Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,703 |
17,695 |
-8 |
0.0% |
17,947 |
High |
17,724 |
17,957 |
233 |
1.3% |
18,080 |
Low |
17,615 |
17,690 |
75 |
0.4% |
17,735 |
Close |
17,687 |
17,938 |
251 |
1.4% |
17,764 |
Range |
109 |
267 |
158 |
145.0% |
345 |
ATR |
147 |
156 |
9 |
6.0% |
0 |
Volume |
2,099 |
12,143 |
10,044 |
478.5% |
12,614 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,663 |
18,567 |
18,085 |
|
R3 |
18,396 |
18,300 |
18,012 |
|
R2 |
18,129 |
18,129 |
17,987 |
|
R1 |
18,033 |
18,033 |
17,963 |
18,081 |
PP |
17,862 |
17,862 |
17,862 |
17,886 |
S1 |
17,766 |
17,766 |
17,914 |
17,814 |
S2 |
17,595 |
17,595 |
17,889 |
|
S3 |
17,328 |
17,499 |
17,865 |
|
S4 |
17,061 |
17,232 |
17,791 |
|
|
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 |
18,020 |
17,615 |
405 |
2.3% |
171 |
1.0% |
80% |
False |
False |
4,868 |
10 |
18,080 |
17,615 |
465 |
2.6% |
159 |
0.9% |
69% |
False |
False |
2,987 |
20 |
18,250 |
17,615 |
635 |
3.5% |
140 |
0.8% |
51% |
False |
False |
1,551 |
40 |
18,250 |
17,601 |
649 |
3.6% |
155 |
0.9% |
52% |
False |
False |
797 |
60 |
18,250 |
17,410 |
840 |
4.7% |
153 |
0.9% |
63% |
False |
False |
535 |
80 |
18,250 |
17,410 |
840 |
4.7% |
127 |
0.7% |
63% |
False |
False |
402 |
100 |
18,250 |
16,932 |
1,318 |
7.3% |
105 |
0.6% |
76% |
False |
False |
322 |
120 |
18,250 |
16,932 |
1,318 |
7.3% |
96 |
0.5% |
76% |
False |
False |
268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,092 |
2.618 |
18,656 |
1.618 |
18,389 |
1.000 |
18,224 |
0.618 |
18,122 |
HIGH |
17,957 |
0.618 |
17,855 |
0.500 |
17,824 |
0.382 |
17,792 |
LOW |
17,690 |
0.618 |
17,525 |
1.000 |
17,423 |
1.618 |
17,258 |
2.618 |
16,991 |
4.250 |
16,555 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,900 |
17,887 |
PP |
17,862 |
17,837 |
S1 |
17,824 |
17,786 |
|