Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,430.50 |
4,427.25 |
-3.25 |
-0.1% |
4,506.75 |
High |
4,434.50 |
4,491.75 |
57.25 |
1.3% |
4,533.50 |
Low |
4,382.75 |
4,423.75 |
41.00 |
0.9% |
4,443.50 |
Close |
4,425.00 |
4,482.25 |
57.25 |
1.3% |
4,475.25 |
Range |
51.75 |
68.00 |
16.25 |
31.4% |
90.00 |
ATR |
49.78 |
51.08 |
1.30 |
2.6% |
0.00 |
Volume |
7,497 |
25,551 |
18,054 |
240.8% |
10,497 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,670.00 |
4,644.00 |
4,519.75 |
|
R3 |
4,602.00 |
4,576.00 |
4,501.00 |
|
R2 |
4,534.00 |
4,534.00 |
4,494.75 |
|
R1 |
4,508.00 |
4,508.00 |
4,488.50 |
4,521.00 |
PP |
4,466.00 |
4,466.00 |
4,466.00 |
4,472.50 |
S1 |
4,440.00 |
4,440.00 |
4,476.00 |
4,453.00 |
S2 |
4,398.00 |
4,398.00 |
4,469.75 |
|
S3 |
4,330.00 |
4,372.00 |
4,463.50 |
|
S4 |
4,262.00 |
4,304.00 |
4,444.75 |
|
|
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 |
4,520.00 |
4,382.75 |
137.25 |
3.1% |
58.00 |
1.3% |
72% |
False |
False |
9,033 |
10 |
4,541.00 |
4,382.75 |
158.25 |
3.5% |
50.00 |
1.1% |
63% |
False |
False |
4,930 |
20 |
4,544.00 |
4,382.75 |
161.25 |
3.6% |
48.75 |
1.1% |
62% |
False |
False |
2,519 |
40 |
4,544.00 |
4,321.75 |
222.25 |
5.0% |
50.00 |
1.1% |
72% |
False |
False |
1,291 |
60 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
48.75 |
1.1% |
79% |
False |
False |
877 |
80 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
38.50 |
0.9% |
79% |
False |
False |
658 |
100 |
4,544.00 |
4,100.00 |
444.00 |
9.9% |
33.50 |
0.7% |
86% |
False |
False |
527 |
120 |
4,544.00 |
4,068.50 |
475.50 |
10.6% |
30.25 |
0.7% |
87% |
False |
False |
439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,780.75 |
2.618 |
4,669.75 |
1.618 |
4,601.75 |
1.000 |
4,559.75 |
0.618 |
4,533.75 |
HIGH |
4,491.75 |
0.618 |
4,465.75 |
0.500 |
4,457.75 |
0.382 |
4,449.75 |
LOW |
4,423.75 |
0.618 |
4,381.75 |
1.000 |
4,355.75 |
1.618 |
4,313.75 |
2.618 |
4,245.75 |
4.250 |
4,134.75 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,474.00 |
4,467.25 |
PP |
4,466.00 |
4,452.25 |
S1 |
4,457.75 |
4,437.25 |
|