Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,916 |
17,971 |
55 |
0.3% |
17,772 |
High |
18,030 |
17,971 |
-59 |
-0.3% |
18,030 |
Low |
17,913 |
17,770 |
-143 |
-0.8% |
17,615 |
Close |
17,962 |
17,819 |
-143 |
-0.8% |
17,819 |
Range |
117 |
201 |
84 |
71.8% |
415 |
ATR |
153 |
157 |
3 |
2.2% |
0 |
Volume |
28,372 |
119,066 |
90,694 |
319.7% |
164,055 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,456 |
18,339 |
17,930 |
|
R3 |
18,255 |
18,138 |
17,874 |
|
R2 |
18,054 |
18,054 |
17,856 |
|
R1 |
17,937 |
17,937 |
17,838 |
17,895 |
PP |
17,853 |
17,853 |
17,853 |
17,833 |
S1 |
17,736 |
17,736 |
17,801 |
17,694 |
S2 |
17,652 |
17,652 |
17,782 |
|
S3 |
17,451 |
17,535 |
17,764 |
|
S4 |
17,250 |
17,334 |
17,709 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,066 |
18,858 |
18,047 |
|
R3 |
18,651 |
18,443 |
17,933 |
|
R2 |
18,236 |
18,236 |
17,895 |
|
R1 |
18,028 |
18,028 |
17,857 |
18,132 |
PP |
17,821 |
17,821 |
17,821 |
17,874 |
S1 |
17,613 |
17,613 |
17,781 |
17,717 |
S2 |
17,406 |
17,406 |
17,743 |
|
S3 |
16,991 |
17,198 |
17,705 |
|
S4 |
16,576 |
16,783 |
17,591 |
|
|
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% |
160 |
0.9% |
49% |
False |
False |
32,811 |
10 |
18,080 |
17,615 |
465 |
2.6% |
163 |
0.9% |
44% |
False |
False |
17,666 |
20 |
18,250 |
17,615 |
635 |
3.6% |
140 |
0.8% |
32% |
False |
False |
8,913 |
40 |
18,250 |
17,601 |
649 |
3.6% |
160 |
0.9% |
34% |
False |
False |
4,482 |
60 |
18,250 |
17,410 |
840 |
4.7% |
152 |
0.9% |
49% |
False |
False |
2,992 |
80 |
18,250 |
17,410 |
840 |
4.7% |
129 |
0.7% |
49% |
False |
False |
2,245 |
100 |
18,250 |
16,932 |
1,318 |
7.4% |
108 |
0.6% |
67% |
False |
False |
1,796 |
120 |
18,250 |
16,932 |
1,318 |
7.4% |
98 |
0.5% |
67% |
False |
False |
1,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,825 |
2.618 |
18,497 |
1.618 |
18,296 |
1.000 |
18,172 |
0.618 |
18,095 |
HIGH |
17,971 |
0.618 |
17,894 |
0.500 |
17,871 |
0.382 |
17,847 |
LOW |
17,770 |
0.618 |
17,646 |
1.000 |
17,569 |
1.618 |
17,445 |
2.618 |
17,244 |
4.250 |
16,916 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,871 |
17,860 |
PP |
17,853 |
17,846 |
S1 |
17,836 |
17,833 |
|