Trading Metrics calculated at close of trading on 19-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,183.4 |
1,199.7 |
16.3 |
1.4% |
1,179.9 |
High |
1,202.0 |
1,203.1 |
1.1 |
0.1% |
1,203.1 |
Low |
1,183.4 |
1,199.7 |
16.3 |
1.4% |
1,172.7 |
Close |
1,201.5 |
1,201.5 |
0.0 |
0.0% |
1,201.5 |
Range |
18.6 |
3.4 |
-15.2 |
-81.7% |
30.4 |
ATR |
13.8 |
13.0 |
-0.7 |
-5.4% |
0.0 |
Volume |
130 |
142 |
12 |
9.2% |
571 |
|
Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,211.6 |
1,210.0 |
1,203.4 |
|
R3 |
1,208.2 |
1,206.6 |
1,202.4 |
|
R2 |
1,204.8 |
1,204.8 |
1,202.1 |
|
R1 |
1,203.2 |
1,203.2 |
1,201.8 |
1,204.0 |
PP |
1,201.4 |
1,201.4 |
1,201.4 |
1,201.9 |
S1 |
1,199.8 |
1,199.8 |
1,201.2 |
1,200.6 |
S2 |
1,198.0 |
1,198.0 |
1,200.9 |
|
S3 |
1,194.6 |
1,196.4 |
1,200.6 |
|
S4 |
1,191.2 |
1,193.0 |
1,199.6 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.6 |
1,273.0 |
1,218.2 |
|
R3 |
1,253.2 |
1,242.6 |
1,209.9 |
|
R2 |
1,222.8 |
1,222.8 |
1,207.1 |
|
R1 |
1,212.2 |
1,212.2 |
1,204.3 |
1,217.5 |
PP |
1,192.4 |
1,192.4 |
1,192.4 |
1,195.1 |
S1 |
1,181.8 |
1,181.8 |
1,198.7 |
1,187.1 |
S2 |
1,162.0 |
1,162.0 |
1,195.9 |
|
S3 |
1,131.6 |
1,151.4 |
1,193.1 |
|
S4 |
1,101.2 |
1,121.0 |
1,184.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,203.1 |
1,172.7 |
30.4 |
2.5% |
12.0 |
1.0% |
95% |
True |
False |
114 |
10 |
1,203.1 |
1,169.1 |
34.0 |
2.8% |
10.3 |
0.9% |
95% |
True |
False |
139 |
20 |
1,214.6 |
1,164.0 |
50.6 |
4.2% |
11.8 |
1.0% |
74% |
False |
False |
32,516 |
40 |
1,232.0 |
1,164.0 |
68.0 |
5.7% |
14.2 |
1.2% |
55% |
False |
False |
90,836 |
60 |
1,232.0 |
1,164.0 |
68.0 |
5.7% |
14.6 |
1.2% |
55% |
False |
False |
100,032 |
80 |
1,232.0 |
1,142.4 |
89.6 |
7.5% |
15.1 |
1.3% |
66% |
False |
False |
80,859 |
100 |
1,294.6 |
1,142.4 |
152.2 |
12.7% |
16.0 |
1.3% |
39% |
False |
False |
65,456 |
120 |
1,309.0 |
1,142.4 |
166.6 |
13.9% |
16.9 |
1.4% |
35% |
False |
False |
55,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,217.6 |
2.618 |
1,212.0 |
1.618 |
1,208.6 |
1.000 |
1,206.5 |
0.618 |
1,205.2 |
HIGH |
1,203.1 |
0.618 |
1,201.8 |
0.500 |
1,201.4 |
0.382 |
1,201.0 |
LOW |
1,199.7 |
0.618 |
1,197.6 |
1.000 |
1,196.3 |
1.618 |
1,194.2 |
2.618 |
1,190.8 |
4.250 |
1,185.3 |
|
|
Fisher Pivots for day following 19-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,201.5 |
1,197.3 |
PP |
1,201.4 |
1,193.2 |
S1 |
1,201.4 |
1,189.0 |
|