Trading Metrics calculated at close of trading on 01-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
17,544 |
17,540 |
-4 |
0.0% |
17,967 |
High |
17,646 |
17,714 |
68 |
0.4% |
18,108 |
Low |
17,475 |
17,532 |
57 |
0.3% |
17,787 |
Close |
17,523 |
17,671 |
148 |
0.8% |
17,873 |
Range |
171 |
182 |
11 |
6.4% |
321 |
ATR |
186 |
186 |
0 |
0.2% |
0 |
Volume |
238,371 |
153,556 |
-84,815 |
-35.6% |
556,553 |
|
Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,185 |
18,110 |
17,771 |
|
R3 |
18,003 |
17,928 |
17,721 |
|
R2 |
17,821 |
17,821 |
17,704 |
|
R1 |
17,746 |
17,746 |
17,688 |
17,784 |
PP |
17,639 |
17,639 |
17,639 |
17,658 |
S1 |
17,564 |
17,564 |
17,654 |
17,602 |
S2 |
17,457 |
17,457 |
17,638 |
|
S3 |
17,275 |
17,382 |
17,621 |
|
S4 |
17,093 |
17,200 |
17,571 |
|
|
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 |
17,997 |
17,475 |
522 |
3.0% |
191 |
1.1% |
38% |
False |
False |
173,562 |
10 |
18,108 |
17,475 |
633 |
3.6% |
187 |
1.1% |
31% |
False |
False |
144,039 |
20 |
18,108 |
17,475 |
633 |
3.6% |
181 |
1.0% |
31% |
False |
False |
100,154 |
40 |
18,250 |
17,475 |
775 |
4.4% |
164 |
0.9% |
25% |
False |
False |
50,256 |
60 |
18,250 |
17,475 |
775 |
4.4% |
159 |
0.9% |
25% |
False |
False |
33,511 |
80 |
18,250 |
17,410 |
840 |
4.8% |
155 |
0.9% |
31% |
False |
False |
25,135 |
100 |
18,250 |
17,410 |
840 |
4.8% |
131 |
0.7% |
31% |
False |
False |
20,109 |
120 |
18,250 |
16,932 |
1,318 |
7.5% |
113 |
0.6% |
56% |
False |
False |
16,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,488 |
2.618 |
18,191 |
1.618 |
18,009 |
1.000 |
17,896 |
0.618 |
17,827 |
HIGH |
17,714 |
0.618 |
17,645 |
0.500 |
17,623 |
0.382 |
17,602 |
LOW |
17,532 |
0.618 |
17,420 |
1.000 |
17,350 |
1.618 |
17,238 |
2.618 |
17,056 |
4.250 |
16,759 |
|
|
Fisher Pivots for day following 01-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
17,655 |
17,653 |
PP |
17,639 |
17,634 |
S1 |
17,623 |
17,616 |
|