Trading Metrics calculated at close of trading on 29-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,172.5 |
1,182.5 |
10.0 |
0.9% |
1,199.7 |
High |
1,178.0 |
1,187.6 |
9.6 |
0.8% |
1,200.8 |
Low |
1,167.1 |
1,173.2 |
6.1 |
0.5% |
1,167.1 |
Close |
1,173.2 |
1,179.0 |
5.8 |
0.5% |
1,173.2 |
Range |
10.9 |
14.4 |
3.5 |
32.1% |
33.7 |
ATR |
13.7 |
13.8 |
0.0 |
0.4% |
0.0 |
Volume |
107,921 |
145,708 |
37,787 |
35.0% |
564,614 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.1 |
1,215.5 |
1,186.9 |
|
R3 |
1,208.7 |
1,201.1 |
1,183.0 |
|
R2 |
1,194.3 |
1,194.3 |
1,181.6 |
|
R1 |
1,186.7 |
1,186.7 |
1,180.3 |
1,183.3 |
PP |
1,179.9 |
1,179.9 |
1,179.9 |
1,178.3 |
S1 |
1,172.3 |
1,172.3 |
1,177.7 |
1,168.9 |
S2 |
1,165.5 |
1,165.5 |
1,176.4 |
|
S3 |
1,151.1 |
1,157.9 |
1,175.0 |
|
S4 |
1,136.7 |
1,143.5 |
1,171.1 |
|
|
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 |
1,187.7 |
1,167.1 |
20.6 |
1.7% |
11.2 |
0.9% |
58% |
False |
False |
116,635 |
10 |
1,205.7 |
1,167.1 |
38.6 |
3.3% |
13.1 |
1.1% |
31% |
False |
False |
118,882 |
20 |
1,205.7 |
1,162.1 |
43.6 |
3.7% |
13.2 |
1.1% |
39% |
False |
False |
119,255 |
40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
13.8 |
1.2% |
24% |
False |
False |
84,095 |
60 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.3 |
1.2% |
24% |
False |
False |
57,021 |
80 |
1,232.8 |
1,143.8 |
89.0 |
7.5% |
14.7 |
1.2% |
40% |
False |
False |
43,664 |
100 |
1,275.7 |
1,143.8 |
131.9 |
11.2% |
14.6 |
1.2% |
27% |
False |
False |
35,255 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.1 |
1.3% |
21% |
False |
False |
29,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,248.8 |
2.618 |
1,225.3 |
1.618 |
1,210.9 |
1.000 |
1,202.0 |
0.618 |
1,196.5 |
HIGH |
1,187.6 |
0.618 |
1,182.1 |
0.500 |
1,180.4 |
0.382 |
1,178.7 |
LOW |
1,173.2 |
0.618 |
1,164.3 |
1.000 |
1,158.8 |
1.618 |
1,149.9 |
2.618 |
1,135.5 |
4.250 |
1,112.0 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,180.4 |
1,178.5 |
PP |
1,179.9 |
1,177.9 |
S1 |
1,179.5 |
1,177.4 |
|