Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,967 |
18,044 |
77 |
0.4% |
17,754 |
High |
18,102 |
18,108 |
6 |
0.0% |
18,098 |
Low |
17,966 |
18,024 |
58 |
0.3% |
17,603 |
Close |
18,025 |
18,067 |
42 |
0.2% |
17,911 |
Range |
136 |
84 |
-52 |
-38.2% |
495 |
ATR |
177 |
171 |
-7 |
-3.8% |
0 |
Volume |
104,874 |
77,646 |
-27,228 |
-26.0% |
657,299 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,318 |
18,277 |
18,113 |
|
R3 |
18,234 |
18,193 |
18,090 |
|
R2 |
18,150 |
18,150 |
18,083 |
|
R1 |
18,109 |
18,109 |
18,075 |
18,130 |
PP |
18,066 |
18,066 |
18,066 |
18,077 |
S1 |
18,025 |
18,025 |
18,059 |
18,046 |
S2 |
17,982 |
17,982 |
18,052 |
|
S3 |
17,898 |
17,941 |
18,044 |
|
S4 |
17,814 |
17,857 |
18,021 |
|
|
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 |
18,108 |
17,751 |
357 |
2.0% |
175 |
1.0% |
89% |
True |
False |
116,624 |
10 |
18,108 |
17,603 |
505 |
2.8% |
187 |
1.0% |
92% |
True |
False |
99,940 |
20 |
18,108 |
17,603 |
505 |
2.8% |
166 |
0.9% |
92% |
True |
False |
50,867 |
40 |
18,250 |
17,601 |
649 |
3.6% |
160 |
0.9% |
72% |
False |
False |
25,473 |
60 |
18,250 |
17,437 |
813 |
4.5% |
157 |
0.9% |
77% |
False |
False |
16,988 |
80 |
18,250 |
17,410 |
840 |
4.6% |
143 |
0.8% |
78% |
False |
False |
12,742 |
100 |
18,250 |
17,134 |
1,116 |
6.2% |
120 |
0.7% |
84% |
False |
False |
10,194 |
120 |
18,250 |
16,932 |
1,318 |
7.3% |
107 |
0.6% |
86% |
False |
False |
8,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,465 |
2.618 |
18,328 |
1.618 |
18,244 |
1.000 |
18,192 |
0.618 |
18,160 |
HIGH |
18,108 |
0.618 |
18,076 |
0.500 |
18,066 |
0.382 |
18,056 |
LOW |
18,024 |
0.618 |
17,972 |
1.000 |
17,940 |
1.618 |
17,888 |
2.618 |
17,804 |
4.250 |
17,667 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
18,067 |
18,047 |
PP |
18,066 |
18,027 |
S1 |
18,066 |
18,008 |
|