Trading Metrics calculated at close of trading on 22-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,530.00 |
4,512.50 |
-17.50 |
-0.4% |
4,430.00 |
High |
4,539.75 |
4,552.25 |
12.50 |
0.3% |
4,539.75 |
Low |
4,496.25 |
4,512.25 |
16.00 |
0.4% |
4,386.50 |
Close |
4,499.75 |
4,532.75 |
33.00 |
0.7% |
4,499.75 |
Range |
43.50 |
40.00 |
-3.50 |
-8.0% |
153.25 |
ATR |
52.94 |
52.91 |
-0.03 |
-0.1% |
0.00 |
Volume |
162,664 |
157,035 |
-5,629 |
-3.5% |
1,147,413 |
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,652.50 |
4,632.50 |
4,554.75 |
|
R3 |
4,612.50 |
4,592.50 |
4,543.75 |
|
R2 |
4,572.50 |
4,572.50 |
4,540.00 |
|
R1 |
4,552.50 |
4,552.50 |
4,536.50 |
4,562.50 |
PP |
4,532.50 |
4,532.50 |
4,532.50 |
4,537.50 |
S1 |
4,512.50 |
4,512.50 |
4,529.00 |
4,522.50 |
S2 |
4,492.50 |
4,492.50 |
4,525.50 |
|
S3 |
4,452.50 |
4,472.50 |
4,521.75 |
|
S4 |
4,412.50 |
4,432.50 |
4,510.75 |
|
|
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 |
4,552.25 |
4,395.75 |
156.50 |
3.5% |
56.75 |
1.3% |
88% |
True |
False |
207,948 |
10 |
4,552.25 |
4,382.75 |
169.50 |
3.7% |
53.00 |
1.2% |
88% |
True |
False |
162,326 |
20 |
4,552.25 |
4,382.75 |
169.50 |
3.7% |
53.50 |
1.2% |
88% |
True |
False |
81,996 |
40 |
4,552.25 |
4,340.00 |
212.25 |
4.7% |
50.50 |
1.1% |
91% |
True |
False |
41,036 |
60 |
4,552.25 |
4,253.50 |
298.75 |
6.6% |
49.00 |
1.1% |
93% |
True |
False |
27,378 |
80 |
4,552.25 |
4,253.50 |
298.75 |
6.6% |
43.25 |
1.0% |
93% |
True |
False |
20,535 |
100 |
4,552.25 |
4,122.75 |
429.50 |
9.5% |
36.75 |
0.8% |
95% |
True |
False |
16,429 |
120 |
4,552.25 |
4,068.50 |
483.75 |
10.7% |
33.00 |
0.7% |
96% |
True |
False |
13,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,722.25 |
2.618 |
4,657.00 |
1.618 |
4,617.00 |
1.000 |
4,592.25 |
0.618 |
4,577.00 |
HIGH |
4,552.25 |
0.618 |
4,537.00 |
0.500 |
4,532.25 |
0.382 |
4,527.50 |
LOW |
4,512.25 |
0.618 |
4,487.50 |
1.000 |
4,472.25 |
1.618 |
4,447.50 |
2.618 |
4,407.50 |
4.250 |
4,342.25 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,532.50 |
4,520.50 |
PP |
4,532.50 |
4,508.25 |
S1 |
4,532.25 |
4,496.00 |
|