Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3,506.0 |
3,616.0 |
110.0 |
3.1% |
3,465.0 |
High |
3,602.0 |
3,650.0 |
48.0 |
1.3% |
3,535.0 |
Low |
3,506.0 |
3,610.0 |
104.0 |
3.0% |
3,368.0 |
Close |
3,600.0 |
3,625.0 |
25.0 |
0.7% |
3,452.0 |
Range |
96.0 |
40.0 |
-56.0 |
-58.3% |
167.0 |
ATR |
84.3 |
81.8 |
-2.4 |
-2.9% |
0.0 |
Volume |
1,237,413 |
1,378,387 |
140,974 |
11.4% |
7,138,741 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,748.3 |
3,726.7 |
3,647.0 |
|
R3 |
3,708.3 |
3,686.7 |
3,636.0 |
|
R2 |
3,668.3 |
3,668.3 |
3,632.3 |
|
R1 |
3,646.7 |
3,646.7 |
3,628.7 |
3,657.5 |
PP |
3,628.3 |
3,628.3 |
3,628.3 |
3,633.8 |
S1 |
3,606.7 |
3,606.7 |
3,621.3 |
3,617.5 |
S2 |
3,588.3 |
3,588.3 |
3,617.7 |
|
S3 |
3,548.3 |
3,566.7 |
3,614.0 |
|
S4 |
3,508.3 |
3,526.7 |
3,603.0 |
|
|
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 |
3,650.0 |
3,368.0 |
282.0 |
7.8% |
87.8 |
2.4% |
91% |
True |
False |
1,369,866 |
10 |
3,650.0 |
3,368.0 |
282.0 |
7.8% |
86.1 |
2.4% |
91% |
True |
False |
1,159,756 |
20 |
3,677.0 |
3,368.0 |
309.0 |
8.5% |
76.7 |
2.1% |
83% |
False |
False |
592,008 |
40 |
3,718.0 |
3,368.0 |
350.0 |
9.7% |
75.0 |
2.1% |
73% |
False |
False |
301,137 |
60 |
3,761.0 |
3,368.0 |
393.0 |
10.8% |
65.6 |
1.8% |
65% |
False |
False |
202,103 |
80 |
3,761.0 |
3,368.0 |
393.0 |
10.8% |
55.8 |
1.5% |
65% |
False |
False |
151,638 |
100 |
3,761.0 |
3,250.0 |
511.0 |
14.1% |
47.7 |
1.3% |
73% |
False |
False |
121,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,820.0 |
2.618 |
3,754.7 |
1.618 |
3,714.7 |
1.000 |
3,690.0 |
0.618 |
3,674.7 |
HIGH |
3,650.0 |
0.618 |
3,634.7 |
0.500 |
3,630.0 |
0.382 |
3,625.3 |
LOW |
3,610.0 |
0.618 |
3,585.3 |
1.000 |
3,570.0 |
1.618 |
3,545.3 |
2.618 |
3,505.3 |
4.250 |
3,440.0 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,630.0 |
3,597.3 |
PP |
3,628.3 |
3,569.7 |
S1 |
3,626.7 |
3,542.0 |
|