Trading Metrics calculated at close of trading on 22-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
18,047 |
17,967 |
-80 |
-0.4% |
17,754 |
High |
18,076 |
18,102 |
26 |
0.1% |
18,098 |
Low |
17,907 |
17,966 |
59 |
0.3% |
17,603 |
Close |
17,911 |
18,025 |
114 |
0.6% |
17,911 |
Range |
169 |
136 |
-33 |
-19.5% |
495 |
ATR |
176 |
177 |
1 |
0.6% |
0 |
Volume |
100,120 |
104,874 |
4,754 |
4.7% |
657,299 |
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,439 |
18,368 |
18,100 |
|
R3 |
18,303 |
18,232 |
18,063 |
|
R2 |
18,167 |
18,167 |
18,050 |
|
R1 |
18,096 |
18,096 |
18,038 |
18,132 |
PP |
18,031 |
18,031 |
18,031 |
18,049 |
S1 |
17,960 |
17,960 |
18,013 |
17,996 |
S2 |
17,895 |
17,895 |
18,000 |
|
S3 |
17,759 |
17,824 |
17,988 |
|
S4 |
17,623 |
17,688 |
17,950 |
|
|
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 |
18,102 |
17,603 |
499 |
2.8% |
205 |
1.1% |
85% |
True |
False |
125,073 |
10 |
18,102 |
17,603 |
499 |
2.8% |
190 |
1.1% |
85% |
True |
False |
92,385 |
20 |
18,166 |
17,603 |
563 |
3.1% |
176 |
1.0% |
75% |
False |
False |
46,989 |
40 |
18,250 |
17,601 |
649 |
3.6% |
161 |
0.9% |
65% |
False |
False |
23,533 |
60 |
18,250 |
17,437 |
813 |
4.5% |
158 |
0.9% |
72% |
False |
False |
15,694 |
80 |
18,250 |
17,410 |
840 |
4.7% |
143 |
0.8% |
73% |
False |
False |
11,772 |
100 |
18,250 |
16,932 |
1,318 |
7.3% |
119 |
0.7% |
83% |
False |
False |
9,417 |
120 |
18,250 |
16,932 |
1,318 |
7.3% |
107 |
0.6% |
83% |
False |
False |
7,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,680 |
2.618 |
18,458 |
1.618 |
18,322 |
1.000 |
18,238 |
0.618 |
18,186 |
HIGH |
18,102 |
0.618 |
18,050 |
0.500 |
18,034 |
0.382 |
18,018 |
LOW |
17,966 |
0.618 |
17,882 |
1.000 |
17,830 |
1.618 |
17,746 |
2.618 |
17,610 |
4.250 |
17,388 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
18,034 |
17,997 |
PP |
18,031 |
17,968 |
S1 |
18,028 |
17,940 |
|