Trading Metrics calculated at close of trading on 26-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,520.25 |
4,506.50 |
-13.75 |
-0.3% |
4,512.50 |
High |
4,547.50 |
4,517.00 |
-30.50 |
-0.7% |
4,555.25 |
Low |
4,500.00 |
4,459.75 |
-40.25 |
-0.9% |
4,459.75 |
Close |
4,509.25 |
4,480.50 |
-28.75 |
-0.6% |
4,480.50 |
Range |
47.50 |
57.25 |
9.75 |
20.5% |
95.50 |
ATR |
50.06 |
50.57 |
0.51 |
1.0% |
0.00 |
Volume |
175,329 |
226,373 |
51,044 |
29.1% |
841,151 |
|
Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,657.50 |
4,626.25 |
4,512.00 |
|
R3 |
4,600.25 |
4,569.00 |
4,496.25 |
|
R2 |
4,543.00 |
4,543.00 |
4,491.00 |
|
R1 |
4,511.75 |
4,511.75 |
4,485.75 |
4,498.75 |
PP |
4,485.75 |
4,485.75 |
4,485.75 |
4,479.25 |
S1 |
4,454.50 |
4,454.50 |
4,475.25 |
4,441.50 |
S2 |
4,428.50 |
4,428.50 |
4,470.00 |
|
S3 |
4,371.25 |
4,397.25 |
4,464.75 |
|
S4 |
4,314.00 |
4,340.00 |
4,449.00 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,785.00 |
4,728.25 |
4,533.00 |
|
R3 |
4,689.50 |
4,632.75 |
4,506.75 |
|
R2 |
4,594.00 |
4,594.00 |
4,498.00 |
|
R1 |
4,537.25 |
4,537.25 |
4,489.25 |
4,518.00 |
PP |
4,498.50 |
4,498.50 |
4,498.50 |
4,488.75 |
S1 |
4,441.75 |
4,441.75 |
4,471.75 |
4,422.50 |
S2 |
4,403.00 |
4,403.00 |
4,463.00 |
|
S3 |
4,307.50 |
4,346.25 |
4,454.25 |
|
S4 |
4,212.00 |
4,250.75 |
4,428.00 |
|
|
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 |
4,459.75 |
95.50 |
2.1% |
42.25 |
0.9% |
22% |
False |
True |
168,230 |
10 |
4,555.25 |
4,386.50 |
168.75 |
3.8% |
50.50 |
1.1% |
56% |
False |
False |
198,856 |
20 |
4,555.25 |
4,382.75 |
172.50 |
3.9% |
50.50 |
1.1% |
57% |
False |
False |
116,140 |
40 |
4,555.25 |
4,340.00 |
215.25 |
4.8% |
49.25 |
1.1% |
65% |
False |
False |
58,132 |
60 |
4,555.25 |
4,257.75 |
297.50 |
6.6% |
48.75 |
1.1% |
75% |
False |
False |
38,777 |
80 |
4,555.25 |
4,253.50 |
301.75 |
6.7% |
45.25 |
1.0% |
75% |
False |
False |
29,087 |
100 |
4,555.25 |
4,180.00 |
375.25 |
8.4% |
37.25 |
0.8% |
80% |
False |
False |
23,270 |
120 |
4,555.25 |
4,068.50 |
486.75 |
10.9% |
33.50 |
0.7% |
85% |
False |
False |
19,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,760.25 |
2.618 |
4,667.00 |
1.618 |
4,609.75 |
1.000 |
4,574.25 |
0.618 |
4,552.50 |
HIGH |
4,517.00 |
0.618 |
4,495.25 |
0.500 |
4,488.50 |
0.382 |
4,481.50 |
LOW |
4,459.75 |
0.618 |
4,424.25 |
1.000 |
4,402.50 |
1.618 |
4,367.00 |
2.618 |
4,309.75 |
4.250 |
4,216.50 |
|
|
Fisher Pivots for day following 26-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,488.50 |
4,507.50 |
PP |
4,485.75 |
4,498.50 |
S1 |
4,483.00 |
4,489.50 |
|