Trading Metrics calculated at close of trading on 26-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,174.1 |
1,172.5 |
-1.6 |
-0.1% |
1,199.7 |
High |
1,177.3 |
1,178.0 |
0.7 |
0.1% |
1,200.8 |
Low |
1,170.5 |
1,167.1 |
-3.4 |
-0.3% |
1,167.1 |
Close |
1,171.8 |
1,173.2 |
1.4 |
0.1% |
1,173.2 |
Range |
6.8 |
10.9 |
4.1 |
60.3% |
33.7 |
ATR |
13.9 |
13.7 |
-0.2 |
-1.6% |
0.0 |
Volume |
88,847 |
107,921 |
19,074 |
21.5% |
564,614 |
|
Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,205.5 |
1,200.2 |
1,179.2 |
|
R3 |
1,194.6 |
1,189.3 |
1,176.2 |
|
R2 |
1,183.7 |
1,183.7 |
1,175.2 |
|
R1 |
1,178.4 |
1,178.4 |
1,174.2 |
1,181.1 |
PP |
1,172.8 |
1,172.8 |
1,172.8 |
1,174.1 |
S1 |
1,167.5 |
1,167.5 |
1,172.2 |
1,170.2 |
S2 |
1,161.9 |
1,161.9 |
1,171.2 |
|
S3 |
1,151.0 |
1,156.6 |
1,170.2 |
|
S4 |
1,140.1 |
1,145.7 |
1,167.2 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.5 |
1,261.0 |
1,191.7 |
|
R3 |
1,247.8 |
1,227.3 |
1,182.5 |
|
R2 |
1,214.1 |
1,214.1 |
1,179.4 |
|
R1 |
1,193.6 |
1,193.6 |
1,176.3 |
1,187.0 |
PP |
1,180.4 |
1,180.4 |
1,180.4 |
1,177.1 |
S1 |
1,159.9 |
1,159.9 |
1,170.1 |
1,153.3 |
S2 |
1,146.7 |
1,146.7 |
1,167.0 |
|
S3 |
1,113.0 |
1,126.2 |
1,163.9 |
|
S4 |
1,079.3 |
1,092.5 |
1,154.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,200.8 |
1,167.1 |
33.7 |
2.9% |
12.1 |
1.0% |
18% |
False |
True |
112,922 |
10 |
1,205.7 |
1,167.1 |
38.6 |
3.3% |
13.4 |
1.1% |
16% |
False |
True |
117,293 |
20 |
1,205.7 |
1,162.1 |
43.6 |
3.7% |
13.5 |
1.1% |
25% |
False |
False |
120,532 |
40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
13.8 |
1.2% |
16% |
False |
False |
80,554 |
60 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.2 |
1.2% |
16% |
False |
False |
54,617 |
80 |
1,232.8 |
1,143.8 |
89.0 |
7.6% |
14.7 |
1.3% |
33% |
False |
False |
41,862 |
100 |
1,275.7 |
1,143.8 |
131.9 |
11.2% |
14.6 |
1.2% |
22% |
False |
False |
33,811 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.1% |
15.1 |
1.3% |
18% |
False |
False |
28,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,224.3 |
2.618 |
1,206.5 |
1.618 |
1,195.6 |
1.000 |
1,188.9 |
0.618 |
1,184.7 |
HIGH |
1,178.0 |
0.618 |
1,173.8 |
0.500 |
1,172.6 |
0.382 |
1,171.3 |
LOW |
1,167.1 |
0.618 |
1,160.4 |
1.000 |
1,156.2 |
1.618 |
1,149.5 |
2.618 |
1,138.6 |
4.250 |
1,120.8 |
|
|
Fisher Pivots for day following 26-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,173.0 |
1,173.4 |
PP |
1,172.8 |
1,173.3 |
S1 |
1,172.6 |
1,173.3 |
|