Trading Metrics calculated at close of trading on 26-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3,599.0 |
3,577.0 |
-22.0 |
-0.6% |
3,506.0 |
High |
3,651.0 |
3,641.0 |
-10.0 |
-0.3% |
3,651.0 |
Low |
3,567.0 |
3,564.0 |
-3.0 |
-0.1% |
3,506.0 |
Close |
3,608.0 |
3,623.0 |
15.0 |
0.4% |
3,623.0 |
Range |
84.0 |
77.0 |
-7.0 |
-8.3% |
145.0 |
ATR |
81.0 |
80.7 |
-0.3 |
-0.4% |
0.0 |
Volume |
1,097,975 |
1,813,674 |
715,699 |
65.2% |
6,836,349 |
|
Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,840.3 |
3,808.7 |
3,665.4 |
|
R3 |
3,763.3 |
3,731.7 |
3,644.2 |
|
R2 |
3,686.3 |
3,686.3 |
3,637.1 |
|
R1 |
3,654.7 |
3,654.7 |
3,630.1 |
3,670.5 |
PP |
3,609.3 |
3,609.3 |
3,609.3 |
3,617.3 |
S1 |
3,577.7 |
3,577.7 |
3,615.9 |
3,593.5 |
S2 |
3,532.3 |
3,532.3 |
3,608.9 |
|
S3 |
3,455.3 |
3,500.7 |
3,601.8 |
|
S4 |
3,378.3 |
3,423.7 |
3,580.7 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,028.3 |
3,970.7 |
3,702.8 |
|
R3 |
3,883.3 |
3,825.7 |
3,662.9 |
|
R2 |
3,738.3 |
3,738.3 |
3,649.6 |
|
R1 |
3,680.7 |
3,680.7 |
3,636.3 |
3,709.5 |
PP |
3,593.3 |
3,593.3 |
3,593.3 |
3,607.8 |
S1 |
3,535.7 |
3,535.7 |
3,609.7 |
3,564.5 |
S2 |
3,448.3 |
3,448.3 |
3,596.4 |
|
S3 |
3,303.3 |
3,390.7 |
3,583.1 |
|
S4 |
3,158.3 |
3,245.7 |
3,543.3 |
|
|
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 |
3,506.0 |
145.0 |
4.0% |
72.8 |
2.0% |
81% |
False |
False |
1,367,269 |
10 |
3,651.0 |
3,368.0 |
283.0 |
7.8% |
80.6 |
2.2% |
90% |
False |
False |
1,397,509 |
20 |
3,651.0 |
3,368.0 |
283.0 |
7.8% |
77.2 |
2.1% |
90% |
False |
False |
802,651 |
40 |
3,678.0 |
3,368.0 |
310.0 |
8.6% |
72.7 |
2.0% |
82% |
False |
False |
406,614 |
60 |
3,761.0 |
3,368.0 |
393.0 |
10.8% |
67.4 |
1.9% |
65% |
False |
False |
271,940 |
80 |
3,761.0 |
3,368.0 |
393.0 |
10.8% |
58.4 |
1.6% |
65% |
False |
False |
204,390 |
100 |
3,761.0 |
3,263.0 |
498.0 |
13.7% |
48.7 |
1.3% |
72% |
False |
False |
163,519 |
120 |
3,761.0 |
2,926.0 |
835.0 |
23.0% |
47.9 |
1.3% |
83% |
False |
False |
136,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,968.3 |
2.618 |
3,842.6 |
1.618 |
3,765.6 |
1.000 |
3,718.0 |
0.618 |
3,688.6 |
HIGH |
3,641.0 |
0.618 |
3,611.6 |
0.500 |
3,602.5 |
0.382 |
3,593.4 |
LOW |
3,564.0 |
0.618 |
3,516.4 |
1.000 |
3,487.0 |
1.618 |
3,439.4 |
2.618 |
3,362.4 |
4.250 |
3,236.8 |
|
|
Fisher Pivots for day following 26-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,616.2 |
3,617.8 |
PP |
3,609.3 |
3,612.7 |
S1 |
3,602.5 |
3,607.5 |
|