Trading Metrics calculated at close of trading on 22-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3,441.0 |
3,506.0 |
65.0 |
1.9% |
3,465.0 |
High |
3,496.0 |
3,602.0 |
106.0 |
3.0% |
3,535.0 |
Low |
3,434.0 |
3,506.0 |
72.0 |
2.1% |
3,368.0 |
Close |
3,452.0 |
3,600.0 |
148.0 |
4.3% |
3,452.0 |
Range |
62.0 |
96.0 |
34.0 |
54.8% |
167.0 |
ATR |
79.2 |
84.3 |
5.1 |
6.4% |
0.0 |
Volume |
1,648,828 |
1,237,413 |
-411,415 |
-25.0% |
7,138,741 |
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,857.3 |
3,824.7 |
3,652.8 |
|
R3 |
3,761.3 |
3,728.7 |
3,626.4 |
|
R2 |
3,665.3 |
3,665.3 |
3,617.6 |
|
R1 |
3,632.7 |
3,632.7 |
3,608.8 |
3,649.0 |
PP |
3,569.3 |
3,569.3 |
3,569.3 |
3,577.5 |
S1 |
3,536.7 |
3,536.7 |
3,591.2 |
3,553.0 |
S2 |
3,473.3 |
3,473.3 |
3,582.4 |
|
S3 |
3,377.3 |
3,440.7 |
3,573.6 |
|
S4 |
3,281.3 |
3,344.7 |
3,547.2 |
|
|
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 |
3,602.0 |
3,368.0 |
234.0 |
6.5% |
96.4 |
2.7% |
99% |
True |
False |
1,381,536 |
10 |
3,602.0 |
3,368.0 |
234.0 |
6.5% |
88.6 |
2.5% |
99% |
True |
False |
1,028,165 |
20 |
3,677.0 |
3,368.0 |
309.0 |
8.6% |
78.3 |
2.2% |
75% |
False |
False |
523,183 |
40 |
3,718.0 |
3,368.0 |
350.0 |
9.7% |
75.1 |
2.1% |
66% |
False |
False |
266,686 |
60 |
3,761.0 |
3,368.0 |
393.0 |
10.9% |
65.8 |
1.8% |
59% |
False |
False |
179,136 |
80 |
3,761.0 |
3,368.0 |
393.0 |
10.9% |
55.4 |
1.5% |
59% |
False |
False |
134,410 |
100 |
3,761.0 |
3,243.0 |
518.0 |
14.4% |
48.0 |
1.3% |
69% |
False |
False |
107,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,010.0 |
2.618 |
3,853.3 |
1.618 |
3,757.3 |
1.000 |
3,698.0 |
0.618 |
3,661.3 |
HIGH |
3,602.0 |
0.618 |
3,565.3 |
0.500 |
3,554.0 |
0.382 |
3,542.7 |
LOW |
3,506.0 |
0.618 |
3,446.7 |
1.000 |
3,410.0 |
1.618 |
3,350.7 |
2.618 |
3,254.7 |
4.250 |
3,098.0 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,584.7 |
3,561.7 |
PP |
3,569.3 |
3,523.3 |
S1 |
3,554.0 |
3,485.0 |
|