Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3,431.0 |
3,454.0 |
23.0 |
0.7% |
3,508.0 |
High |
3,461.0 |
3,466.0 |
5.0 |
0.1% |
3,585.0 |
Low |
3,378.0 |
3,392.0 |
14.0 |
0.4% |
3,403.0 |
Close |
3,449.0 |
3,423.0 |
-26.0 |
-0.8% |
3,497.0 |
Range |
83.0 |
74.0 |
-9.0 |
-10.8% |
182.0 |
ATR |
73.9 |
73.9 |
0.0 |
0.0% |
0.0 |
Volume |
1,436,736 |
1,294,453 |
-142,283 |
-9.9% |
1,967,970 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,649.0 |
3,610.0 |
3,463.7 |
|
R3 |
3,575.0 |
3,536.0 |
3,443.4 |
|
R2 |
3,501.0 |
3,501.0 |
3,436.6 |
|
R1 |
3,462.0 |
3,462.0 |
3,429.8 |
3,444.5 |
PP |
3,427.0 |
3,427.0 |
3,427.0 |
3,418.3 |
S1 |
3,388.0 |
3,388.0 |
3,416.2 |
3,370.5 |
S2 |
3,353.0 |
3,353.0 |
3,409.4 |
|
S3 |
3,279.0 |
3,314.0 |
3,402.7 |
|
S4 |
3,205.0 |
3,240.0 |
3,382.3 |
|
|
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 |
3,378.0 |
207.0 |
6.0% |
76.8 |
2.2% |
22% |
False |
False |
1,129,288 |
10 |
3,585.0 |
3,378.0 |
207.0 |
6.0% |
76.6 |
2.2% |
22% |
False |
False |
624,632 |
20 |
3,678.0 |
3,378.0 |
300.0 |
8.8% |
66.7 |
1.9% |
15% |
False |
False |
318,432 |
40 |
3,718.0 |
3,378.0 |
340.0 |
9.9% |
71.5 |
2.1% |
13% |
False |
False |
163,038 |
60 |
3,761.0 |
3,378.0 |
383.0 |
11.2% |
63.1 |
1.8% |
12% |
False |
False |
109,540 |
80 |
3,761.0 |
3,378.0 |
383.0 |
11.2% |
51.9 |
1.5% |
12% |
False |
False |
82,204 |
100 |
3,761.0 |
3,243.0 |
518.0 |
15.1% |
46.0 |
1.3% |
35% |
False |
False |
65,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,780.5 |
2.618 |
3,659.7 |
1.618 |
3,585.7 |
1.000 |
3,540.0 |
0.618 |
3,511.7 |
HIGH |
3,466.0 |
0.618 |
3,437.7 |
0.500 |
3,429.0 |
0.382 |
3,420.3 |
LOW |
3,392.0 |
0.618 |
3,346.3 |
1.000 |
3,318.0 |
1.618 |
3,272.3 |
2.618 |
3,198.3 |
4.250 |
3,077.5 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,429.0 |
3,426.5 |
PP |
3,427.0 |
3,425.3 |
S1 |
3,425.0 |
3,424.2 |
|