Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,427.25 |
4,480.00 |
52.75 |
1.2% |
4,506.75 |
High |
4,491.75 |
4,505.75 |
14.00 |
0.3% |
4,533.50 |
Low |
4,423.75 |
4,473.50 |
49.75 |
1.1% |
4,443.50 |
Close |
4,482.25 |
4,484.00 |
1.75 |
0.0% |
4,475.25 |
Range |
68.00 |
32.25 |
-35.75 |
-52.6% |
90.00 |
ATR |
51.08 |
49.73 |
-1.34 |
-2.6% |
0.00 |
Volume |
25,551 |
93,865 |
68,314 |
267.4% |
10,497 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,584.50 |
4,566.50 |
4,501.75 |
|
R3 |
4,552.25 |
4,534.25 |
4,492.75 |
|
R2 |
4,520.00 |
4,520.00 |
4,490.00 |
|
R1 |
4,502.00 |
4,502.00 |
4,487.00 |
4,511.00 |
PP |
4,487.75 |
4,487.75 |
4,487.75 |
4,492.25 |
S1 |
4,469.75 |
4,469.75 |
4,481.00 |
4,478.75 |
S2 |
4,455.50 |
4,455.50 |
4,478.00 |
|
S3 |
4,423.25 |
4,437.50 |
4,475.25 |
|
S4 |
4,391.00 |
4,405.25 |
4,466.25 |
|
|
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 |
4,505.75 |
4,382.75 |
123.00 |
2.7% |
53.75 |
1.2% |
82% |
True |
False |
27,329 |
10 |
4,538.75 |
4,382.75 |
156.00 |
3.5% |
50.50 |
1.1% |
65% |
False |
False |
14,273 |
20 |
4,544.00 |
4,382.75 |
161.25 |
3.6% |
48.50 |
1.1% |
63% |
False |
False |
7,208 |
40 |
4,544.00 |
4,321.75 |
222.25 |
5.0% |
50.00 |
1.1% |
73% |
False |
False |
3,637 |
60 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
48.00 |
1.1% |
79% |
False |
False |
2,441 |
80 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
38.75 |
0.9% |
79% |
False |
False |
1,831 |
100 |
4,544.00 |
4,100.00 |
444.00 |
9.9% |
34.00 |
0.8% |
86% |
False |
False |
1,466 |
120 |
4,544.00 |
4,068.50 |
475.50 |
10.6% |
30.50 |
0.7% |
87% |
False |
False |
1,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,642.75 |
2.618 |
4,590.25 |
1.618 |
4,558.00 |
1.000 |
4,538.00 |
0.618 |
4,525.75 |
HIGH |
4,505.75 |
0.618 |
4,493.50 |
0.500 |
4,489.50 |
0.382 |
4,485.75 |
LOW |
4,473.50 |
0.618 |
4,453.50 |
1.000 |
4,441.25 |
1.618 |
4,421.25 |
2.618 |
4,389.00 |
4.250 |
4,336.50 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,489.50 |
4,470.75 |
PP |
4,487.75 |
4,457.50 |
S1 |
4,486.00 |
4,444.25 |
|