Trading Metrics calculated at close of trading on 26-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
5,622.0 |
5,540.0 |
-82.0 |
-1.5% |
5,551.0 |
High |
5,625.0 |
5,548.0 |
-77.0 |
-1.4% |
5,652.0 |
Low |
5,563.0 |
5,471.0 |
-92.0 |
-1.7% |
5,471.0 |
Close |
5,564.0 |
5,500.0 |
-64.0 |
-1.2% |
5,500.0 |
Range |
62.0 |
77.0 |
15.0 |
24.2% |
181.0 |
ATR |
61.7 |
64.0 |
2.2 |
3.6% |
0.0 |
Volume |
23,456 |
33,941 |
10,485 |
44.7% |
124,386 |
|
Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,737.3 |
5,695.7 |
5,542.4 |
|
R3 |
5,660.3 |
5,618.7 |
5,521.2 |
|
R2 |
5,583.3 |
5,583.3 |
5,514.1 |
|
R1 |
5,541.7 |
5,541.7 |
5,507.1 |
5,524.0 |
PP |
5,506.3 |
5,506.3 |
5,506.3 |
5,497.5 |
S1 |
5,464.7 |
5,464.7 |
5,492.9 |
5,447.0 |
S2 |
5,429.3 |
5,429.3 |
5,485.9 |
|
S3 |
5,352.3 |
5,387.7 |
5,478.8 |
|
S4 |
5,275.3 |
5,310.7 |
5,457.7 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,084.0 |
5,973.0 |
5,599.6 |
|
R3 |
5,903.0 |
5,792.0 |
5,549.8 |
|
R2 |
5,722.0 |
5,722.0 |
5,533.2 |
|
R1 |
5,611.0 |
5,611.0 |
5,516.6 |
5,576.0 |
PP |
5,541.0 |
5,541.0 |
5,541.0 |
5,523.5 |
S1 |
5,430.0 |
5,430.0 |
5,483.4 |
5,395.0 |
S2 |
5,360.0 |
5,360.0 |
5,466.8 |
|
S3 |
5,179.0 |
5,249.0 |
5,450.2 |
|
S4 |
4,998.0 |
5,068.0 |
5,400.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,652.0 |
5,471.0 |
181.0 |
3.3% |
56.0 |
1.0% |
16% |
False |
True |
24,877 |
10 |
5,652.0 |
5,438.0 |
214.0 |
3.9% |
59.4 |
1.1% |
29% |
False |
False |
45,945 |
20 |
5,756.0 |
5,394.0 |
362.0 |
6.6% |
56.5 |
1.0% |
29% |
False |
False |
23,764 |
40 |
5,756.0 |
5,394.0 |
362.0 |
6.6% |
38.3 |
0.7% |
29% |
False |
False |
11,909 |
60 |
5,923.0 |
5,394.0 |
529.0 |
9.6% |
26.5 |
0.5% |
20% |
False |
False |
7,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,875.3 |
2.618 |
5,749.6 |
1.618 |
5,672.6 |
1.000 |
5,625.0 |
0.618 |
5,595.6 |
HIGH |
5,548.0 |
0.618 |
5,518.6 |
0.500 |
5,509.5 |
0.382 |
5,500.4 |
LOW |
5,471.0 |
0.618 |
5,423.4 |
1.000 |
5,394.0 |
1.618 |
5,346.4 |
2.618 |
5,269.4 |
4.250 |
5,143.8 |
|
|
Fisher Pivots for day following 26-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,509.5 |
5,561.5 |
PP |
5,506.3 |
5,541.0 |
S1 |
5,503.2 |
5,520.5 |
|