Trading Metrics calculated at close of trading on 29-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,506.50 |
4,429.75 |
-76.75 |
-1.7% |
4,512.50 |
High |
4,517.00 |
4,451.50 |
-65.50 |
-1.5% |
4,555.25 |
Low |
4,459.75 |
4,368.25 |
-91.50 |
-2.1% |
4,459.75 |
Close |
4,480.50 |
4,378.00 |
-102.50 |
-2.3% |
4,480.50 |
Range |
57.25 |
83.25 |
26.00 |
45.4% |
95.50 |
ATR |
50.57 |
54.98 |
4.41 |
8.7% |
0.00 |
Volume |
226,373 |
334,972 |
108,599 |
48.0% |
841,151 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,649.00 |
4,596.75 |
4,423.75 |
|
R3 |
4,565.75 |
4,513.50 |
4,401.00 |
|
R2 |
4,482.50 |
4,482.50 |
4,393.25 |
|
R1 |
4,430.25 |
4,430.25 |
4,385.75 |
4,414.75 |
PP |
4,399.25 |
4,399.25 |
4,399.25 |
4,391.50 |
S1 |
4,347.00 |
4,347.00 |
4,370.25 |
4,331.50 |
S2 |
4,316.00 |
4,316.00 |
4,362.75 |
|
S3 |
4,232.75 |
4,263.75 |
4,355.00 |
|
S4 |
4,149.50 |
4,180.50 |
4,332.25 |
|
|
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 |
4,368.25 |
187.00 |
4.3% |
51.00 |
1.2% |
5% |
False |
True |
203,817 |
10 |
4,555.25 |
4,368.25 |
187.00 |
4.3% |
54.00 |
1.2% |
5% |
False |
True |
205,883 |
20 |
4,555.25 |
4,368.25 |
187.00 |
4.3% |
52.25 |
1.2% |
5% |
False |
True |
132,860 |
40 |
4,555.25 |
4,340.00 |
215.25 |
4.9% |
49.75 |
1.1% |
18% |
False |
False |
66,503 |
60 |
4,555.25 |
4,263.00 |
292.25 |
6.7% |
49.25 |
1.1% |
39% |
False |
False |
44,360 |
80 |
4,555.25 |
4,253.50 |
301.75 |
6.9% |
46.25 |
1.1% |
41% |
False |
False |
33,274 |
100 |
4,555.25 |
4,180.00 |
375.25 |
8.6% |
38.00 |
0.9% |
53% |
False |
False |
26,620 |
120 |
4,555.25 |
4,068.50 |
486.75 |
11.1% |
34.25 |
0.8% |
64% |
False |
False |
22,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,805.25 |
2.618 |
4,669.50 |
1.618 |
4,586.25 |
1.000 |
4,534.75 |
0.618 |
4,503.00 |
HIGH |
4,451.50 |
0.618 |
4,419.75 |
0.500 |
4,410.00 |
0.382 |
4,400.00 |
LOW |
4,368.25 |
0.618 |
4,316.75 |
1.000 |
4,285.00 |
1.618 |
4,233.50 |
2.618 |
4,150.25 |
4.250 |
4,014.50 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,410.00 |
4,458.00 |
PP |
4,399.25 |
4,431.25 |
S1 |
4,388.50 |
4,404.50 |
|