Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,538.75 |
4,543.50 |
4.75 |
0.1% |
4,430.00 |
High |
4,548.75 |
4,555.25 |
6.50 |
0.1% |
4,539.75 |
Low |
4,522.75 |
4,514.50 |
-8.25 |
-0.2% |
4,386.50 |
Close |
4,541.25 |
4,515.75 |
-25.50 |
-0.6% |
4,499.75 |
Range |
26.00 |
40.75 |
14.75 |
56.7% |
153.25 |
ATR |
50.99 |
50.26 |
-0.73 |
-1.4% |
0.00 |
Volume |
116,969 |
165,445 |
48,476 |
41.4% |
1,147,413 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,650.75 |
4,624.00 |
4,538.25 |
|
R3 |
4,610.00 |
4,583.25 |
4,527.00 |
|
R2 |
4,569.25 |
4,569.25 |
4,523.25 |
|
R1 |
4,542.50 |
4,542.50 |
4,519.50 |
4,535.50 |
PP |
4,528.50 |
4,528.50 |
4,528.50 |
4,525.00 |
S1 |
4,501.75 |
4,501.75 |
4,512.00 |
4,494.75 |
S2 |
4,487.75 |
4,487.75 |
4,508.25 |
|
S3 |
4,447.00 |
4,461.00 |
4,504.50 |
|
S4 |
4,406.25 |
4,420.25 |
4,493.25 |
|
|
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 |
4,555.25 |
4,440.00 |
115.25 |
2.6% |
49.00 |
1.1% |
66% |
True |
False |
175,534 |
10 |
4,555.25 |
4,386.50 |
168.75 |
3.7% |
47.75 |
1.1% |
77% |
True |
False |
187,262 |
20 |
4,555.25 |
4,382.75 |
172.50 |
3.8% |
49.00 |
1.1% |
77% |
True |
False |
96,096 |
40 |
4,555.25 |
4,340.00 |
215.25 |
4.8% |
50.00 |
1.1% |
82% |
True |
False |
48,094 |
60 |
4,555.25 |
4,253.50 |
301.75 |
6.7% |
48.50 |
1.1% |
87% |
True |
False |
32,084 |
80 |
4,555.25 |
4,253.50 |
301.75 |
6.7% |
44.00 |
1.0% |
87% |
True |
False |
24,066 |
100 |
4,555.25 |
4,160.50 |
394.75 |
8.7% |
36.50 |
0.8% |
90% |
True |
False |
19,253 |
120 |
4,555.25 |
4,068.50 |
486.75 |
10.8% |
33.50 |
0.7% |
92% |
True |
False |
16,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,728.50 |
2.618 |
4,662.00 |
1.618 |
4,621.25 |
1.000 |
4,596.00 |
0.618 |
4,580.50 |
HIGH |
4,555.25 |
0.618 |
4,539.75 |
0.500 |
4,535.00 |
0.382 |
4,530.00 |
LOW |
4,514.50 |
0.618 |
4,489.25 |
1.000 |
4,473.75 |
1.618 |
4,448.50 |
2.618 |
4,407.75 |
4.250 |
4,341.25 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,535.00 |
4,533.75 |
PP |
4,528.50 |
4,527.75 |
S1 |
4,522.00 |
4,521.75 |
|