Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3,616.0 |
3,641.0 |
25.0 |
0.7% |
3,465.0 |
High |
3,650.0 |
3,641.0 |
-9.0 |
-0.2% |
3,535.0 |
Low |
3,610.0 |
3,574.0 |
-36.0 |
-1.0% |
3,368.0 |
Close |
3,625.0 |
3,610.0 |
-15.0 |
-0.4% |
3,452.0 |
Range |
40.0 |
67.0 |
27.0 |
67.5% |
167.0 |
ATR |
81.8 |
80.8 |
-1.1 |
-1.3% |
0.0 |
Volume |
1,378,387 |
1,308,900 |
-69,487 |
-5.0% |
7,138,741 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,809.3 |
3,776.7 |
3,646.9 |
|
R3 |
3,742.3 |
3,709.7 |
3,628.4 |
|
R2 |
3,675.3 |
3,675.3 |
3,622.3 |
|
R1 |
3,642.7 |
3,642.7 |
3,616.1 |
3,625.5 |
PP |
3,608.3 |
3,608.3 |
3,608.3 |
3,599.8 |
S1 |
3,575.7 |
3,575.7 |
3,603.9 |
3,558.5 |
S2 |
3,541.3 |
3,541.3 |
3,597.7 |
|
S3 |
3,474.3 |
3,508.7 |
3,591.6 |
|
S4 |
3,407.3 |
3,441.7 |
3,573.2 |
|
|
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 |
3,650.0 |
3,368.0 |
282.0 |
7.8% |
86.4 |
2.4% |
86% |
False |
False |
1,372,755 |
10 |
3,650.0 |
3,368.0 |
282.0 |
7.8% |
81.6 |
2.3% |
86% |
False |
False |
1,251,022 |
20 |
3,662.0 |
3,368.0 |
294.0 |
8.1% |
76.6 |
2.1% |
82% |
False |
False |
657,387 |
40 |
3,706.0 |
3,368.0 |
338.0 |
9.4% |
74.1 |
2.1% |
72% |
False |
False |
333,838 |
60 |
3,761.0 |
3,368.0 |
393.0 |
10.9% |
65.7 |
1.8% |
62% |
False |
False |
223,916 |
80 |
3,761.0 |
3,368.0 |
393.0 |
10.9% |
56.6 |
1.6% |
62% |
False |
False |
167,999 |
100 |
3,761.0 |
3,263.0 |
498.0 |
13.8% |
47.7 |
1.3% |
70% |
False |
False |
134,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,925.8 |
2.618 |
3,816.4 |
1.618 |
3,749.4 |
1.000 |
3,708.0 |
0.618 |
3,682.4 |
HIGH |
3,641.0 |
0.618 |
3,615.4 |
0.500 |
3,607.5 |
0.382 |
3,599.6 |
LOW |
3,574.0 |
0.618 |
3,532.6 |
1.000 |
3,507.0 |
1.618 |
3,465.6 |
2.618 |
3,398.6 |
4.250 |
3,289.3 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,609.2 |
3,599.3 |
PP |
3,608.3 |
3,588.7 |
S1 |
3,607.5 |
3,578.0 |
|