Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,971 |
17,754 |
-217 |
-1.2% |
17,772 |
High |
17,971 |
17,786 |
-185 |
-1.0% |
18,030 |
Low |
17,770 |
17,608 |
-162 |
-0.9% |
17,615 |
Close |
17,819 |
17,712 |
-107 |
-0.6% |
17,819 |
Range |
201 |
178 |
-23 |
-11.4% |
415 |
ATR |
157 |
161 |
4 |
2.5% |
0 |
Volume |
119,066 |
136,806 |
17,740 |
14.9% |
164,055 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,236 |
18,152 |
17,810 |
|
R3 |
18,058 |
17,974 |
17,761 |
|
R2 |
17,880 |
17,880 |
17,745 |
|
R1 |
17,796 |
17,796 |
17,728 |
17,749 |
PP |
17,702 |
17,702 |
17,702 |
17,679 |
S1 |
17,618 |
17,618 |
17,696 |
17,571 |
S2 |
17,524 |
17,524 |
17,679 |
|
S3 |
17,346 |
17,440 |
17,663 |
|
S4 |
17,168 |
17,262 |
17,614 |
|
|
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 |
17,608 |
422 |
2.4% |
175 |
1.0% |
25% |
False |
True |
59,697 |
10 |
18,080 |
17,608 |
472 |
2.7% |
168 |
0.9% |
22% |
False |
True |
31,099 |
20 |
18,250 |
17,608 |
642 |
3.6% |
146 |
0.8% |
16% |
False |
True |
15,742 |
40 |
18,250 |
17,601 |
649 |
3.7% |
156 |
0.9% |
17% |
False |
False |
7,902 |
60 |
18,250 |
17,410 |
840 |
4.7% |
152 |
0.9% |
36% |
False |
False |
5,272 |
80 |
18,250 |
17,410 |
840 |
4.7% |
131 |
0.7% |
36% |
False |
False |
3,955 |
100 |
18,250 |
16,932 |
1,318 |
7.4% |
110 |
0.6% |
59% |
False |
False |
3,164 |
120 |
18,250 |
16,932 |
1,318 |
7.4% |
99 |
0.6% |
59% |
False |
False |
2,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,543 |
2.618 |
18,252 |
1.618 |
18,074 |
1.000 |
17,964 |
0.618 |
17,896 |
HIGH |
17,786 |
0.618 |
17,718 |
0.500 |
17,697 |
0.382 |
17,676 |
LOW |
17,608 |
0.618 |
17,498 |
1.000 |
17,430 |
1.618 |
17,320 |
2.618 |
17,142 |
4.250 |
16,852 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,707 |
17,819 |
PP |
17,702 |
17,783 |
S1 |
17,697 |
17,748 |
|