Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,170 |
20,470 |
300 |
1.5% |
20,650 |
High |
20,600 |
20,495 |
-105 |
-0.5% |
20,650 |
Low |
20,160 |
20,295 |
135 |
0.7% |
19,990 |
Close |
20,475 |
20,375 |
-100 |
-0.5% |
20,375 |
Range |
440 |
200 |
-240 |
-54.5% |
660 |
ATR |
241 |
238 |
-3 |
-1.2% |
0 |
Volume |
15,353 |
13,578 |
-1,775 |
-11.6% |
105,376 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,988 |
20,882 |
20,485 |
|
R3 |
20,788 |
20,682 |
20,430 |
|
R2 |
20,588 |
20,588 |
20,412 |
|
R1 |
20,482 |
20,482 |
20,393 |
20,435 |
PP |
20,388 |
20,388 |
20,388 |
20,365 |
S1 |
20,282 |
20,282 |
20,357 |
20,235 |
S2 |
20,188 |
20,188 |
20,338 |
|
S3 |
19,988 |
20,082 |
20,320 |
|
S4 |
19,788 |
19,882 |
20,265 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,318 |
22,007 |
20,738 |
|
R3 |
21,658 |
21,347 |
20,557 |
|
R2 |
20,998 |
20,998 |
20,496 |
|
R1 |
20,687 |
20,687 |
20,436 |
20,513 |
PP |
20,338 |
20,338 |
20,338 |
20,251 |
S1 |
20,027 |
20,027 |
20,315 |
19,853 |
S2 |
19,678 |
19,678 |
20,254 |
|
S3 |
19,018 |
19,367 |
20,194 |
|
S4 |
18,358 |
18,707 |
20,012 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,650 |
19,990 |
660 |
3.2% |
320 |
1.6% |
58% |
False |
False |
21,075 |
10 |
20,685 |
19,990 |
695 |
3.4% |
260 |
1.3% |
55% |
False |
False |
12,043 |
20 |
20,725 |
19,675 |
1,050 |
5.2% |
227 |
1.1% |
67% |
False |
False |
6,085 |
40 |
20,725 |
19,180 |
1,545 |
7.6% |
172 |
0.8% |
77% |
False |
False |
3,053 |
60 |
20,725 |
19,180 |
1,545 |
7.6% |
134 |
0.7% |
77% |
False |
False |
2,036 |
80 |
20,725 |
18,560 |
2,165 |
10.6% |
101 |
0.5% |
84% |
False |
False |
1,528 |
100 |
20,725 |
17,525 |
3,200 |
15.7% |
81 |
0.4% |
89% |
False |
False |
1,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,345 |
2.618 |
21,019 |
1.618 |
20,819 |
1.000 |
20,695 |
0.618 |
20,619 |
HIGH |
20,495 |
0.618 |
20,419 |
0.500 |
20,395 |
0.382 |
20,372 |
LOW |
20,295 |
0.618 |
20,172 |
1.000 |
20,095 |
1.618 |
19,972 |
2.618 |
19,772 |
4.250 |
19,445 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,395 |
20,362 |
PP |
20,388 |
20,348 |
S1 |
20,382 |
20,335 |
|