Trading Metrics calculated at close of trading on 30-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,182.5 |
1,179.8 |
-2.7 |
-0.2% |
1,199.7 |
High |
1,187.6 |
1,180.0 |
-7.6 |
-0.6% |
1,200.8 |
Low |
1,173.2 |
1,165.7 |
-7.5 |
-0.6% |
1,167.1 |
Close |
1,179.0 |
1,171.8 |
-7.2 |
-0.6% |
1,173.2 |
Range |
14.4 |
14.3 |
-0.1 |
-0.7% |
33.7 |
ATR |
13.8 |
13.8 |
0.0 |
0.3% |
0.0 |
Volume |
145,708 |
148,193 |
2,485 |
1.7% |
564,614 |
|
Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,215.4 |
1,207.9 |
1,179.7 |
|
R3 |
1,201.1 |
1,193.6 |
1,175.7 |
|
R2 |
1,186.8 |
1,186.8 |
1,174.4 |
|
R1 |
1,179.3 |
1,179.3 |
1,173.1 |
1,175.9 |
PP |
1,172.5 |
1,172.5 |
1,172.5 |
1,170.8 |
S1 |
1,165.0 |
1,165.0 |
1,170.5 |
1,161.6 |
S2 |
1,158.2 |
1,158.2 |
1,169.2 |
|
S3 |
1,143.9 |
1,150.7 |
1,167.9 |
|
S4 |
1,129.6 |
1,136.4 |
1,163.9 |
|
|
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 |
1,187.6 |
1,165.7 |
21.9 |
1.9% |
11.6 |
1.0% |
28% |
False |
True |
121,824 |
10 |
1,205.7 |
1,165.7 |
40.0 |
3.4% |
13.3 |
1.1% |
15% |
False |
True |
123,681 |
20 |
1,205.7 |
1,162.1 |
43.6 |
3.7% |
13.3 |
1.1% |
22% |
False |
False |
121,091 |
40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
13.8 |
1.2% |
14% |
False |
False |
87,584 |
60 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.3 |
1.2% |
14% |
False |
False |
59,478 |
80 |
1,232.8 |
1,143.8 |
89.0 |
7.6% |
14.4 |
1.2% |
31% |
False |
False |
45,502 |
100 |
1,268.6 |
1,143.8 |
124.8 |
10.7% |
14.6 |
1.2% |
22% |
False |
False |
36,724 |
120 |
1,309.0 |
1,143.8 |
165.2 |
14.1% |
15.1 |
1.3% |
17% |
False |
False |
30,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,240.8 |
2.618 |
1,217.4 |
1.618 |
1,203.1 |
1.000 |
1,194.3 |
0.618 |
1,188.8 |
HIGH |
1,180.0 |
0.618 |
1,174.5 |
0.500 |
1,172.9 |
0.382 |
1,171.2 |
LOW |
1,165.7 |
0.618 |
1,156.9 |
1.000 |
1,151.4 |
1.618 |
1,142.6 |
2.618 |
1,128.3 |
4.250 |
1,104.9 |
|
|
Fisher Pivots for day following 30-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,172.9 |
1,176.7 |
PP |
1,172.5 |
1,175.0 |
S1 |
1,172.2 |
1,173.4 |
|