Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,835 |
17,832 |
-3 |
0.0% |
17,772 |
High |
17,914 |
18,098 |
184 |
1.0% |
18,030 |
Low |
17,751 |
17,777 |
26 |
0.1% |
17,615 |
Close |
17,826 |
18,044 |
218 |
1.2% |
17,819 |
Range |
163 |
321 |
158 |
96.9% |
415 |
ATR |
166 |
177 |
11 |
6.7% |
0 |
Volume |
134,212 |
166,272 |
32,060 |
23.9% |
164,055 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,936 |
18,811 |
18,221 |
|
R3 |
18,615 |
18,490 |
18,132 |
|
R2 |
18,294 |
18,294 |
18,103 |
|
R1 |
18,169 |
18,169 |
18,074 |
18,232 |
PP |
17,973 |
17,973 |
17,973 |
18,004 |
S1 |
17,848 |
17,848 |
18,015 |
17,911 |
S2 |
17,652 |
17,652 |
17,985 |
|
S3 |
17,331 |
17,527 |
17,956 |
|
S4 |
17,010 |
17,206 |
17,868 |
|
|
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 |
18,098 |
17,603 |
495 |
2.7% |
220 |
1.2% |
89% |
True |
False |
135,249 |
10 |
18,098 |
17,603 |
495 |
2.7% |
183 |
1.0% |
89% |
True |
False |
72,530 |
20 |
18,200 |
17,603 |
597 |
3.3% |
168 |
0.9% |
74% |
False |
False |
36,744 |
40 |
18,250 |
17,601 |
649 |
3.6% |
160 |
0.9% |
68% |
False |
False |
18,409 |
60 |
18,250 |
17,410 |
840 |
4.7% |
156 |
0.9% |
75% |
False |
False |
12,278 |
80 |
18,250 |
17,410 |
840 |
4.7% |
139 |
0.8% |
75% |
False |
False |
9,209 |
100 |
18,250 |
16,932 |
1,318 |
7.3% |
117 |
0.6% |
84% |
False |
False |
7,368 |
120 |
18,250 |
16,932 |
1,318 |
7.3% |
105 |
0.6% |
84% |
False |
False |
6,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,462 |
2.618 |
18,939 |
1.618 |
18,618 |
1.000 |
18,419 |
0.618 |
18,297 |
HIGH |
18,098 |
0.618 |
17,976 |
0.500 |
17,938 |
0.382 |
17,900 |
LOW |
17,777 |
0.618 |
17,579 |
1.000 |
17,456 |
1.618 |
17,258 |
2.618 |
16,937 |
4.250 |
16,413 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
18,009 |
17,980 |
PP |
17,973 |
17,915 |
S1 |
17,938 |
17,851 |
|