Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3,518.0 |
3,544.0 |
26.0 |
0.7% |
3,508.0 |
High |
3,585.0 |
3,552.0 |
-33.0 |
-0.9% |
3,585.0 |
Low |
3,508.0 |
3,458.0 |
-50.0 |
-1.4% |
3,403.0 |
Close |
3,545.0 |
3,497.0 |
-48.0 |
-1.4% |
3,497.0 |
Range |
77.0 |
94.0 |
17.0 |
22.1% |
182.0 |
ATR |
71.2 |
72.8 |
1.6 |
2.3% |
0.0 |
Volume |
396,246 |
1,050,534 |
654,288 |
165.1% |
1,967,970 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,784.3 |
3,734.7 |
3,548.7 |
|
R3 |
3,690.3 |
3,640.7 |
3,522.9 |
|
R2 |
3,596.3 |
3,596.3 |
3,514.2 |
|
R1 |
3,546.7 |
3,546.7 |
3,505.6 |
3,524.5 |
PP |
3,502.3 |
3,502.3 |
3,502.3 |
3,491.3 |
S1 |
3,452.7 |
3,452.7 |
3,488.4 |
3,430.5 |
S2 |
3,408.3 |
3,408.3 |
3,479.8 |
|
S3 |
3,314.3 |
3,358.7 |
3,471.2 |
|
S4 |
3,220.3 |
3,264.7 |
3,445.3 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,041.0 |
3,951.0 |
3,597.1 |
|
R3 |
3,859.0 |
3,769.0 |
3,547.1 |
|
R2 |
3,677.0 |
3,677.0 |
3,530.4 |
|
R1 |
3,587.0 |
3,587.0 |
3,513.7 |
3,541.0 |
PP |
3,495.0 |
3,495.0 |
3,495.0 |
3,472.0 |
S1 |
3,405.0 |
3,405.0 |
3,480.3 |
3,359.0 |
S2 |
3,313.0 |
3,313.0 |
3,463.6 |
|
S3 |
3,131.0 |
3,223.0 |
3,447.0 |
|
S4 |
2,949.0 |
3,041.0 |
3,396.9 |
|
|
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 |
5.2% |
84.8 |
2.4% |
52% |
False |
False |
393,594 |
10 |
3,612.0 |
3,403.0 |
209.0 |
6.0% |
73.7 |
2.1% |
45% |
False |
False |
207,793 |
20 |
3,678.0 |
3,403.0 |
275.0 |
7.9% |
66.0 |
1.9% |
34% |
False |
False |
109,496 |
40 |
3,731.0 |
3,403.0 |
328.0 |
9.4% |
71.1 |
2.0% |
29% |
False |
False |
58,097 |
60 |
3,761.0 |
3,403.0 |
358.0 |
10.2% |
61.3 |
1.8% |
26% |
False |
False |
39,553 |
80 |
3,761.0 |
3,380.0 |
381.0 |
10.9% |
49.6 |
1.4% |
31% |
False |
False |
29,709 |
100 |
3,761.0 |
3,137.0 |
624.0 |
17.8% |
45.5 |
1.3% |
58% |
False |
False |
23,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,951.5 |
2.618 |
3,798.1 |
1.618 |
3,704.1 |
1.000 |
3,646.0 |
0.618 |
3,610.1 |
HIGH |
3,552.0 |
0.618 |
3,516.1 |
0.500 |
3,505.0 |
0.382 |
3,493.9 |
LOW |
3,458.0 |
0.618 |
3,399.9 |
1.000 |
3,364.0 |
1.618 |
3,305.9 |
2.618 |
3,211.9 |
4.250 |
3,058.5 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,505.0 |
3,505.0 |
PP |
3,502.3 |
3,502.3 |
S1 |
3,499.7 |
3,499.7 |
|