Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
18,044 |
18,074 |
30 |
0.2% |
17,754 |
High |
18,108 |
18,080 |
-28 |
-0.2% |
18,098 |
Low |
18,024 |
17,878 |
-146 |
-0.8% |
17,603 |
Close |
18,067 |
17,883 |
-184 |
-1.0% |
17,911 |
Range |
84 |
202 |
118 |
140.5% |
495 |
ATR |
171 |
173 |
2 |
1.3% |
0 |
Volume |
77,646 |
123,673 |
46,027 |
59.3% |
657,299 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,553 |
18,420 |
17,994 |
|
R3 |
18,351 |
18,218 |
17,939 |
|
R2 |
18,149 |
18,149 |
17,920 |
|
R1 |
18,016 |
18,016 |
17,902 |
17,982 |
PP |
17,947 |
17,947 |
17,947 |
17,930 |
S1 |
17,814 |
17,814 |
17,865 |
17,780 |
S2 |
17,745 |
17,745 |
17,846 |
|
S3 |
17,543 |
17,612 |
17,828 |
|
S4 |
17,341 |
17,410 |
17,772 |
|
|
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 |
17,777 |
331 |
1.9% |
183 |
1.0% |
32% |
False |
False |
114,517 |
10 |
18,108 |
17,603 |
505 |
2.8% |
181 |
1.0% |
55% |
False |
False |
111,093 |
20 |
18,108 |
17,603 |
505 |
2.8% |
170 |
0.9% |
55% |
False |
False |
57,040 |
40 |
18,250 |
17,601 |
649 |
3.6% |
160 |
0.9% |
43% |
False |
False |
28,565 |
60 |
18,250 |
17,437 |
813 |
4.5% |
157 |
0.9% |
55% |
False |
False |
19,048 |
80 |
18,250 |
17,410 |
840 |
4.7% |
145 |
0.8% |
56% |
False |
False |
14,288 |
100 |
18,250 |
17,402 |
848 |
4.7% |
122 |
0.7% |
57% |
False |
False |
11,431 |
120 |
18,250 |
16,932 |
1,318 |
7.4% |
108 |
0.6% |
72% |
False |
False |
9,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,939 |
2.618 |
18,609 |
1.618 |
18,407 |
1.000 |
18,282 |
0.618 |
18,205 |
HIGH |
18,080 |
0.618 |
18,003 |
0.500 |
17,979 |
0.382 |
17,955 |
LOW |
17,878 |
0.618 |
17,753 |
1.000 |
17,676 |
1.618 |
17,551 |
2.618 |
17,349 |
4.250 |
17,020 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,979 |
17,993 |
PP |
17,947 |
17,956 |
S1 |
17,915 |
17,920 |
|