Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,480.00 |
4,485.00 |
5.00 |
0.1% |
4,477.00 |
High |
4,505.75 |
4,485.00 |
-20.75 |
-0.5% |
4,505.75 |
Low |
4,473.50 |
4,440.50 |
-33.00 |
-0.7% |
4,382.75 |
Close |
4,484.00 |
4,447.25 |
-36.75 |
-0.8% |
4,447.25 |
Range |
32.25 |
44.50 |
12.25 |
38.0% |
123.00 |
ATR |
49.73 |
49.36 |
-0.37 |
-0.8% |
0.00 |
Volume |
93,865 |
191,899 |
98,034 |
104.4% |
323,750 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,591.00 |
4,563.75 |
4,471.75 |
|
R3 |
4,546.50 |
4,519.25 |
4,459.50 |
|
R2 |
4,502.00 |
4,502.00 |
4,455.50 |
|
R1 |
4,474.75 |
4,474.75 |
4,451.25 |
4,466.00 |
PP |
4,457.50 |
4,457.50 |
4,457.50 |
4,453.25 |
S1 |
4,430.25 |
4,430.25 |
4,443.25 |
4,421.50 |
S2 |
4,413.00 |
4,413.00 |
4,439.00 |
|
S3 |
4,368.50 |
4,385.75 |
4,435.00 |
|
S4 |
4,324.00 |
4,341.25 |
4,422.75 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,814.25 |
4,753.75 |
4,515.00 |
|
R3 |
4,691.25 |
4,630.75 |
4,481.00 |
|
R2 |
4,568.25 |
4,568.25 |
4,469.75 |
|
R1 |
4,507.75 |
4,507.75 |
4,458.50 |
4,476.50 |
PP |
4,445.25 |
4,445.25 |
4,445.25 |
4,429.50 |
S1 |
4,384.75 |
4,384.75 |
4,436.00 |
4,353.50 |
S2 |
4,322.25 |
4,322.25 |
4,424.75 |
|
S3 |
4,199.25 |
4,261.75 |
4,413.50 |
|
S4 |
4,076.25 |
4,138.75 |
4,379.50 |
|
|
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 |
2.8% |
51.50 |
1.2% |
52% |
False |
False |
64,750 |
10 |
4,533.50 |
4,382.75 |
150.75 |
3.4% |
50.50 |
1.1% |
43% |
False |
False |
33,424 |
20 |
4,544.00 |
4,382.75 |
161.25 |
3.6% |
47.25 |
1.1% |
40% |
False |
False |
16,801 |
40 |
4,544.00 |
4,321.75 |
222.25 |
5.0% |
50.50 |
1.1% |
56% |
False |
False |
8,432 |
60 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
48.50 |
1.1% |
67% |
False |
False |
5,639 |
80 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
39.25 |
0.9% |
67% |
False |
False |
4,230 |
100 |
4,544.00 |
4,100.00 |
444.00 |
10.0% |
34.25 |
0.8% |
78% |
False |
False |
3,385 |
120 |
4,544.00 |
4,068.50 |
475.50 |
10.7% |
30.75 |
0.7% |
80% |
False |
False |
2,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,674.00 |
2.618 |
4,601.50 |
1.618 |
4,557.00 |
1.000 |
4,529.50 |
0.618 |
4,512.50 |
HIGH |
4,485.00 |
0.618 |
4,468.00 |
0.500 |
4,462.75 |
0.382 |
4,457.50 |
LOW |
4,440.50 |
0.618 |
4,413.00 |
1.000 |
4,396.00 |
1.618 |
4,368.50 |
2.618 |
4,324.00 |
4.250 |
4,251.50 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,462.75 |
4,464.75 |
PP |
4,457.50 |
4,459.00 |
S1 |
4,452.50 |
4,453.00 |
|