Trading Metrics calculated at close of trading on 30-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
17,689 |
17,544 |
-145 |
-0.8% |
17,967 |
High |
17,757 |
17,646 |
-111 |
-0.6% |
18,108 |
Low |
17,492 |
17,475 |
-17 |
-0.1% |
17,787 |
Close |
17,520 |
17,523 |
3 |
0.0% |
17,873 |
Range |
265 |
171 |
-94 |
-35.5% |
321 |
ATR |
187 |
186 |
-1 |
-0.6% |
0 |
Volume |
225,524 |
238,371 |
12,847 |
5.7% |
556,553 |
|
Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,061 |
17,963 |
17,617 |
|
R3 |
17,890 |
17,792 |
17,570 |
|
R2 |
17,719 |
17,719 |
17,554 |
|
R1 |
17,621 |
17,621 |
17,539 |
17,585 |
PP |
17,548 |
17,548 |
17,548 |
17,530 |
S1 |
17,450 |
17,450 |
17,507 |
17,414 |
S2 |
17,377 |
17,377 |
17,492 |
|
S3 |
17,206 |
17,279 |
17,476 |
|
S4 |
17,035 |
17,108 |
17,429 |
|
|
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 |
18,080 |
17,475 |
605 |
3.5% |
195 |
1.1% |
8% |
False |
True |
167,585 |
10 |
18,108 |
17,475 |
633 |
3.6% |
185 |
1.1% |
8% |
False |
True |
142,105 |
20 |
18,108 |
17,475 |
633 |
3.6% |
180 |
1.0% |
8% |
False |
True |
92,573 |
40 |
18,250 |
17,475 |
775 |
4.4% |
164 |
0.9% |
6% |
False |
True |
46,417 |
60 |
18,250 |
17,475 |
775 |
4.4% |
158 |
0.9% |
6% |
False |
True |
30,952 |
80 |
18,250 |
17,410 |
840 |
4.8% |
154 |
0.9% |
13% |
False |
False |
23,216 |
100 |
18,250 |
17,410 |
840 |
4.8% |
130 |
0.7% |
13% |
False |
False |
18,573 |
120 |
18,250 |
16,932 |
1,318 |
7.5% |
113 |
0.6% |
45% |
False |
False |
15,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,373 |
2.618 |
18,094 |
1.618 |
17,923 |
1.000 |
17,817 |
0.618 |
17,752 |
HIGH |
17,646 |
0.618 |
17,581 |
0.500 |
17,561 |
0.382 |
17,540 |
LOW |
17,475 |
0.618 |
17,369 |
1.000 |
17,304 |
1.618 |
17,198 |
2.618 |
17,027 |
4.250 |
16,748 |
|
|
Fisher Pivots for day following 30-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
17,561 |
17,700 |
PP |
17,548 |
17,641 |
S1 |
17,536 |
17,582 |
|