Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,370 |
20,140 |
-230 |
-1.1% |
20,515 |
High |
20,395 |
20,315 |
-80 |
-0.4% |
20,685 |
Low |
19,990 |
20,070 |
80 |
0.4% |
20,430 |
Close |
20,135 |
20,195 |
60 |
0.3% |
20,645 |
Range |
405 |
245 |
-160 |
-39.5% |
255 |
ATR |
224 |
226 |
1 |
0.7% |
0 |
Volume |
21,805 |
16,734 |
-5,071 |
-23.3% |
15,063 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,928 |
20,807 |
20,330 |
|
R3 |
20,683 |
20,562 |
20,263 |
|
R2 |
20,438 |
20,438 |
20,240 |
|
R1 |
20,317 |
20,317 |
20,218 |
20,378 |
PP |
20,193 |
20,193 |
20,193 |
20,224 |
S1 |
20,072 |
20,072 |
20,173 |
20,133 |
S2 |
19,948 |
19,948 |
20,150 |
|
S3 |
19,703 |
19,827 |
20,128 |
|
S4 |
19,458 |
19,582 |
20,060 |
|
|
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 |
3.4% |
280 |
1.4% |
29% |
False |
False |
18,044 |
10 |
20,690 |
19,990 |
700 |
3.5% |
236 |
1.2% |
29% |
False |
False |
9,244 |
20 |
20,725 |
19,625 |
1,100 |
5.4% |
210 |
1.0% |
52% |
False |
False |
4,639 |
40 |
20,725 |
19,180 |
1,545 |
7.7% |
157 |
0.8% |
66% |
False |
False |
2,330 |
60 |
20,725 |
19,180 |
1,545 |
7.7% |
124 |
0.6% |
66% |
False |
False |
1,554 |
80 |
20,725 |
18,330 |
2,395 |
11.9% |
93 |
0.5% |
78% |
False |
False |
1,166 |
100 |
20,725 |
17,460 |
3,265 |
16.2% |
75 |
0.4% |
84% |
False |
False |
933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,356 |
2.618 |
20,957 |
1.618 |
20,712 |
1.000 |
20,560 |
0.618 |
20,467 |
HIGH |
20,315 |
0.618 |
20,222 |
0.500 |
20,193 |
0.382 |
20,164 |
LOW |
20,070 |
0.618 |
19,919 |
1.000 |
19,825 |
1.618 |
19,674 |
2.618 |
19,429 |
4.250 |
19,029 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,194 |
20,320 |
PP |
20,193 |
20,278 |
S1 |
20,193 |
20,237 |
|