Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,185.7 |
1,180.8 |
-4.9 |
-0.4% |
1,170.8 |
High |
1,187.4 |
1,183.7 |
-3.7 |
-0.3% |
1,191.8 |
Low |
1,174.9 |
1,175.6 |
0.7 |
0.1% |
1,168.5 |
Close |
1,180.4 |
1,179.2 |
-1.2 |
-0.1% |
1,179.2 |
Range |
12.5 |
8.1 |
-4.4 |
-35.2% |
23.3 |
ATR |
14.3 |
13.9 |
-0.4 |
-3.1% |
0.0 |
Volume |
114,926 |
86,352 |
-28,574 |
-24.9% |
524,677 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,203.8 |
1,199.6 |
1,183.7 |
|
R3 |
1,195.7 |
1,191.5 |
1,181.4 |
|
R2 |
1,187.6 |
1,187.6 |
1,180.7 |
|
R1 |
1,183.4 |
1,183.4 |
1,179.9 |
1,181.5 |
PP |
1,179.5 |
1,179.5 |
1,179.5 |
1,178.5 |
S1 |
1,175.3 |
1,175.3 |
1,178.5 |
1,173.4 |
S2 |
1,171.4 |
1,171.4 |
1,177.7 |
|
S3 |
1,163.3 |
1,167.2 |
1,177.0 |
|
S4 |
1,155.2 |
1,159.1 |
1,174.7 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.7 |
1,237.8 |
1,192.0 |
|
R3 |
1,226.4 |
1,214.5 |
1,185.6 |
|
R2 |
1,203.1 |
1,203.1 |
1,183.5 |
|
R1 |
1,191.2 |
1,191.2 |
1,181.3 |
1,197.2 |
PP |
1,179.8 |
1,179.8 |
1,179.8 |
1,182.8 |
S1 |
1,167.9 |
1,167.9 |
1,177.1 |
1,173.9 |
S2 |
1,156.5 |
1,156.5 |
1,174.9 |
|
S3 |
1,133.2 |
1,144.6 |
1,172.8 |
|
S4 |
1,109.9 |
1,121.3 |
1,166.4 |
|
|
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 |
1,168.5 |
23.3 |
2.0% |
11.4 |
1.0% |
46% |
False |
False |
104,935 |
10 |
1,204.7 |
1,162.1 |
42.6 |
3.6% |
13.5 |
1.1% |
40% |
False |
False |
123,771 |
20 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
13.3 |
1.1% |
24% |
False |
False |
94,446 |
40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.8 |
1.3% |
24% |
False |
False |
52,078 |
60 |
1,232.8 |
1,161.2 |
71.6 |
6.1% |
14.6 |
1.2% |
25% |
False |
False |
35,814 |
80 |
1,232.8 |
1,143.8 |
89.0 |
7.5% |
14.6 |
1.2% |
40% |
False |
False |
27,446 |
100 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.1 |
1.3% |
21% |
False |
False |
22,248 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.1 |
1.3% |
21% |
False |
False |
18,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,218.1 |
2.618 |
1,204.9 |
1.618 |
1,196.8 |
1.000 |
1,191.8 |
0.618 |
1,188.7 |
HIGH |
1,183.7 |
0.618 |
1,180.6 |
0.500 |
1,179.7 |
0.382 |
1,178.7 |
LOW |
1,175.6 |
0.618 |
1,170.6 |
1.000 |
1,167.5 |
1.618 |
1,162.5 |
2.618 |
1,154.4 |
4.250 |
1,141.2 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,179.7 |
1,183.1 |
PP |
1,179.5 |
1,181.8 |
S1 |
1,179.4 |
1,180.5 |
|