Trading Metrics calculated at close of trading on 19-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,832 |
18,047 |
215 |
1.2% |
17,754 |
High |
18,098 |
18,076 |
-22 |
-0.1% |
18,098 |
Low |
17,777 |
17,907 |
130 |
0.7% |
17,603 |
Close |
18,044 |
17,911 |
-133 |
-0.7% |
17,911 |
Range |
321 |
169 |
-152 |
-47.4% |
495 |
ATR |
177 |
176 |
-1 |
-0.3% |
0 |
Volume |
166,272 |
100,120 |
-66,152 |
-39.8% |
657,299 |
|
Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,472 |
18,360 |
18,004 |
|
R3 |
18,303 |
18,191 |
17,958 |
|
R2 |
18,134 |
18,134 |
17,942 |
|
R1 |
18,022 |
18,022 |
17,927 |
17,994 |
PP |
17,965 |
17,965 |
17,965 |
17,950 |
S1 |
17,853 |
17,853 |
17,896 |
17,825 |
S2 |
17,796 |
17,796 |
17,880 |
|
S3 |
17,627 |
17,684 |
17,865 |
|
S4 |
17,458 |
17,515 |
17,818 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,356 |
19,128 |
18,183 |
|
R3 |
18,861 |
18,633 |
18,047 |
|
R2 |
18,366 |
18,366 |
18,002 |
|
R1 |
18,138 |
18,138 |
17,957 |
18,252 |
PP |
17,871 |
17,871 |
17,871 |
17,928 |
S1 |
17,643 |
17,643 |
17,866 |
17,757 |
S2 |
17,376 |
17,376 |
17,820 |
|
S3 |
16,881 |
17,148 |
17,775 |
|
S4 |
16,386 |
16,653 |
17,639 |
|
|
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 |
2.8% |
213 |
1.2% |
62% |
False |
False |
131,459 |
10 |
18,098 |
17,603 |
495 |
2.8% |
187 |
1.0% |
62% |
False |
False |
82,135 |
20 |
18,192 |
17,603 |
589 |
3.3% |
173 |
1.0% |
52% |
False |
False |
41,747 |
40 |
18,250 |
17,601 |
649 |
3.6% |
159 |
0.9% |
48% |
False |
False |
20,911 |
60 |
18,250 |
17,437 |
813 |
4.5% |
157 |
0.9% |
58% |
False |
False |
13,947 |
80 |
18,250 |
17,410 |
840 |
4.7% |
141 |
0.8% |
60% |
False |
False |
10,461 |
100 |
18,250 |
16,932 |
1,318 |
7.4% |
118 |
0.7% |
74% |
False |
False |
8,369 |
120 |
18,250 |
16,932 |
1,318 |
7.4% |
106 |
0.6% |
74% |
False |
False |
6,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,794 |
2.618 |
18,519 |
1.618 |
18,350 |
1.000 |
18,245 |
0.618 |
18,181 |
HIGH |
18,076 |
0.618 |
18,012 |
0.500 |
17,992 |
0.382 |
17,972 |
LOW |
17,907 |
0.618 |
17,803 |
1.000 |
17,738 |
1.618 |
17,634 |
2.618 |
17,465 |
4.250 |
17,189 |
|
|
Fisher Pivots for day following 19-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,992 |
17,925 |
PP |
17,965 |
17,920 |
S1 |
17,938 |
17,916 |
|