Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,470 |
20,365 |
-105 |
-0.5% |
20,650 |
High |
20,495 |
20,435 |
-60 |
-0.3% |
20,650 |
Low |
20,295 |
20,250 |
-45 |
-0.2% |
19,990 |
Close |
20,375 |
20,395 |
20 |
0.1% |
20,375 |
Range |
200 |
185 |
-15 |
-7.5% |
660 |
ATR |
238 |
234 |
-4 |
-1.6% |
0 |
Volume |
13,578 |
10,337 |
-3,241 |
-23.9% |
105,376 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,915 |
20,840 |
20,497 |
|
R3 |
20,730 |
20,655 |
20,446 |
|
R2 |
20,545 |
20,545 |
20,429 |
|
R1 |
20,470 |
20,470 |
20,412 |
20,508 |
PP |
20,360 |
20,360 |
20,360 |
20,379 |
S1 |
20,285 |
20,285 |
20,378 |
20,323 |
S2 |
20,175 |
20,175 |
20,361 |
|
S3 |
19,990 |
20,100 |
20,344 |
|
S4 |
19,805 |
19,915 |
20,293 |
|
|
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 |
20,600 |
19,990 |
610 |
3.0% |
295 |
1.4% |
66% |
False |
False |
15,561 |
10 |
20,685 |
19,990 |
695 |
3.4% |
259 |
1.3% |
58% |
False |
False |
13,050 |
20 |
20,725 |
19,935 |
790 |
3.9% |
224 |
1.1% |
58% |
False |
False |
6,601 |
40 |
20,725 |
19,180 |
1,545 |
7.6% |
176 |
0.9% |
79% |
False |
False |
3,311 |
60 |
20,725 |
19,180 |
1,545 |
7.6% |
134 |
0.7% |
79% |
False |
False |
2,209 |
80 |
20,725 |
18,560 |
2,165 |
10.6% |
103 |
0.5% |
85% |
False |
False |
1,657 |
100 |
20,725 |
17,525 |
3,200 |
15.7% |
83 |
0.4% |
90% |
False |
False |
1,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,221 |
2.618 |
20,919 |
1.618 |
20,734 |
1.000 |
20,620 |
0.618 |
20,549 |
HIGH |
20,435 |
0.618 |
20,364 |
0.500 |
20,343 |
0.382 |
20,321 |
LOW |
20,250 |
0.618 |
20,136 |
1.000 |
20,065 |
1.618 |
19,951 |
2.618 |
19,766 |
4.250 |
19,464 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,378 |
20,390 |
PP |
20,360 |
20,385 |
S1 |
20,343 |
20,380 |
|