Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,650 |
20,370 |
-280 |
-1.4% |
20,515 |
High |
20,650 |
20,395 |
-255 |
-1.2% |
20,685 |
Low |
20,340 |
19,990 |
-350 |
-1.7% |
20,430 |
Close |
20,350 |
20,135 |
-215 |
-1.1% |
20,645 |
Range |
310 |
405 |
95 |
30.6% |
255 |
ATR |
210 |
224 |
14 |
6.6% |
0 |
Volume |
37,906 |
21,805 |
-16,101 |
-42.5% |
15,063 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,388 |
21,167 |
20,358 |
|
R3 |
20,983 |
20,762 |
20,247 |
|
R2 |
20,578 |
20,578 |
20,209 |
|
R1 |
20,357 |
20,357 |
20,172 |
20,265 |
PP |
20,173 |
20,173 |
20,173 |
20,128 |
S1 |
19,952 |
19,952 |
20,098 |
19,860 |
S2 |
19,768 |
19,768 |
20,061 |
|
S3 |
19,363 |
19,547 |
20,024 |
|
S4 |
18,958 |
19,142 |
19,912 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,352 |
21,253 |
20,785 |
|
R3 |
21,097 |
20,998 |
20,715 |
|
R2 |
20,842 |
20,842 |
20,692 |
|
R1 |
20,743 |
20,743 |
20,669 |
20,793 |
PP |
20,587 |
20,587 |
20,587 |
20,611 |
S1 |
20,488 |
20,488 |
20,622 |
20,538 |
S2 |
20,332 |
20,332 |
20,598 |
|
S3 |
20,077 |
20,233 |
20,575 |
|
S4 |
19,822 |
19,978 |
20,505 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,685 |
19,990 |
695 |
3.5% |
264 |
1.3% |
21% |
False |
True |
14,824 |
10 |
20,725 |
19,990 |
735 |
3.7% |
240 |
1.2% |
20% |
False |
True |
7,583 |
20 |
20,725 |
19,580 |
1,145 |
5.7% |
200 |
1.0% |
48% |
False |
False |
3,803 |
40 |
20,725 |
19,180 |
1,545 |
7.7% |
153 |
0.8% |
62% |
False |
False |
1,911 |
60 |
20,725 |
19,180 |
1,545 |
7.7% |
120 |
0.6% |
62% |
False |
False |
1,275 |
80 |
20,725 |
18,185 |
2,540 |
12.6% |
90 |
0.4% |
77% |
False |
False |
957 |
100 |
20,725 |
17,185 |
3,540 |
17.6% |
72 |
0.4% |
83% |
False |
False |
766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,116 |
2.618 |
21,455 |
1.618 |
21,050 |
1.000 |
20,800 |
0.618 |
20,645 |
HIGH |
20,395 |
0.618 |
20,240 |
0.500 |
20,193 |
0.382 |
20,145 |
LOW |
19,990 |
0.618 |
19,740 |
1.000 |
19,585 |
1.618 |
19,335 |
2.618 |
18,930 |
4.250 |
18,269 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,193 |
20,338 |
PP |
20,173 |
20,270 |
S1 |
20,154 |
20,203 |
|