Trading Metrics calculated at close of trading on 29-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3,577.0 |
3,400.0 |
-177.0 |
-4.9% |
3,506.0 |
High |
3,641.0 |
3,527.0 |
-114.0 |
-3.1% |
3,651.0 |
Low |
3,564.0 |
3,370.0 |
-194.0 |
-5.4% |
3,506.0 |
Close |
3,623.0 |
3,466.0 |
-157.0 |
-4.3% |
3,623.0 |
Range |
77.0 |
157.0 |
80.0 |
103.9% |
145.0 |
ATR |
80.7 |
93.0 |
12.3 |
15.2% |
0.0 |
Volume |
1,813,674 |
2,185,480 |
371,806 |
20.5% |
6,836,349 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,925.3 |
3,852.7 |
3,552.4 |
|
R3 |
3,768.3 |
3,695.7 |
3,509.2 |
|
R2 |
3,611.3 |
3,611.3 |
3,494.8 |
|
R1 |
3,538.7 |
3,538.7 |
3,480.4 |
3,575.0 |
PP |
3,454.3 |
3,454.3 |
3,454.3 |
3,472.5 |
S1 |
3,381.7 |
3,381.7 |
3,451.6 |
3,418.0 |
S2 |
3,297.3 |
3,297.3 |
3,437.2 |
|
S3 |
3,140.3 |
3,224.7 |
3,422.8 |
|
S4 |
2,983.3 |
3,067.7 |
3,379.7 |
|
|
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 |
3,370.0 |
281.0 |
8.1% |
85.0 |
2.5% |
34% |
False |
True |
1,556,883 |
10 |
3,651.0 |
3,368.0 |
283.0 |
8.2% |
90.7 |
2.6% |
35% |
False |
False |
1,469,209 |
20 |
3,651.0 |
3,368.0 |
283.0 |
8.2% |
82.5 |
2.4% |
35% |
False |
False |
911,474 |
40 |
3,678.0 |
3,368.0 |
310.0 |
8.9% |
75.0 |
2.2% |
32% |
False |
False |
460,975 |
60 |
3,761.0 |
3,368.0 |
393.0 |
11.3% |
69.1 |
2.0% |
25% |
False |
False |
308,310 |
80 |
3,761.0 |
3,368.0 |
393.0 |
11.3% |
60.0 |
1.7% |
25% |
False |
False |
231,708 |
100 |
3,761.0 |
3,263.0 |
498.0 |
14.4% |
50.0 |
1.4% |
41% |
False |
False |
185,374 |
120 |
3,761.0 |
2,954.0 |
807.0 |
23.3% |
49.2 |
1.4% |
63% |
False |
False |
154,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,194.3 |
2.618 |
3,938.0 |
1.618 |
3,781.0 |
1.000 |
3,684.0 |
0.618 |
3,624.0 |
HIGH |
3,527.0 |
0.618 |
3,467.0 |
0.500 |
3,448.5 |
0.382 |
3,430.0 |
LOW |
3,370.0 |
0.618 |
3,273.0 |
1.000 |
3,213.0 |
1.618 |
3,116.0 |
2.618 |
2,959.0 |
4.250 |
2,702.8 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,460.2 |
3,510.5 |
PP |
3,454.3 |
3,495.7 |
S1 |
3,448.5 |
3,480.8 |
|