Trading Metrics calculated at close of trading on 25-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,543.50 |
4,520.25 |
-23.25 |
-0.5% |
4,430.00 |
High |
4,555.25 |
4,547.50 |
-7.75 |
-0.2% |
4,539.75 |
Low |
4,514.50 |
4,500.00 |
-14.50 |
-0.3% |
4,386.50 |
Close |
4,515.75 |
4,509.25 |
-6.50 |
-0.1% |
4,499.75 |
Range |
40.75 |
47.50 |
6.75 |
16.6% |
153.25 |
ATR |
50.26 |
50.06 |
-0.20 |
-0.4% |
0.00 |
Volume |
165,445 |
175,329 |
9,884 |
6.0% |
1,147,413 |
|
Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,661.50 |
4,632.75 |
4,535.50 |
|
R3 |
4,614.00 |
4,585.25 |
4,522.25 |
|
R2 |
4,566.50 |
4,566.50 |
4,518.00 |
|
R1 |
4,537.75 |
4,537.75 |
4,513.50 |
4,528.50 |
PP |
4,519.00 |
4,519.00 |
4,519.00 |
4,514.25 |
S1 |
4,490.25 |
4,490.25 |
4,505.00 |
4,481.00 |
S2 |
4,471.50 |
4,471.50 |
4,500.50 |
|
S3 |
4,424.00 |
4,442.75 |
4,496.25 |
|
S4 |
4,376.50 |
4,395.25 |
4,483.00 |
|
|
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 |
4,555.25 |
4,496.25 |
59.00 |
1.3% |
39.50 |
0.9% |
22% |
False |
False |
155,488 |
10 |
4,555.25 |
4,386.50 |
168.75 |
3.7% |
49.25 |
1.1% |
73% |
False |
False |
195,409 |
20 |
4,555.25 |
4,382.75 |
172.50 |
3.8% |
50.00 |
1.1% |
73% |
False |
False |
104,841 |
40 |
4,555.25 |
4,340.00 |
215.25 |
4.8% |
50.00 |
1.1% |
79% |
False |
False |
52,476 |
60 |
4,555.25 |
4,257.75 |
297.50 |
6.6% |
48.25 |
1.1% |
85% |
False |
False |
35,006 |
80 |
4,555.25 |
4,253.50 |
301.75 |
6.7% |
44.50 |
1.0% |
85% |
False |
False |
26,257 |
100 |
4,555.25 |
4,180.00 |
375.25 |
8.3% |
36.75 |
0.8% |
88% |
False |
False |
21,006 |
120 |
4,555.25 |
4,068.50 |
486.75 |
10.8% |
33.25 |
0.7% |
91% |
False |
False |
17,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,749.50 |
2.618 |
4,671.75 |
1.618 |
4,624.25 |
1.000 |
4,595.00 |
0.618 |
4,576.75 |
HIGH |
4,547.50 |
0.618 |
4,529.25 |
0.500 |
4,523.75 |
0.382 |
4,518.25 |
LOW |
4,500.00 |
0.618 |
4,470.75 |
1.000 |
4,452.50 |
1.618 |
4,423.25 |
2.618 |
4,375.75 |
4.250 |
4,298.00 |
|
|
Fisher Pivots for day following 25-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,523.75 |
4,527.50 |
PP |
4,519.00 |
4,521.50 |
S1 |
4,514.00 |
4,515.50 |
|