Trading Metrics calculated at close of trading on 25-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3,641.0 |
3,599.0 |
-42.0 |
-1.2% |
3,465.0 |
High |
3,641.0 |
3,651.0 |
10.0 |
0.3% |
3,535.0 |
Low |
3,574.0 |
3,567.0 |
-7.0 |
-0.2% |
3,368.0 |
Close |
3,610.0 |
3,608.0 |
-2.0 |
-0.1% |
3,452.0 |
Range |
67.0 |
84.0 |
17.0 |
25.4% |
167.0 |
ATR |
80.8 |
81.0 |
0.2 |
0.3% |
0.0 |
Volume |
1,308,900 |
1,097,975 |
-210,925 |
-16.1% |
7,138,741 |
|
Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,860.7 |
3,818.3 |
3,654.2 |
|
R3 |
3,776.7 |
3,734.3 |
3,631.1 |
|
R2 |
3,692.7 |
3,692.7 |
3,623.4 |
|
R1 |
3,650.3 |
3,650.3 |
3,615.7 |
3,671.5 |
PP |
3,608.7 |
3,608.7 |
3,608.7 |
3,619.3 |
S1 |
3,566.3 |
3,566.3 |
3,600.3 |
3,587.5 |
S2 |
3,524.7 |
3,524.7 |
3,592.6 |
|
S3 |
3,440.7 |
3,482.3 |
3,584.9 |
|
S4 |
3,356.7 |
3,398.3 |
3,561.8 |
|
|
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 |
3,651.0 |
3,434.0 |
217.0 |
6.0% |
69.8 |
1.9% |
80% |
True |
False |
1,334,300 |
10 |
3,651.0 |
3,368.0 |
283.0 |
7.8% |
82.3 |
2.3% |
85% |
True |
False |
1,321,195 |
20 |
3,653.0 |
3,368.0 |
285.0 |
7.9% |
78.4 |
2.2% |
84% |
False |
False |
712,219 |
40 |
3,678.0 |
3,368.0 |
310.0 |
8.6% |
74.3 |
2.1% |
77% |
False |
False |
361,279 |
60 |
3,761.0 |
3,368.0 |
393.0 |
10.9% |
66.7 |
1.8% |
61% |
False |
False |
241,714 |
80 |
3,761.0 |
3,368.0 |
393.0 |
10.9% |
57.5 |
1.6% |
61% |
False |
False |
181,720 |
100 |
3,761.0 |
3,263.0 |
498.0 |
13.8% |
48.4 |
1.3% |
69% |
False |
False |
145,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,008.0 |
2.618 |
3,870.9 |
1.618 |
3,786.9 |
1.000 |
3,735.0 |
0.618 |
3,702.9 |
HIGH |
3,651.0 |
0.618 |
3,618.9 |
0.500 |
3,609.0 |
0.382 |
3,599.1 |
LOW |
3,567.0 |
0.618 |
3,515.1 |
1.000 |
3,483.0 |
1.618 |
3,431.1 |
2.618 |
3,347.1 |
4.250 |
3,210.0 |
|
|
Fisher Pivots for day following 25-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,609.0 |
3,609.0 |
PP |
3,608.7 |
3,608.7 |
S1 |
3,608.3 |
3,608.3 |
|