Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,709 |
17,835 |
126 |
0.7% |
17,772 |
High |
17,838 |
17,914 |
76 |
0.4% |
18,030 |
Low |
17,603 |
17,751 |
148 |
0.8% |
17,615 |
Close |
17,826 |
17,826 |
0 |
0.0% |
17,819 |
Range |
235 |
163 |
-72 |
-30.6% |
415 |
ATR |
166 |
166 |
0 |
-0.1% |
0 |
Volume |
119,889 |
134,212 |
14,323 |
11.9% |
164,055 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,319 |
18,236 |
17,916 |
|
R3 |
18,156 |
18,073 |
17,871 |
|
R2 |
17,993 |
17,993 |
17,856 |
|
R1 |
17,910 |
17,910 |
17,841 |
17,870 |
PP |
17,830 |
17,830 |
17,830 |
17,811 |
S1 |
17,747 |
17,747 |
17,811 |
17,707 |
S2 |
17,667 |
17,667 |
17,796 |
|
S3 |
17,504 |
17,584 |
17,781 |
|
S4 |
17,341 |
17,421 |
17,736 |
|
|
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% |
179 |
1.0% |
52% |
False |
False |
107,669 |
10 |
18,030 |
17,603 |
427 |
2.4% |
175 |
1.0% |
52% |
False |
False |
56,268 |
20 |
18,234 |
17,603 |
631 |
3.5% |
156 |
0.9% |
35% |
False |
False |
28,436 |
40 |
18,250 |
17,601 |
649 |
3.6% |
156 |
0.9% |
35% |
False |
False |
14,253 |
60 |
18,250 |
17,410 |
840 |
4.7% |
155 |
0.9% |
50% |
False |
False |
9,507 |
80 |
18,250 |
17,410 |
840 |
4.7% |
136 |
0.8% |
50% |
False |
False |
7,131 |
100 |
18,250 |
16,932 |
1,318 |
7.4% |
114 |
0.6% |
68% |
False |
False |
5,705 |
120 |
18,250 |
16,932 |
1,318 |
7.4% |
102 |
0.6% |
68% |
False |
False |
4,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,607 |
2.618 |
18,341 |
1.618 |
18,178 |
1.000 |
18,077 |
0.618 |
18,015 |
HIGH |
17,914 |
0.618 |
17,852 |
0.500 |
17,833 |
0.382 |
17,813 |
LOW |
17,751 |
0.618 |
17,650 |
1.000 |
17,588 |
1.618 |
17,487 |
2.618 |
17,324 |
4.250 |
17,058 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,833 |
17,804 |
PP |
17,830 |
17,781 |
S1 |
17,828 |
17,759 |
|