Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,140 |
20,170 |
30 |
0.1% |
20,515 |
High |
20,315 |
20,600 |
285 |
1.4% |
20,685 |
Low |
20,070 |
20,160 |
90 |
0.4% |
20,430 |
Close |
20,195 |
20,475 |
280 |
1.4% |
20,645 |
Range |
245 |
440 |
195 |
79.6% |
255 |
ATR |
226 |
241 |
15 |
6.8% |
0 |
Volume |
16,734 |
15,353 |
-1,381 |
-8.3% |
15,063 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,732 |
21,543 |
20,717 |
|
R3 |
21,292 |
21,103 |
20,596 |
|
R2 |
20,852 |
20,852 |
20,556 |
|
R1 |
20,663 |
20,663 |
20,515 |
20,758 |
PP |
20,412 |
20,412 |
20,412 |
20,459 |
S1 |
20,223 |
20,223 |
20,435 |
20,318 |
S2 |
19,972 |
19,972 |
20,394 |
|
S3 |
19,532 |
19,783 |
20,354 |
|
S4 |
19,092 |
19,343 |
20,233 |
|
|
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% |
331 |
1.6% |
70% |
False |
False |
20,216 |
10 |
20,690 |
19,990 |
700 |
3.4% |
265 |
1.3% |
69% |
False |
False |
10,697 |
20 |
20,725 |
19,625 |
1,100 |
5.4% |
223 |
1.1% |
77% |
False |
False |
5,407 |
40 |
20,725 |
19,180 |
1,545 |
7.5% |
167 |
0.8% |
84% |
False |
False |
2,713 |
60 |
20,725 |
19,180 |
1,545 |
7.5% |
131 |
0.6% |
84% |
False |
False |
1,810 |
80 |
20,725 |
18,440 |
2,285 |
11.2% |
99 |
0.5% |
89% |
False |
False |
1,358 |
100 |
20,725 |
17,460 |
3,265 |
15.9% |
79 |
0.4% |
92% |
False |
False |
1,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,470 |
2.618 |
21,752 |
1.618 |
21,312 |
1.000 |
21,040 |
0.618 |
20,872 |
HIGH |
20,600 |
0.618 |
20,432 |
0.500 |
20,380 |
0.382 |
20,328 |
LOW |
20,160 |
0.618 |
19,888 |
1.000 |
19,720 |
1.618 |
19,448 |
2.618 |
19,008 |
4.250 |
18,290 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,443 |
20,415 |
PP |
20,412 |
20,355 |
S1 |
20,380 |
20,295 |
|