Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,186.5 |
1,177.6 |
-8.9 |
-0.8% |
1,169.5 |
High |
1,186.5 |
1,186.3 |
-0.2 |
0.0% |
1,190.1 |
Low |
1,175.9 |
1,174.9 |
-1.0 |
-0.1% |
1,169.1 |
Close |
1,180.5 |
1,176.4 |
-4.1 |
-0.3% |
1,178.8 |
Range |
10.6 |
11.4 |
0.8 |
7.5% |
21.0 |
ATR |
13.0 |
12.9 |
-0.1 |
-0.9% |
0.0 |
Volume |
29 |
168 |
139 |
479.3% |
822 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,213.4 |
1,206.3 |
1,182.7 |
|
R3 |
1,202.0 |
1,194.9 |
1,179.5 |
|
R2 |
1,190.6 |
1,190.6 |
1,178.5 |
|
R1 |
1,183.5 |
1,183.5 |
1,177.4 |
1,181.4 |
PP |
1,179.2 |
1,179.2 |
1,179.2 |
1,178.1 |
S1 |
1,172.1 |
1,172.1 |
1,175.4 |
1,170.0 |
S2 |
1,167.8 |
1,167.8 |
1,174.3 |
|
S3 |
1,156.4 |
1,160.7 |
1,173.3 |
|
S4 |
1,145.0 |
1,149.3 |
1,170.1 |
|
|
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 |
1,188.5 |
1,172.7 |
15.8 |
1.3% |
10.3 |
0.9% |
23% |
False |
False |
101 |
10 |
1,190.1 |
1,164.0 |
26.1 |
2.2% |
10.6 |
0.9% |
48% |
False |
False |
195 |
20 |
1,214.6 |
1,164.0 |
50.6 |
4.3% |
11.8 |
1.0% |
25% |
False |
False |
45,880 |
40 |
1,232.0 |
1,164.0 |
68.0 |
5.8% |
14.5 |
1.2% |
18% |
False |
False |
97,586 |
60 |
1,232.0 |
1,164.0 |
68.0 |
5.8% |
14.7 |
1.2% |
18% |
False |
False |
102,327 |
80 |
1,232.0 |
1,142.4 |
89.6 |
7.6% |
15.1 |
1.3% |
38% |
False |
False |
80,918 |
100 |
1,300.6 |
1,142.4 |
158.2 |
13.4% |
16.2 |
1.4% |
21% |
False |
False |
65,567 |
120 |
1,309.0 |
1,142.4 |
166.6 |
14.2% |
16.9 |
1.4% |
20% |
False |
False |
55,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,234.8 |
2.618 |
1,216.1 |
1.618 |
1,204.7 |
1.000 |
1,197.7 |
0.618 |
1,193.3 |
HIGH |
1,186.3 |
0.618 |
1,181.9 |
0.500 |
1,180.6 |
0.382 |
1,179.3 |
LOW |
1,174.9 |
0.618 |
1,167.9 |
1.000 |
1,163.5 |
1.618 |
1,156.5 |
2.618 |
1,145.1 |
4.250 |
1,126.5 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,180.6 |
1,180.6 |
PP |
1,179.2 |
1,179.2 |
S1 |
1,177.8 |
1,177.8 |
|