Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,365 |
20,410 |
45 |
0.2% |
20,650 |
High |
20,435 |
20,410 |
-25 |
-0.1% |
20,650 |
Low |
20,250 |
20,160 |
-90 |
-0.4% |
19,990 |
Close |
20,395 |
20,330 |
-65 |
-0.3% |
20,375 |
Range |
185 |
250 |
65 |
35.1% |
660 |
ATR |
234 |
235 |
1 |
0.5% |
0 |
Volume |
10,337 |
8,963 |
-1,374 |
-13.3% |
105,376 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,050 |
20,940 |
20,468 |
|
R3 |
20,800 |
20,690 |
20,399 |
|
R2 |
20,550 |
20,550 |
20,376 |
|
R1 |
20,440 |
20,440 |
20,353 |
20,370 |
PP |
20,300 |
20,300 |
20,300 |
20,265 |
S1 |
20,190 |
20,190 |
20,307 |
20,120 |
S2 |
20,050 |
20,050 |
20,284 |
|
S3 |
19,800 |
19,940 |
20,261 |
|
S4 |
19,550 |
19,690 |
20,193 |
|
|
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 |
20,070 |
530 |
2.6% |
264 |
1.3% |
49% |
False |
False |
12,993 |
10 |
20,685 |
19,990 |
695 |
3.4% |
264 |
1.3% |
49% |
False |
False |
13,908 |
20 |
20,725 |
19,990 |
735 |
3.6% |
229 |
1.1% |
46% |
False |
False |
7,049 |
40 |
20,725 |
19,180 |
1,545 |
7.6% |
182 |
0.9% |
74% |
False |
False |
3,534 |
60 |
20,725 |
19,180 |
1,545 |
7.6% |
137 |
0.7% |
74% |
False |
False |
2,358 |
80 |
20,725 |
18,595 |
2,130 |
10.5% |
107 |
0.5% |
81% |
False |
False |
1,769 |
100 |
20,725 |
17,585 |
3,140 |
15.4% |
85 |
0.4% |
87% |
False |
False |
1,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,473 |
2.618 |
21,065 |
1.618 |
20,815 |
1.000 |
20,660 |
0.618 |
20,565 |
HIGH |
20,410 |
0.618 |
20,315 |
0.500 |
20,285 |
0.382 |
20,256 |
LOW |
20,160 |
0.618 |
20,006 |
1.000 |
19,910 |
1.618 |
19,756 |
2.618 |
19,506 |
4.250 |
19,098 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,315 |
20,329 |
PP |
20,300 |
20,328 |
S1 |
20,285 |
20,328 |
|