Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3,508.0 |
3,448.0 |
-60.0 |
-1.7% |
3,584.0 |
High |
3,509.0 |
3,468.0 |
-41.0 |
-1.2% |
3,612.0 |
Low |
3,433.0 |
3,403.0 |
-30.0 |
-0.9% |
3,485.0 |
Close |
3,466.0 |
3,447.0 |
-19.0 |
-0.5% |
3,505.0 |
Range |
76.0 |
65.0 |
-11.0 |
-14.5% |
127.0 |
ATR |
67.7 |
67.5 |
-0.2 |
-0.3% |
0.0 |
Volume |
62,472 |
62,472 |
0 |
0.0% |
109,966 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,634.3 |
3,605.7 |
3,482.8 |
|
R3 |
3,569.3 |
3,540.7 |
3,464.9 |
|
R2 |
3,504.3 |
3,504.3 |
3,458.9 |
|
R1 |
3,475.7 |
3,475.7 |
3,453.0 |
3,457.5 |
PP |
3,439.3 |
3,439.3 |
3,439.3 |
3,430.3 |
S1 |
3,410.7 |
3,410.7 |
3,441.0 |
3,392.5 |
S2 |
3,374.3 |
3,374.3 |
3,435.1 |
|
S3 |
3,309.3 |
3,345.7 |
3,429.1 |
|
S4 |
3,244.3 |
3,280.7 |
3,411.3 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,915.0 |
3,837.0 |
3,574.9 |
|
R3 |
3,788.0 |
3,710.0 |
3,539.9 |
|
R2 |
3,661.0 |
3,661.0 |
3,528.3 |
|
R1 |
3,583.0 |
3,583.0 |
3,516.6 |
3,558.5 |
PP |
3,534.0 |
3,534.0 |
3,534.0 |
3,521.8 |
S1 |
3,456.0 |
3,456.0 |
3,493.4 |
3,431.5 |
S2 |
3,407.0 |
3,407.0 |
3,481.7 |
|
S3 |
3,280.0 |
3,329.0 |
3,470.1 |
|
S4 |
3,153.0 |
3,202.0 |
3,435.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,612.0 |
3,403.0 |
209.0 |
6.1% |
67.6 |
2.0% |
21% |
False |
True |
43,060 |
10 |
3,677.0 |
3,403.0 |
274.0 |
7.9% |
67.2 |
1.9% |
16% |
False |
True |
24,259 |
20 |
3,678.0 |
3,403.0 |
275.0 |
8.0% |
64.7 |
1.9% |
16% |
False |
True |
21,597 |
40 |
3,761.0 |
3,403.0 |
358.0 |
10.4% |
66.9 |
1.9% |
12% |
False |
True |
12,118 |
60 |
3,761.0 |
3,403.0 |
358.0 |
10.4% |
57.5 |
1.7% |
12% |
False |
True |
8,838 |
80 |
3,761.0 |
3,337.0 |
424.0 |
12.3% |
46.2 |
1.3% |
26% |
False |
False |
6,672 |
100 |
3,761.0 |
2,998.0 |
763.0 |
22.1% |
44.1 |
1.3% |
59% |
False |
False |
5,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,744.3 |
2.618 |
3,638.2 |
1.618 |
3,573.2 |
1.000 |
3,533.0 |
0.618 |
3,508.2 |
HIGH |
3,468.0 |
0.618 |
3,443.2 |
0.500 |
3,435.5 |
0.382 |
3,427.8 |
LOW |
3,403.0 |
0.618 |
3,362.8 |
1.000 |
3,338.0 |
1.618 |
3,297.8 |
2.618 |
3,232.8 |
4.250 |
3,126.8 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,443.2 |
3,466.0 |
PP |
3,439.3 |
3,459.7 |
S1 |
3,435.5 |
3,453.3 |
|