Trading Metrics calculated at close of trading on 19-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,454.25 |
4,530.00 |
75.75 |
1.7% |
4,430.00 |
High |
4,535.00 |
4,539.75 |
4.75 |
0.1% |
4,539.75 |
Low |
4,440.00 |
4,496.25 |
56.25 |
1.3% |
4,386.50 |
Close |
4,530.75 |
4,499.75 |
-31.00 |
-0.7% |
4,499.75 |
Range |
95.00 |
43.50 |
-51.50 |
-54.2% |
153.25 |
ATR |
53.67 |
52.94 |
-0.73 |
-1.4% |
0.00 |
Volume |
275,557 |
162,664 |
-112,893 |
-41.0% |
1,147,413 |
|
Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,642.50 |
4,614.50 |
4,523.75 |
|
R3 |
4,599.00 |
4,571.00 |
4,511.75 |
|
R2 |
4,555.50 |
4,555.50 |
4,507.75 |
|
R1 |
4,527.50 |
4,527.50 |
4,503.75 |
4,519.75 |
PP |
4,512.00 |
4,512.00 |
4,512.00 |
4,508.00 |
S1 |
4,484.00 |
4,484.00 |
4,495.75 |
4,476.25 |
S2 |
4,468.50 |
4,468.50 |
4,491.75 |
|
S3 |
4,425.00 |
4,440.50 |
4,487.75 |
|
S4 |
4,381.50 |
4,397.00 |
4,475.75 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,935.00 |
4,870.75 |
4,584.00 |
|
R3 |
4,781.75 |
4,717.50 |
4,542.00 |
|
R2 |
4,628.50 |
4,628.50 |
4,527.75 |
|
R1 |
4,564.25 |
4,564.25 |
4,513.75 |
4,596.50 |
PP |
4,475.25 |
4,475.25 |
4,475.25 |
4,491.50 |
S1 |
4,411.00 |
4,411.00 |
4,485.75 |
4,443.00 |
S2 |
4,322.00 |
4,322.00 |
4,471.75 |
|
S3 |
4,168.75 |
4,257.75 |
4,457.50 |
|
S4 |
4,015.50 |
4,104.50 |
4,415.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,539.75 |
4,386.50 |
153.25 |
3.4% |
59.00 |
1.3% |
74% |
True |
False |
229,482 |
10 |
4,539.75 |
4,382.75 |
157.00 |
3.5% |
55.25 |
1.2% |
75% |
True |
False |
147,116 |
20 |
4,544.00 |
4,382.75 |
161.25 |
3.6% |
52.50 |
1.2% |
73% |
False |
False |
74,148 |
40 |
4,544.00 |
4,340.00 |
204.00 |
4.5% |
50.50 |
1.1% |
78% |
False |
False |
37,112 |
60 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
48.75 |
1.1% |
85% |
False |
False |
24,761 |
80 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
42.75 |
0.9% |
85% |
False |
False |
18,573 |
100 |
4,544.00 |
4,100.00 |
444.00 |
9.9% |
37.00 |
0.8% |
90% |
False |
False |
14,858 |
120 |
4,544.00 |
4,068.50 |
475.50 |
10.6% |
33.00 |
0.7% |
91% |
False |
False |
12,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,724.50 |
2.618 |
4,653.75 |
1.618 |
4,610.25 |
1.000 |
4,583.25 |
0.618 |
4,566.75 |
HIGH |
4,539.75 |
0.618 |
4,523.25 |
0.500 |
4,518.00 |
0.382 |
4,512.75 |
LOW |
4,496.25 |
0.618 |
4,469.25 |
1.000 |
4,452.75 |
1.618 |
4,425.75 |
2.618 |
4,382.25 |
4.250 |
4,311.50 |
|
|
Fisher Pivots for day following 19-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,518.00 |
4,495.00 |
PP |
4,512.00 |
4,490.25 |
S1 |
4,505.75 |
4,485.50 |
|