Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,185.3 |
1,177.6 |
-7.7 |
-0.6% |
1,180.0 |
High |
1,187.7 |
1,179.7 |
-8.0 |
-0.7% |
1,205.7 |
Low |
1,175.6 |
1,168.1 |
-7.5 |
-0.6% |
1,171.9 |
Close |
1,176.6 |
1,172.9 |
-3.7 |
-0.3% |
1,201.9 |
Range |
12.1 |
11.6 |
-0.5 |
-4.1% |
33.8 |
ATR |
14.7 |
14.5 |
-0.2 |
-1.5% |
0.0 |
Volume |
122,250 |
118,451 |
-3,799 |
-3.1% |
608,324 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.4 |
1,202.2 |
1,179.3 |
|
R3 |
1,196.8 |
1,190.6 |
1,176.1 |
|
R2 |
1,185.2 |
1,185.2 |
1,175.0 |
|
R1 |
1,179.0 |
1,179.0 |
1,174.0 |
1,176.3 |
PP |
1,173.6 |
1,173.6 |
1,173.6 |
1,172.2 |
S1 |
1,167.4 |
1,167.4 |
1,171.8 |
1,164.7 |
S2 |
1,162.0 |
1,162.0 |
1,170.8 |
|
S3 |
1,150.4 |
1,155.8 |
1,169.7 |
|
S4 |
1,138.8 |
1,144.2 |
1,166.5 |
|
|
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 |
1,168.1 |
37.6 |
3.2% |
14.3 |
1.2% |
13% |
False |
True |
128,917 |
10 |
1,205.7 |
1,168.1 |
37.6 |
3.2% |
13.7 |
1.2% |
13% |
False |
True |
117,744 |
20 |
1,205.7 |
1,162.1 |
43.6 |
3.7% |
13.6 |
1.2% |
25% |
False |
False |
123,302 |
40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.4 |
1.2% |
15% |
False |
False |
75,783 |
60 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.6 |
1.2% |
15% |
False |
False |
51,409 |
80 |
1,232.8 |
1,143.8 |
89.0 |
7.6% |
14.7 |
1.3% |
33% |
False |
False |
39,468 |
100 |
1,286.0 |
1,143.8 |
142.2 |
12.1% |
14.8 |
1.3% |
20% |
False |
False |
31,888 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.1% |
15.3 |
1.3% |
18% |
False |
False |
26,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,229.0 |
2.618 |
1,210.1 |
1.618 |
1,198.5 |
1.000 |
1,191.3 |
0.618 |
1,186.9 |
HIGH |
1,179.7 |
0.618 |
1,175.3 |
0.500 |
1,173.9 |
0.382 |
1,172.5 |
LOW |
1,168.1 |
0.618 |
1,160.9 |
1.000 |
1,156.5 |
1.618 |
1,149.3 |
2.618 |
1,137.7 |
4.250 |
1,118.8 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,173.9 |
1,184.5 |
PP |
1,173.6 |
1,180.6 |
S1 |
1,173.2 |
1,176.8 |
|