Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,695 |
17,916 |
221 |
1.2% |
17,947 |
High |
17,957 |
18,030 |
73 |
0.4% |
18,080 |
Low |
17,690 |
17,913 |
223 |
1.3% |
17,735 |
Close |
17,938 |
17,962 |
24 |
0.1% |
17,764 |
Range |
267 |
117 |
-150 |
-56.2% |
345 |
ATR |
156 |
153 |
-3 |
-1.8% |
0 |
Volume |
12,143 |
28,372 |
16,229 |
133.6% |
12,614 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,319 |
18,258 |
18,026 |
|
R3 |
18,202 |
18,141 |
17,994 |
|
R2 |
18,085 |
18,085 |
17,984 |
|
R1 |
18,024 |
18,024 |
17,973 |
18,055 |
PP |
17,968 |
17,968 |
17,968 |
17,984 |
S1 |
17,907 |
17,907 |
17,951 |
17,938 |
S2 |
17,851 |
17,851 |
17,941 |
|
S3 |
17,734 |
17,790 |
17,930 |
|
S4 |
17,617 |
17,673 |
17,898 |
|
|
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 |
18,030 |
17,615 |
415 |
2.3% |
147 |
0.8% |
84% |
True |
False |
9,811 |
10 |
18,080 |
17,615 |
465 |
2.6% |
162 |
0.9% |
75% |
False |
False |
5,783 |
20 |
18,250 |
17,615 |
635 |
3.5% |
140 |
0.8% |
55% |
False |
False |
2,964 |
40 |
18,250 |
17,601 |
649 |
3.6% |
157 |
0.9% |
56% |
False |
False |
1,506 |
60 |
18,250 |
17,410 |
840 |
4.7% |
150 |
0.8% |
66% |
False |
False |
1,008 |
80 |
18,250 |
17,410 |
840 |
4.7% |
127 |
0.7% |
66% |
False |
False |
756 |
100 |
18,250 |
16,932 |
1,318 |
7.3% |
106 |
0.6% |
78% |
False |
False |
605 |
120 |
18,250 |
16,932 |
1,318 |
7.3% |
97 |
0.5% |
78% |
False |
False |
505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,527 |
2.618 |
18,336 |
1.618 |
18,219 |
1.000 |
18,147 |
0.618 |
18,102 |
HIGH |
18,030 |
0.618 |
17,985 |
0.500 |
17,972 |
0.382 |
17,958 |
LOW |
17,913 |
0.618 |
17,841 |
1.000 |
17,796 |
1.618 |
17,724 |
2.618 |
17,607 |
4.250 |
17,416 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,972 |
17,916 |
PP |
17,968 |
17,869 |
S1 |
17,965 |
17,823 |
|