Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,772 |
17,703 |
-69 |
-0.4% |
17,947 |
High |
17,780 |
17,724 |
-56 |
-0.3% |
18,080 |
Low |
17,673 |
17,615 |
-58 |
-0.3% |
17,735 |
Close |
17,689 |
17,687 |
-2 |
0.0% |
17,764 |
Range |
107 |
109 |
2 |
1.9% |
345 |
ATR |
150 |
147 |
-3 |
-2.0% |
0 |
Volume |
2,375 |
2,099 |
-276 |
-11.6% |
12,614 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,002 |
17,954 |
17,747 |
|
R3 |
17,893 |
17,845 |
17,717 |
|
R2 |
17,784 |
17,784 |
17,707 |
|
R1 |
17,736 |
17,736 |
17,697 |
17,706 |
PP |
17,675 |
17,675 |
17,675 |
17,660 |
S1 |
17,627 |
17,627 |
17,677 |
17,597 |
S2 |
17,566 |
17,566 |
17,667 |
|
S3 |
17,457 |
17,518 |
17,657 |
|
S4 |
17,348 |
17,409 |
17,627 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,895 |
18,674 |
17,954 |
|
R3 |
18,550 |
18,329 |
17,859 |
|
R2 |
18,205 |
18,205 |
17,827 |
|
R1 |
17,984 |
17,984 |
17,796 |
17,922 |
PP |
17,860 |
17,860 |
17,860 |
17,829 |
S1 |
17,639 |
17,639 |
17,733 |
17,577 |
S2 |
17,515 |
17,515 |
17,701 |
|
S3 |
17,170 |
17,294 |
17,669 |
|
S4 |
16,825 |
16,949 |
17,574 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,080 |
17,615 |
465 |
2.6% |
149 |
0.8% |
15% |
False |
True |
2,826 |
10 |
18,080 |
17,615 |
465 |
2.6% |
145 |
0.8% |
15% |
False |
True |
1,794 |
20 |
18,250 |
17,615 |
635 |
3.6% |
136 |
0.8% |
11% |
False |
True |
947 |
40 |
18,250 |
17,601 |
649 |
3.7% |
152 |
0.9% |
13% |
False |
False |
494 |
60 |
18,250 |
17,410 |
840 |
4.7% |
150 |
0.8% |
33% |
False |
False |
333 |
80 |
18,250 |
17,410 |
840 |
4.7% |
124 |
0.7% |
33% |
False |
False |
250 |
100 |
18,250 |
16,932 |
1,318 |
7.5% |
105 |
0.6% |
57% |
False |
False |
200 |
120 |
18,250 |
16,932 |
1,318 |
7.5% |
94 |
0.5% |
57% |
False |
False |
167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,187 |
2.618 |
18,009 |
1.618 |
17,900 |
1.000 |
17,833 |
0.618 |
17,791 |
HIGH |
17,724 |
0.618 |
17,682 |
0.500 |
17,670 |
0.382 |
17,657 |
LOW |
17,615 |
0.618 |
17,548 |
1.000 |
17,506 |
1.618 |
17,439 |
2.618 |
17,330 |
4.250 |
17,152 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,681 |
17,743 |
PP |
17,675 |
17,724 |
S1 |
17,670 |
17,706 |
|