Trading Metrics calculated at close of trading on 29-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,833 |
17,689 |
-144 |
-0.8% |
17,967 |
High |
17,924 |
17,757 |
-167 |
-0.9% |
18,108 |
Low |
17,787 |
17,492 |
-295 |
-1.7% |
17,787 |
Close |
17,873 |
17,520 |
-353 |
-2.0% |
17,873 |
Range |
137 |
265 |
128 |
93.4% |
321 |
ATR |
172 |
187 |
15 |
8.7% |
0 |
Volume |
124,413 |
225,524 |
101,111 |
81.3% |
556,553 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,385 |
18,217 |
17,666 |
|
R3 |
18,120 |
17,952 |
17,593 |
|
R2 |
17,855 |
17,855 |
17,569 |
|
R1 |
17,687 |
17,687 |
17,544 |
17,639 |
PP |
17,590 |
17,590 |
17,590 |
17,565 |
S1 |
17,422 |
17,422 |
17,496 |
17,374 |
S2 |
17,325 |
17,325 |
17,472 |
|
S3 |
17,060 |
17,157 |
17,447 |
|
S4 |
16,795 |
16,892 |
17,374 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,886 |
18,700 |
18,050 |
|
R3 |
18,565 |
18,379 |
17,961 |
|
R2 |
18,244 |
18,244 |
17,932 |
|
R1 |
18,058 |
18,058 |
17,903 |
17,991 |
PP |
17,923 |
17,923 |
17,923 |
17,889 |
S1 |
17,737 |
17,737 |
17,844 |
17,670 |
S2 |
17,602 |
17,602 |
17,814 |
|
S3 |
17,281 |
17,416 |
17,785 |
|
S4 |
16,960 |
17,095 |
17,697 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,108 |
17,492 |
616 |
3.5% |
178 |
1.0% |
5% |
False |
True |
135,440 |
10 |
18,108 |
17,492 |
616 |
3.5% |
191 |
1.1% |
5% |
False |
True |
130,257 |
20 |
18,108 |
17,492 |
616 |
3.5% |
180 |
1.0% |
5% |
False |
True |
80,678 |
40 |
18,250 |
17,492 |
758 |
4.3% |
161 |
0.9% |
4% |
False |
True |
40,459 |
60 |
18,250 |
17,454 |
796 |
4.5% |
160 |
0.9% |
8% |
False |
False |
26,979 |
80 |
18,250 |
17,410 |
840 |
4.8% |
152 |
0.9% |
13% |
False |
False |
20,236 |
100 |
18,250 |
17,410 |
840 |
4.8% |
128 |
0.7% |
13% |
False |
False |
16,189 |
120 |
18,250 |
16,932 |
1,318 |
7.5% |
112 |
0.6% |
45% |
False |
False |
13,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,883 |
2.618 |
18,451 |
1.618 |
18,186 |
1.000 |
18,022 |
0.618 |
17,921 |
HIGH |
17,757 |
0.618 |
17,656 |
0.500 |
17,625 |
0.382 |
17,593 |
LOW |
17,492 |
0.618 |
17,328 |
1.000 |
17,227 |
1.618 |
17,063 |
2.618 |
16,798 |
4.250 |
16,366 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,625 |
17,745 |
PP |
17,590 |
17,670 |
S1 |
17,555 |
17,595 |
|