Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,512.50 |
4,538.75 |
26.25 |
0.6% |
4,430.00 |
High |
4,552.25 |
4,548.75 |
-3.50 |
-0.1% |
4,539.75 |
Low |
4,512.25 |
4,522.75 |
10.50 |
0.2% |
4,386.50 |
Close |
4,532.75 |
4,541.25 |
8.50 |
0.2% |
4,499.75 |
Range |
40.00 |
26.00 |
-14.00 |
-35.0% |
153.25 |
ATR |
52.91 |
50.99 |
-1.92 |
-3.6% |
0.00 |
Volume |
157,035 |
116,969 |
-40,066 |
-25.5% |
1,147,413 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,615.50 |
4,604.50 |
4,555.50 |
|
R3 |
4,589.50 |
4,578.50 |
4,548.50 |
|
R2 |
4,563.50 |
4,563.50 |
4,546.00 |
|
R1 |
4,552.50 |
4,552.50 |
4,543.75 |
4,558.00 |
PP |
4,537.50 |
4,537.50 |
4,537.50 |
4,540.50 |
S1 |
4,526.50 |
4,526.50 |
4,538.75 |
4,532.00 |
S2 |
4,511.50 |
4,511.50 |
4,536.50 |
|
S3 |
4,485.50 |
4,500.50 |
4,534.00 |
|
S4 |
4,459.50 |
4,474.50 |
4,527.00 |
|
|
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 |
4,431.25 |
121.00 |
2.7% |
49.75 |
1.1% |
91% |
False |
False |
187,459 |
10 |
4,552.25 |
4,386.50 |
165.75 |
3.6% |
50.50 |
1.1% |
93% |
False |
False |
173,273 |
20 |
4,552.25 |
4,382.75 |
169.50 |
3.7% |
50.75 |
1.1% |
94% |
False |
False |
87,839 |
40 |
4,552.25 |
4,340.00 |
212.25 |
4.7% |
50.25 |
1.1% |
95% |
False |
False |
43,960 |
60 |
4,552.25 |
4,253.50 |
298.75 |
6.6% |
48.75 |
1.1% |
96% |
False |
False |
29,327 |
80 |
4,552.25 |
4,253.50 |
298.75 |
6.6% |
43.50 |
1.0% |
96% |
False |
False |
21,998 |
100 |
4,552.25 |
4,125.00 |
427.25 |
9.4% |
36.75 |
0.8% |
97% |
False |
False |
17,598 |
120 |
4,552.25 |
4,068.50 |
483.75 |
10.7% |
33.00 |
0.7% |
98% |
False |
False |
14,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,659.25 |
2.618 |
4,616.75 |
1.618 |
4,590.75 |
1.000 |
4,574.75 |
0.618 |
4,564.75 |
HIGH |
4,548.75 |
0.618 |
4,538.75 |
0.500 |
4,535.75 |
0.382 |
4,532.75 |
LOW |
4,522.75 |
0.618 |
4,506.75 |
1.000 |
4,496.75 |
1.618 |
4,480.75 |
2.618 |
4,454.75 |
4.250 |
4,412.25 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,539.50 |
4,535.50 |
PP |
4,537.50 |
4,530.00 |
S1 |
4,535.75 |
4,524.25 |
|