Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3,436.0 |
3,518.0 |
82.0 |
2.4% |
3,584.0 |
High |
3,537.0 |
3,585.0 |
48.0 |
1.4% |
3,612.0 |
Low |
3,425.0 |
3,508.0 |
83.0 |
2.4% |
3,485.0 |
Close |
3,522.0 |
3,545.0 |
23.0 |
0.7% |
3,505.0 |
Range |
112.0 |
77.0 |
-35.0 |
-31.3% |
127.0 |
ATR |
70.7 |
71.2 |
0.4 |
0.6% |
0.0 |
Volume |
396,246 |
396,246 |
0 |
0.0% |
109,966 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,777.0 |
3,738.0 |
3,587.4 |
|
R3 |
3,700.0 |
3,661.0 |
3,566.2 |
|
R2 |
3,623.0 |
3,623.0 |
3,559.1 |
|
R1 |
3,584.0 |
3,584.0 |
3,552.1 |
3,603.5 |
PP |
3,546.0 |
3,546.0 |
3,546.0 |
3,555.8 |
S1 |
3,507.0 |
3,507.0 |
3,537.9 |
3,526.5 |
S2 |
3,469.0 |
3,469.0 |
3,530.9 |
|
S3 |
3,392.0 |
3,430.0 |
3,523.8 |
|
S4 |
3,315.0 |
3,353.0 |
3,502.7 |
|
|
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 |
3,585.0 |
3,403.0 |
182.0 |
5.1% |
74.8 |
2.1% |
78% |
True |
False |
194,316 |
10 |
3,653.0 |
3,403.0 |
250.0 |
7.1% |
74.4 |
2.1% |
57% |
False |
False |
103,244 |
20 |
3,678.0 |
3,403.0 |
275.0 |
7.8% |
66.4 |
1.9% |
52% |
False |
False |
61,191 |
40 |
3,746.0 |
3,403.0 |
343.0 |
9.7% |
69.5 |
2.0% |
41% |
False |
False |
31,840 |
60 |
3,761.0 |
3,403.0 |
358.0 |
10.1% |
60.2 |
1.7% |
40% |
False |
False |
22,044 |
80 |
3,761.0 |
3,359.0 |
402.0 |
11.3% |
48.6 |
1.4% |
46% |
False |
False |
16,578 |
100 |
3,761.0 |
3,137.0 |
624.0 |
17.6% |
44.6 |
1.3% |
65% |
False |
False |
13,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,912.3 |
2.618 |
3,786.6 |
1.618 |
3,709.6 |
1.000 |
3,662.0 |
0.618 |
3,632.6 |
HIGH |
3,585.0 |
0.618 |
3,555.6 |
0.500 |
3,546.5 |
0.382 |
3,537.4 |
LOW |
3,508.0 |
0.618 |
3,460.4 |
1.000 |
3,431.0 |
1.618 |
3,383.4 |
2.618 |
3,306.4 |
4.250 |
3,180.8 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,546.5 |
3,528.0 |
PP |
3,546.0 |
3,511.0 |
S1 |
3,545.5 |
3,494.0 |
|