Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,170.8 |
1,173.2 |
2.4 |
0.2% |
1,189.8 |
High |
1,177.1 |
1,182.3 |
5.2 |
0.4% |
1,204.7 |
Low |
1,168.5 |
1,171.8 |
3.3 |
0.3% |
1,162.1 |
Close |
1,173.6 |
1,177.6 |
4.0 |
0.3% |
1,168.1 |
Range |
8.6 |
10.5 |
1.9 |
22.1% |
42.6 |
ATR |
14.5 |
14.2 |
-0.3 |
-2.0% |
0.0 |
Volume |
107,088 |
91,631 |
-15,457 |
-14.4% |
713,040 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.7 |
1,203.7 |
1,183.4 |
|
R3 |
1,198.2 |
1,193.2 |
1,180.5 |
|
R2 |
1,187.7 |
1,187.7 |
1,179.5 |
|
R1 |
1,182.7 |
1,182.7 |
1,178.6 |
1,185.2 |
PP |
1,177.2 |
1,177.2 |
1,177.2 |
1,178.5 |
S1 |
1,172.2 |
1,172.2 |
1,176.6 |
1,174.7 |
S2 |
1,166.7 |
1,166.7 |
1,175.7 |
|
S3 |
1,156.2 |
1,161.7 |
1,174.7 |
|
S4 |
1,145.7 |
1,151.2 |
1,171.8 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.1 |
1,279.7 |
1,191.5 |
|
R3 |
1,263.5 |
1,237.1 |
1,179.8 |
|
R2 |
1,220.9 |
1,220.9 |
1,175.9 |
|
R1 |
1,194.5 |
1,194.5 |
1,172.0 |
1,186.4 |
PP |
1,178.3 |
1,178.3 |
1,178.3 |
1,174.3 |
S1 |
1,151.9 |
1,151.9 |
1,164.2 |
1,143.8 |
S2 |
1,135.7 |
1,135.7 |
1,160.3 |
|
S3 |
1,093.1 |
1,109.3 |
1,156.4 |
|
S4 |
1,050.5 |
1,066.7 |
1,144.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,195.6 |
1,162.1 |
33.5 |
2.8% |
13.1 |
1.1% |
46% |
False |
False |
125,808 |
10 |
1,204.7 |
1,162.1 |
42.6 |
3.6% |
12.5 |
1.1% |
36% |
False |
False |
131,535 |
20 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.4 |
1.2% |
22% |
False |
False |
81,483 |
40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
15.0 |
1.3% |
22% |
False |
False |
44,160 |
60 |
1,232.8 |
1,143.8 |
89.0 |
7.6% |
14.9 |
1.3% |
38% |
False |
False |
30,448 |
80 |
1,235.7 |
1,143.8 |
91.9 |
7.8% |
14.8 |
1.3% |
37% |
False |
False |
23,428 |
100 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.6 |
1.3% |
20% |
False |
False |
19,026 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.1 |
1.3% |
20% |
False |
False |
15,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,226.9 |
2.618 |
1,209.8 |
1.618 |
1,199.3 |
1.000 |
1,192.8 |
0.618 |
1,188.8 |
HIGH |
1,182.3 |
0.618 |
1,178.3 |
0.500 |
1,177.1 |
0.382 |
1,175.8 |
LOW |
1,171.8 |
0.618 |
1,165.3 |
1.000 |
1,161.3 |
1.618 |
1,154.8 |
2.618 |
1,144.3 |
4.250 |
1,127.2 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,177.4 |
1,175.8 |
PP |
1,177.2 |
1,174.0 |
S1 |
1,177.1 |
1,172.2 |
|