Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,485.00 |
4,430.00 |
-55.00 |
-1.2% |
4,477.00 |
High |
4,485.00 |
4,437.25 |
-47.75 |
-1.1% |
4,505.75 |
Low |
4,440.50 |
4,386.50 |
-54.00 |
-1.2% |
4,382.75 |
Close |
4,447.25 |
4,428.00 |
-19.25 |
-0.4% |
4,447.25 |
Range |
44.50 |
50.75 |
6.25 |
14.0% |
123.00 |
ATR |
49.36 |
50.17 |
0.81 |
1.6% |
0.00 |
Volume |
191,899 |
264,706 |
72,807 |
37.9% |
323,750 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,569.50 |
4,549.50 |
4,456.00 |
|
R3 |
4,518.75 |
4,498.75 |
4,442.00 |
|
R2 |
4,468.00 |
4,468.00 |
4,437.25 |
|
R1 |
4,448.00 |
4,448.00 |
4,432.75 |
4,432.50 |
PP |
4,417.25 |
4,417.25 |
4,417.25 |
4,409.50 |
S1 |
4,397.25 |
4,397.25 |
4,423.25 |
4,382.00 |
S2 |
4,366.50 |
4,366.50 |
4,418.75 |
|
S3 |
4,315.75 |
4,346.50 |
4,414.00 |
|
S4 |
4,265.00 |
4,295.75 |
4,400.00 |
|
|
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% |
49.50 |
1.1% |
37% |
False |
False |
116,703 |
10 |
4,533.50 |
4,382.75 |
150.75 |
3.4% |
50.50 |
1.1% |
30% |
False |
False |
59,837 |
20 |
4,544.00 |
4,382.75 |
161.25 |
3.6% |
48.50 |
1.1% |
28% |
False |
False |
30,029 |
40 |
4,544.00 |
4,340.00 |
204.00 |
4.6% |
49.50 |
1.1% |
43% |
False |
False |
15,049 |
60 |
4,544.00 |
4,253.50 |
290.50 |
6.6% |
48.50 |
1.1% |
60% |
False |
False |
10,050 |
80 |
4,544.00 |
4,253.50 |
290.50 |
6.6% |
40.00 |
0.9% |
60% |
False |
False |
7,539 |
100 |
4,544.00 |
4,100.00 |
444.00 |
10.0% |
34.75 |
0.8% |
74% |
False |
False |
6,032 |
120 |
4,544.00 |
4,068.50 |
475.50 |
10.7% |
31.25 |
0.7% |
76% |
False |
False |
5,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,653.00 |
2.618 |
4,570.00 |
1.618 |
4,519.25 |
1.000 |
4,488.00 |
0.618 |
4,468.50 |
HIGH |
4,437.25 |
0.618 |
4,417.75 |
0.500 |
4,412.00 |
0.382 |
4,406.00 |
LOW |
4,386.50 |
0.618 |
4,355.25 |
1.000 |
4,335.75 |
1.618 |
4,304.50 |
2.618 |
4,253.75 |
4.250 |
4,170.75 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,422.50 |
4,446.00 |
PP |
4,417.25 |
4,440.00 |
S1 |
4,412.00 |
4,434.00 |
|