Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,173.2 |
1,175.8 |
2.6 |
0.2% |
1,189.8 |
High |
1,182.3 |
1,191.8 |
9.5 |
0.8% |
1,204.7 |
Low |
1,171.8 |
1,174.3 |
2.5 |
0.2% |
1,162.1 |
Close |
1,177.6 |
1,186.6 |
9.0 |
0.8% |
1,168.1 |
Range |
10.5 |
17.5 |
7.0 |
66.7% |
42.6 |
ATR |
14.2 |
14.5 |
0.2 |
1.6% |
0.0 |
Volume |
91,631 |
124,680 |
33,049 |
36.1% |
713,040 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.7 |
1,229.2 |
1,196.2 |
|
R3 |
1,219.2 |
1,211.7 |
1,191.4 |
|
R2 |
1,201.7 |
1,201.7 |
1,189.8 |
|
R1 |
1,194.2 |
1,194.2 |
1,188.2 |
1,198.0 |
PP |
1,184.2 |
1,184.2 |
1,184.2 |
1,186.1 |
S1 |
1,176.7 |
1,176.7 |
1,185.0 |
1,180.5 |
S2 |
1,166.7 |
1,166.7 |
1,183.4 |
|
S3 |
1,149.2 |
1,159.2 |
1,181.8 |
|
S4 |
1,131.7 |
1,141.7 |
1,177.0 |
|
|
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 |
1,191.8 |
1,162.1 |
29.7 |
2.5% |
13.3 |
1.1% |
82% |
True |
False |
125,908 |
10 |
1,204.7 |
1,162.1 |
42.6 |
3.6% |
13.5 |
1.1% |
58% |
False |
False |
128,860 |
20 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.5 |
1.2% |
35% |
False |
False |
86,499 |
40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
15.0 |
1.3% |
35% |
False |
False |
47,232 |
60 |
1,232.8 |
1,143.8 |
89.0 |
7.5% |
15.0 |
1.3% |
48% |
False |
False |
32,501 |
80 |
1,234.8 |
1,143.8 |
91.0 |
7.7% |
14.9 |
1.3% |
47% |
False |
False |
24,962 |
100 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.3 |
1.3% |
26% |
False |
False |
20,253 |
120 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.2 |
1.3% |
26% |
False |
False |
16,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,266.2 |
2.618 |
1,237.6 |
1.618 |
1,220.1 |
1.000 |
1,209.3 |
0.618 |
1,202.6 |
HIGH |
1,191.8 |
0.618 |
1,185.1 |
0.500 |
1,183.1 |
0.382 |
1,181.0 |
LOW |
1,174.3 |
0.618 |
1,163.5 |
1.000 |
1,156.8 |
1.618 |
1,146.0 |
2.618 |
1,128.5 |
4.250 |
1,099.9 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,185.4 |
1,184.5 |
PP |
1,184.2 |
1,182.3 |
S1 |
1,183.1 |
1,180.2 |
|