Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,754 |
17,709 |
-45 |
-0.3% |
17,772 |
High |
17,786 |
17,838 |
52 |
0.3% |
18,030 |
Low |
17,608 |
17,603 |
-5 |
0.0% |
17,615 |
Close |
17,712 |
17,826 |
114 |
0.6% |
17,819 |
Range |
178 |
235 |
57 |
32.0% |
415 |
ATR |
161 |
166 |
5 |
3.3% |
0 |
Volume |
136,806 |
119,889 |
-16,917 |
-12.4% |
164,055 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,461 |
18,378 |
17,955 |
|
R3 |
18,226 |
18,143 |
17,891 |
|
R2 |
17,991 |
17,991 |
17,869 |
|
R1 |
17,908 |
17,908 |
17,848 |
17,950 |
PP |
17,756 |
17,756 |
17,756 |
17,776 |
S1 |
17,673 |
17,673 |
17,805 |
17,715 |
S2 |
17,521 |
17,521 |
17,783 |
|
S3 |
17,286 |
17,438 |
17,762 |
|
S4 |
17,051 |
17,203 |
17,697 |
|
|
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 |
17,603 |
427 |
2.4% |
200 |
1.1% |
52% |
False |
True |
83,255 |
10 |
18,080 |
17,603 |
477 |
2.7% |
174 |
1.0% |
47% |
False |
True |
43,040 |
20 |
18,250 |
17,603 |
647 |
3.6% |
153 |
0.9% |
34% |
False |
True |
21,728 |
40 |
18,250 |
17,601 |
649 |
3.6% |
156 |
0.9% |
35% |
False |
False |
10,898 |
60 |
18,250 |
17,410 |
840 |
4.7% |
154 |
0.9% |
50% |
False |
False |
7,270 |
80 |
18,250 |
17,410 |
840 |
4.7% |
134 |
0.8% |
50% |
False |
False |
5,453 |
100 |
18,250 |
16,932 |
1,318 |
7.4% |
112 |
0.6% |
68% |
False |
False |
4,363 |
120 |
18,250 |
16,932 |
1,318 |
7.4% |
101 |
0.6% |
68% |
False |
False |
3,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,837 |
2.618 |
18,453 |
1.618 |
18,218 |
1.000 |
18,073 |
0.618 |
17,983 |
HIGH |
17,838 |
0.618 |
17,748 |
0.500 |
17,721 |
0.382 |
17,693 |
LOW |
17,603 |
0.618 |
17,458 |
1.000 |
17,368 |
1.618 |
17,223 |
2.618 |
16,988 |
4.250 |
16,604 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,791 |
17,813 |
PP |
17,756 |
17,800 |
S1 |
17,721 |
17,787 |
|