Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,430.00 |
4,427.75 |
-2.25 |
-0.1% |
4,477.00 |
High |
4,437.25 |
4,456.50 |
19.25 |
0.4% |
4,505.75 |
Low |
4,386.50 |
4,395.75 |
9.25 |
0.2% |
4,382.75 |
Close |
4,428.00 |
4,451.75 |
23.75 |
0.5% |
4,447.25 |
Range |
50.75 |
60.75 |
10.00 |
19.7% |
123.00 |
ATR |
50.17 |
50.93 |
0.76 |
1.5% |
0.00 |
Volume |
264,706 |
219,413 |
-45,293 |
-17.1% |
323,750 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,617.00 |
4,595.00 |
4,485.25 |
|
R3 |
4,556.25 |
4,534.25 |
4,468.50 |
|
R2 |
4,495.50 |
4,495.50 |
4,463.00 |
|
R1 |
4,473.50 |
4,473.50 |
4,457.25 |
4,484.50 |
PP |
4,434.75 |
4,434.75 |
4,434.75 |
4,440.00 |
S1 |
4,412.75 |
4,412.75 |
4,446.25 |
4,423.75 |
S2 |
4,374.00 |
4,374.00 |
4,440.50 |
|
S3 |
4,313.25 |
4,352.00 |
4,435.00 |
|
S4 |
4,252.50 |
4,291.25 |
4,418.25 |
|
|
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 |
4,386.50 |
119.25 |
2.7% |
51.25 |
1.2% |
55% |
False |
False |
159,086 |
10 |
4,533.50 |
4,382.75 |
150.75 |
3.4% |
51.50 |
1.2% |
46% |
False |
False |
81,633 |
20 |
4,544.00 |
4,382.75 |
161.25 |
3.6% |
49.50 |
1.1% |
43% |
False |
False |
40,995 |
40 |
4,544.00 |
4,340.00 |
204.00 |
4.6% |
49.50 |
1.1% |
55% |
False |
False |
20,533 |
60 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
49.00 |
1.1% |
68% |
False |
False |
13,707 |
80 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
40.75 |
0.9% |
68% |
False |
False |
10,281 |
100 |
4,544.00 |
4,100.00 |
444.00 |
10.0% |
35.25 |
0.8% |
79% |
False |
False |
8,226 |
120 |
4,544.00 |
4,068.50 |
475.50 |
10.7% |
31.75 |
0.7% |
81% |
False |
False |
6,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,714.75 |
2.618 |
4,615.50 |
1.618 |
4,554.75 |
1.000 |
4,517.25 |
0.618 |
4,494.00 |
HIGH |
4,456.50 |
0.618 |
4,433.25 |
0.500 |
4,426.00 |
0.382 |
4,419.00 |
LOW |
4,395.75 |
0.618 |
4,358.25 |
1.000 |
4,335.00 |
1.618 |
4,297.50 |
2.618 |
4,236.75 |
4.250 |
4,137.50 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,443.25 |
4,446.50 |
PP |
4,434.75 |
4,441.00 |
S1 |
4,426.00 |
4,435.75 |
|