Trading Metrics calculated at close of trading on 19-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3,395.0 |
3,441.0 |
46.0 |
1.4% |
3,465.0 |
High |
3,535.0 |
3,496.0 |
-39.0 |
-1.1% |
3,535.0 |
Low |
3,368.0 |
3,434.0 |
66.0 |
2.0% |
3,368.0 |
Close |
3,447.0 |
3,452.0 |
5.0 |
0.1% |
3,452.0 |
Range |
167.0 |
62.0 |
-105.0 |
-62.9% |
167.0 |
ATR |
80.5 |
79.2 |
-1.3 |
-1.6% |
0.0 |
Volume |
1,290,250 |
1,648,828 |
358,578 |
27.8% |
7,138,741 |
|
Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,646.7 |
3,611.3 |
3,486.1 |
|
R3 |
3,584.7 |
3,549.3 |
3,469.1 |
|
R2 |
3,522.7 |
3,522.7 |
3,463.4 |
|
R1 |
3,487.3 |
3,487.3 |
3,457.7 |
3,505.0 |
PP |
3,460.7 |
3,460.7 |
3,460.7 |
3,469.5 |
S1 |
3,425.3 |
3,425.3 |
3,446.3 |
3,443.0 |
S2 |
3,398.7 |
3,398.7 |
3,440.6 |
|
S3 |
3,336.7 |
3,363.3 |
3,435.0 |
|
S4 |
3,274.7 |
3,301.3 |
3,417.9 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,952.7 |
3,869.3 |
3,543.9 |
|
R3 |
3,785.7 |
3,702.3 |
3,497.9 |
|
R2 |
3,618.7 |
3,618.7 |
3,482.6 |
|
R1 |
3,535.3 |
3,535.3 |
3,467.3 |
3,493.5 |
PP |
3,451.7 |
3,451.7 |
3,451.7 |
3,430.8 |
S1 |
3,368.3 |
3,368.3 |
3,436.7 |
3,326.5 |
S2 |
3,284.7 |
3,284.7 |
3,421.4 |
|
S3 |
3,117.7 |
3,201.3 |
3,406.1 |
|
S4 |
2,950.7 |
3,034.3 |
3,360.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,535.0 |
3,368.0 |
167.0 |
4.8% |
88.4 |
2.6% |
50% |
False |
False |
1,427,748 |
10 |
3,585.0 |
3,368.0 |
217.0 |
6.3% |
86.6 |
2.5% |
39% |
False |
False |
910,671 |
20 |
3,677.0 |
3,368.0 |
309.0 |
9.0% |
74.6 |
2.2% |
27% |
False |
False |
461,358 |
40 |
3,718.0 |
3,368.0 |
350.0 |
10.1% |
74.4 |
2.2% |
24% |
False |
False |
236,344 |
60 |
3,761.0 |
3,368.0 |
393.0 |
11.4% |
65.3 |
1.9% |
21% |
False |
False |
158,514 |
80 |
3,761.0 |
3,368.0 |
393.0 |
11.4% |
54.7 |
1.6% |
21% |
False |
False |
118,942 |
100 |
3,761.0 |
3,243.0 |
518.0 |
15.0% |
47.5 |
1.4% |
40% |
False |
False |
95,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,759.5 |
2.618 |
3,658.3 |
1.618 |
3,596.3 |
1.000 |
3,558.0 |
0.618 |
3,534.3 |
HIGH |
3,496.0 |
0.618 |
3,472.3 |
0.500 |
3,465.0 |
0.382 |
3,457.7 |
LOW |
3,434.0 |
0.618 |
3,395.7 |
1.000 |
3,372.0 |
1.618 |
3,333.7 |
2.618 |
3,271.7 |
4.250 |
3,170.5 |
|
|
Fisher Pivots for day following 19-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,465.0 |
3,451.8 |
PP |
3,460.7 |
3,451.7 |
S1 |
3,456.3 |
3,451.5 |
|