |
False |
False |
65,637 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
16.9 |
1.4% |
23% |
False |
False |
55,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,231.6 |
2.618 |
1,214.3 |
1.618 |
1,203.7 |
1.000 |
1,197.1 |
0.618 |
1,193.1 |
HIGH |
1,186.5 |
0.618 |
1,182.5 |
0.500 |
1,181.2 |
0.382 |
1,179.9 |
LOW |
1,175.9 |
0.618 |
1,169.3 |
1.000 |
1,165.3 |
1.618 |
1,158.7 |
2.618 |
1,148.1 |
4.250 |
1,130.9 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,181.2 |
1,180.6 |
PP |
1,181.0 |
1,180.6 |
S1 |
1,180.7 |
1,180.5 |
|