Trading Metrics calculated at close of trading on 30-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
4,429.75 |
4,386.25 |
-43.50 |
-1.0% |
4,512.50 |
High |
4,451.50 |
4,412.25 |
-39.25 |
-0.9% |
4,555.25 |
Low |
4,368.25 |
4,372.00 |
3.75 |
0.1% |
4,459.75 |
Close |
4,378.00 |
4,390.25 |
12.25 |
0.3% |
4,480.50 |
Range |
83.25 |
40.25 |
-43.00 |
-51.7% |
95.50 |
ATR |
54.98 |
53.93 |
-1.05 |
-1.9% |
0.00 |
Volume |
334,972 |
304,509 |
-30,463 |
-9.1% |
841,151 |
|
Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,512.25 |
4,491.50 |
4,412.50 |
|
R3 |
4,472.00 |
4,451.25 |
4,401.25 |
|
R2 |
4,431.75 |
4,431.75 |
4,397.75 |
|
R1 |
4,411.00 |
4,411.00 |
4,394.00 |
4,421.50 |
PP |
4,391.50 |
4,391.50 |
4,391.50 |
4,396.75 |
S1 |
4,370.75 |
4,370.75 |
4,386.50 |
4,381.00 |
S2 |
4,351.25 |
4,351.25 |
4,382.75 |
|
S3 |
4,311.00 |
4,330.50 |
4,379.25 |
|
S4 |
4,270.75 |
4,290.25 |
4,368.00 |
|
|
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 |
4,368.25 |
187.00 |
4.3% |
53.75 |
1.2% |
12% |
False |
False |
241,325 |
10 |
4,555.25 |
4,368.25 |
187.00 |
4.3% |
51.75 |
1.2% |
12% |
False |
False |
214,392 |
20 |
4,555.25 |
4,368.25 |
187.00 |
4.3% |
51.75 |
1.2% |
12% |
False |
False |
148,012 |
40 |
4,555.25 |
4,340.00 |
215.25 |
4.9% |
49.75 |
1.1% |
23% |
False |
False |
74,114 |
60 |
4,555.25 |
4,321.75 |
233.50 |
5.3% |
48.50 |
1.1% |
29% |
False |
False |
49,435 |
80 |
4,555.25 |
4,253.50 |
301.75 |
6.9% |
46.50 |
1.1% |
45% |
False |
False |
37,080 |
100 |
4,555.25 |
4,201.00 |
354.25 |
8.1% |
38.25 |
0.9% |
53% |
False |
False |
29,665 |
120 |
4,555.25 |
4,068.50 |
486.75 |
11.1% |
34.50 |
0.8% |
66% |
False |
False |
24,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,583.25 |
2.618 |
4,517.50 |
1.618 |
4,477.25 |
1.000 |
4,452.50 |
0.618 |
4,437.00 |
HIGH |
4,412.25 |
0.618 |
4,396.75 |
0.500 |
4,392.00 |
0.382 |
4,387.50 |
LOW |
4,372.00 |
0.618 |
4,347.25 |
1.000 |
4,331.75 |
1.618 |
4,307.00 |
2.618 |
4,266.75 |
4.250 |
4,201.00 |
|
|
Fisher Pivots for day following 30-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
4,392.00 |
4,442.50 |
PP |
4,391.50 |
4,425.25 |
S1 |
4,391.00 |
4,407.75 |
|