Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,452.25 |
4,454.25 |
2.00 |
0.0% |
4,477.00 |
High |
4,476.00 |
4,535.00 |
59.00 |
1.3% |
4,505.75 |
Low |
4,431.25 |
4,440.00 |
8.75 |
0.2% |
4,382.75 |
Close |
4,454.25 |
4,530.75 |
76.50 |
1.7% |
4,447.25 |
Range |
44.75 |
95.00 |
50.25 |
112.3% |
123.00 |
ATR |
50.49 |
53.67 |
3.18 |
6.3% |
0.00 |
Volume |
225,073 |
275,557 |
50,484 |
22.4% |
323,750 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,787.00 |
4,753.75 |
4,583.00 |
|
R3 |
4,692.00 |
4,658.75 |
4,557.00 |
|
R2 |
4,597.00 |
4,597.00 |
4,548.25 |
|
R1 |
4,563.75 |
4,563.75 |
4,539.50 |
4,580.50 |
PP |
4,502.00 |
4,502.00 |
4,502.00 |
4,510.25 |
S1 |
4,468.75 |
4,468.75 |
4,522.00 |
4,485.50 |
S2 |
4,407.00 |
4,407.00 |
4,513.25 |
|
S3 |
4,312.00 |
4,373.75 |
4,504.50 |
|
S4 |
4,217.00 |
4,278.75 |
4,478.50 |
|
|
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 |
4,535.00 |
4,386.50 |
148.50 |
3.3% |
59.25 |
1.3% |
97% |
True |
False |
235,329 |
10 |
4,535.00 |
4,382.75 |
152.25 |
3.4% |
56.50 |
1.2% |
97% |
True |
False |
131,329 |
20 |
4,544.00 |
4,382.75 |
161.25 |
3.6% |
52.75 |
1.2% |
92% |
False |
False |
66,019 |
40 |
4,544.00 |
4,340.00 |
204.00 |
4.5% |
51.00 |
1.1% |
94% |
False |
False |
33,047 |
60 |
4,544.00 |
4,253.50 |
290.50 |
6.4% |
48.75 |
1.1% |
95% |
False |
False |
22,050 |
80 |
4,544.00 |
4,253.50 |
290.50 |
6.4% |
42.25 |
0.9% |
95% |
False |
False |
16,539 |
100 |
4,544.00 |
4,100.00 |
444.00 |
9.8% |
36.75 |
0.8% |
97% |
False |
False |
13,232 |
120 |
4,544.00 |
4,068.50 |
475.50 |
10.5% |
32.75 |
0.7% |
97% |
False |
False |
11,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,938.75 |
2.618 |
4,783.75 |
1.618 |
4,688.75 |
1.000 |
4,630.00 |
0.618 |
4,593.75 |
HIGH |
4,535.00 |
0.618 |
4,498.75 |
0.500 |
4,487.50 |
0.382 |
4,476.25 |
LOW |
4,440.00 |
0.618 |
4,381.25 |
1.000 |
4,345.00 |
1.618 |
4,286.25 |
2.618 |
4,191.25 |
4.250 |
4,036.25 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,516.25 |
4,509.00 |
PP |
4,502.00 |
4,487.25 |
S1 |
4,487.50 |
4,465.50 |
|