Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,177.6 |
1,183.4 |
5.8 |
0.5% |
1,169.5 |
High |
1,186.3 |
1,202.0 |
15.7 |
1.3% |
1,190.1 |
Low |
1,174.9 |
1,183.4 |
8.5 |
0.7% |
1,169.1 |
Close |
1,176.4 |
1,201.5 |
25.1 |
2.1% |
1,178.8 |
Range |
11.4 |
18.6 |
7.2 |
63.2% |
21.0 |
ATR |
12.9 |
13.8 |
0.9 |
7.1% |
0.0 |
Volume |
168 |
130 |
-38 |
-22.6% |
822 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.4 |
1,245.1 |
1,211.7 |
|
R3 |
1,232.8 |
1,226.5 |
1,206.6 |
|
R2 |
1,214.2 |
1,214.2 |
1,204.9 |
|
R1 |
1,207.9 |
1,207.9 |
1,203.2 |
1,211.1 |
PP |
1,195.6 |
1,195.6 |
1,195.6 |
1,197.2 |
S1 |
1,189.3 |
1,189.3 |
1,199.8 |
1,192.5 |
S2 |
1,177.0 |
1,177.0 |
1,198.1 |
|
S3 |
1,158.4 |
1,170.7 |
1,196.4 |
|
S4 |
1,139.8 |
1,152.1 |
1,191.3 |
|
|
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 |
1,202.0 |
1,172.7 |
29.3 |
2.4% |
12.3 |
1.0% |
98% |
True |
False |
114 |
10 |
1,202.0 |
1,164.0 |
38.0 |
3.2% |
11.3 |
0.9% |
99% |
True |
False |
164 |
20 |
1,214.6 |
1,164.0 |
50.6 |
4.2% |
12.2 |
1.0% |
74% |
False |
False |
39,492 |
40 |
1,232.0 |
1,164.0 |
68.0 |
5.7% |
14.5 |
1.2% |
55% |
False |
False |
93,785 |
60 |
1,232.0 |
1,164.0 |
68.0 |
5.7% |
14.8 |
1.2% |
55% |
False |
False |
101,517 |
80 |
1,232.0 |
1,142.4 |
89.6 |
7.5% |
15.2 |
1.3% |
66% |
False |
False |
80,891 |
100 |
1,299.4 |
1,142.4 |
157.0 |
13.1% |
16.2 |
1.3% |
38% |
False |
False |
65,543 |
120 |
1,309.0 |
1,142.4 |
166.6 |
13.9% |
17.0 |
1.4% |
35% |
False |
False |
55,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.1 |
2.618 |
1,250.7 |
1.618 |
1,232.1 |
1.000 |
1,220.6 |
0.618 |
1,213.5 |
HIGH |
1,202.0 |
0.618 |
1,194.9 |
0.500 |
1,192.7 |
0.382 |
1,190.5 |
LOW |
1,183.4 |
0.618 |
1,171.9 |
1.000 |
1,164.8 |
1.618 |
1,153.3 |
2.618 |
1,134.7 |
4.250 |
1,104.4 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,198.6 |
1,197.2 |
PP |
1,195.6 |
1,192.8 |
S1 |
1,192.7 |
1,188.5 |
|