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 |
1,184.2 |
1,201.8 |
17.6 |
1.5% |
1,180.0 |
High |
1,205.7 |
1,204.0 |
-1.7 |
-0.1% |
1,205.7 |
Low |
1,183.1 |
1,198.0 |
14.9 |
1.3% |
1,171.9 |
Close |
1,202.0 |
1,201.9 |
-0.1 |
0.0% |
1,201.9 |
Range |
22.6 |
6.0 |
-16.6 |
-73.5% |
33.8 |
ATR |
15.2 |
14.5 |
-0.7 |
-4.3% |
0.0 |
Volume |
190,686 |
86,055 |
-104,631 |
-54.9% |
608,324 |
|
Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,219.3 |
1,216.6 |
1,205.2 |
|
R3 |
1,213.3 |
1,210.6 |
1,203.6 |
|
R2 |
1,207.3 |
1,207.3 |
1,203.0 |
|
R1 |
1,204.6 |
1,204.6 |
1,202.5 |
1,206.0 |
PP |
1,201.3 |
1,201.3 |
1,201.3 |
1,202.0 |
S1 |
1,198.6 |
1,198.6 |
1,201.4 |
1,200.0 |
S2 |
1,195.3 |
1,195.3 |
1,200.8 |
|
S3 |
1,189.3 |
1,192.6 |
1,200.3 |
|
S4 |
1,183.3 |
1,186.6 |
1,198.6 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.6 |
1,282.0 |
1,220.5 |
|
R3 |
1,260.8 |
1,248.2 |
1,211.2 |
|
R2 |
1,227.0 |
1,227.0 |
1,208.1 |
|
R1 |
1,214.4 |
1,214.4 |
1,205.0 |
1,220.7 |
PP |
1,193.2 |
1,193.2 |
1,193.2 |
1,196.3 |
S1 |
1,180.6 |
1,180.6 |
1,198.8 |
1,186.9 |
S2 |
1,159.4 |
1,159.4 |
1,195.7 |
|
S3 |
1,125.6 |
1,146.8 |
1,192.6 |
|
S4 |
1,091.8 |
1,113.0 |
1,183.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,205.7 |
1,171.9 |
33.8 |
2.8% |
14.8 |
1.2% |
89% |
False |
False |
121,664 |
10 |
1,205.7 |
1,168.5 |
37.2 |
3.1% |
13.1 |
1.1% |
90% |
False |
False |
113,300 |
20 |
1,215.2 |
1,162.1 |
53.1 |
4.4% |
13.7 |
1.1% |
75% |
False |
False |
119,101 |
40 |
1,232.8 |
1,162.1 |
70.7 |
5.9% |
14.9 |
1.2% |
56% |
False |
False |
66,987 |
60 |
1,232.8 |
1,162.1 |
70.7 |
5.9% |
14.7 |
1.2% |
56% |
False |
False |
45,726 |
80 |
1,232.8 |
1,143.8 |
89.0 |
7.4% |
14.7 |
1.2% |
65% |
False |
False |
34,942 |
100 |
1,293.9 |
1,143.8 |
150.1 |
12.5% |
15.0 |
1.2% |
39% |
False |
False |
28,252 |
120 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.2 |
1.3% |
35% |
False |
False |
23,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,229.5 |
2.618 |
1,219.7 |
1.618 |
1,213.7 |
1.000 |
1,210.0 |
0.618 |
1,207.7 |
HIGH |
1,204.0 |
0.618 |
1,201.7 |
0.500 |
1,201.0 |
0.382 |
1,200.3 |
LOW |
1,198.0 |
0.618 |
1,194.3 |
1.000 |
1,192.0 |
1.618 |
1,188.3 |
2.618 |
1,182.3 |
4.250 |
1,172.5 |
|
|
Fisher Pivots for day following 19-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,201.6 |
1,197.9 |
PP |
1,201.3 |
1,193.8 |
S1 |
1,201.0 |
1,189.8 |
|