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 |
5,540.0 |
5,454.0 |
-86.0 |
-1.6% |
5,551.0 |
High |
5,548.0 |
5,454.0 |
-94.0 |
-1.7% |
5,652.0 |
Low |
5,471.0 |
5,360.0 |
-111.0 |
-2.0% |
5,471.0 |
Close |
5,500.0 |
5,379.0 |
-121.0 |
-2.2% |
5,500.0 |
Range |
77.0 |
94.0 |
17.0 |
22.1% |
181.0 |
ATR |
64.0 |
69.4 |
5.4 |
8.5% |
0.0 |
Volume |
33,941 |
38,560 |
4,619 |
13.6% |
124,386 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,679.7 |
5,623.3 |
5,430.7 |
|
R3 |
5,585.7 |
5,529.3 |
5,404.9 |
|
R2 |
5,491.7 |
5,491.7 |
5,396.2 |
|
R1 |
5,435.3 |
5,435.3 |
5,387.6 |
5,416.5 |
PP |
5,397.7 |
5,397.7 |
5,397.7 |
5,388.3 |
S1 |
5,341.3 |
5,341.3 |
5,370.4 |
5,322.5 |
S2 |
5,303.7 |
5,303.7 |
5,361.8 |
|
S3 |
5,209.7 |
5,247.3 |
5,353.2 |
|
S4 |
5,115.7 |
5,153.3 |
5,327.3 |
|
|
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 |
5,360.0 |
292.0 |
5.4% |
62.8 |
1.2% |
7% |
False |
True |
28,916 |
10 |
5,652.0 |
5,360.0 |
292.0 |
5.4% |
63.4 |
1.2% |
7% |
False |
True |
39,993 |
20 |
5,718.0 |
5,360.0 |
358.0 |
6.7% |
60.0 |
1.1% |
5% |
False |
True |
25,688 |
40 |
5,756.0 |
5,360.0 |
396.0 |
7.4% |
40.4 |
0.8% |
5% |
False |
True |
12,873 |
60 |
5,923.0 |
5,360.0 |
563.0 |
10.5% |
28.1 |
0.5% |
3% |
False |
True |
8,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,853.5 |
2.618 |
5,700.1 |
1.618 |
5,606.1 |
1.000 |
5,548.0 |
0.618 |
5,512.1 |
HIGH |
5,454.0 |
0.618 |
5,418.1 |
0.500 |
5,407.0 |
0.382 |
5,395.9 |
LOW |
5,360.0 |
0.618 |
5,301.9 |
1.000 |
5,266.0 |
1.618 |
5,207.9 |
2.618 |
5,113.9 |
4.250 |
4,960.5 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
5,407.0 |
5,492.5 |
PP |
5,397.7 |
5,454.7 |
S1 |
5,388.3 |
5,416.8 |
|