Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,477.00 |
4,430.50 |
-46.50 |
-1.0% |
4,506.75 |
High |
4,477.00 |
4,434.50 |
-42.50 |
-0.9% |
4,533.50 |
Low |
4,416.00 |
4,382.75 |
-33.25 |
-0.8% |
4,443.50 |
Close |
4,426.00 |
4,425.00 |
-1.00 |
0.0% |
4,475.25 |
Range |
61.00 |
51.75 |
-9.25 |
-15.2% |
90.00 |
ATR |
49.63 |
49.78 |
0.15 |
0.3% |
0.00 |
Volume |
4,938 |
7,497 |
2,559 |
51.8% |
10,497 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,569.25 |
4,549.00 |
4,453.50 |
|
R3 |
4,517.50 |
4,497.25 |
4,439.25 |
|
R2 |
4,465.75 |
4,465.75 |
4,434.50 |
|
R1 |
4,445.50 |
4,445.50 |
4,429.75 |
4,429.75 |
PP |
4,414.00 |
4,414.00 |
4,414.00 |
4,406.25 |
S1 |
4,393.75 |
4,393.75 |
4,420.25 |
4,378.00 |
S2 |
4,362.25 |
4,362.25 |
4,415.50 |
|
S3 |
4,310.50 |
4,342.00 |
4,410.75 |
|
S4 |
4,258.75 |
4,290.25 |
4,396.50 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,754.00 |
4,704.75 |
4,524.75 |
|
R3 |
4,664.00 |
4,614.75 |
4,500.00 |
|
R2 |
4,574.00 |
4,574.00 |
4,491.75 |
|
R1 |
4,524.75 |
4,524.75 |
4,483.50 |
4,504.50 |
PP |
4,484.00 |
4,484.00 |
4,484.00 |
4,474.00 |
S1 |
4,434.75 |
4,434.75 |
4,467.00 |
4,414.50 |
S2 |
4,394.00 |
4,394.00 |
4,458.75 |
|
S3 |
4,304.00 |
4,344.75 |
4,450.50 |
|
S4 |
4,214.00 |
4,254.75 |
4,425.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,533.50 |
4,382.75 |
150.75 |
3.4% |
51.75 |
1.2% |
28% |
False |
True |
4,179 |
10 |
4,544.00 |
4,382.75 |
161.25 |
3.6% |
51.00 |
1.2% |
26% |
False |
True |
2,405 |
20 |
4,544.00 |
4,375.50 |
168.50 |
3.8% |
48.00 |
1.1% |
29% |
False |
False |
1,244 |
40 |
4,544.00 |
4,321.75 |
222.25 |
5.0% |
49.25 |
1.1% |
46% |
False |
False |
652 |
60 |
4,544.00 |
4,253.50 |
290.50 |
6.6% |
48.25 |
1.1% |
59% |
False |
False |
451 |
80 |
4,544.00 |
4,253.50 |
290.50 |
6.6% |
37.50 |
0.8% |
59% |
False |
False |
339 |
100 |
4,544.00 |
4,100.00 |
444.00 |
10.0% |
32.75 |
0.7% |
73% |
False |
False |
271 |
120 |
4,544.00 |
4,068.50 |
475.50 |
10.7% |
29.75 |
0.7% |
75% |
False |
False |
226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,654.50 |
2.618 |
4,570.00 |
1.618 |
4,518.25 |
1.000 |
4,486.25 |
0.618 |
4,466.50 |
HIGH |
4,434.50 |
0.618 |
4,414.75 |
0.500 |
4,408.50 |
0.382 |
4,402.50 |
LOW |
4,382.75 |
0.618 |
4,350.75 |
1.000 |
4,331.00 |
1.618 |
4,299.00 |
2.618 |
4,247.25 |
4.250 |
4,162.75 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,419.50 |
4,441.00 |
PP |
4,414.00 |
4,435.75 |
S1 |
4,408.50 |
4,430.25 |
|