Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,410 |
20,315 |
-95 |
-0.5% |
20,650 |
High |
20,410 |
20,355 |
-55 |
-0.3% |
20,650 |
Low |
20,160 |
20,165 |
5 |
0.0% |
19,990 |
Close |
20,330 |
20,215 |
-115 |
-0.6% |
20,375 |
Range |
250 |
190 |
-60 |
-24.0% |
660 |
ATR |
235 |
232 |
-3 |
-1.4% |
0 |
Volume |
8,963 |
10,821 |
1,858 |
20.7% |
105,376 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,815 |
20,705 |
20,320 |
|
R3 |
20,625 |
20,515 |
20,267 |
|
R2 |
20,435 |
20,435 |
20,250 |
|
R1 |
20,325 |
20,325 |
20,233 |
20,285 |
PP |
20,245 |
20,245 |
20,245 |
20,225 |
S1 |
20,135 |
20,135 |
20,198 |
20,095 |
S2 |
20,055 |
20,055 |
20,180 |
|
S3 |
19,865 |
19,945 |
20,163 |
|
S4 |
19,675 |
19,755 |
20,111 |
|
|
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 |
20,160 |
440 |
2.2% |
253 |
1.3% |
13% |
False |
False |
11,810 |
10 |
20,685 |
19,990 |
695 |
3.4% |
267 |
1.3% |
32% |
False |
False |
14,927 |
20 |
20,725 |
19,990 |
735 |
3.6% |
229 |
1.1% |
31% |
False |
False |
7,588 |
40 |
20,725 |
19,180 |
1,545 |
7.6% |
185 |
0.9% |
67% |
False |
False |
3,804 |
60 |
20,725 |
19,180 |
1,545 |
7.6% |
141 |
0.7% |
67% |
False |
False |
2,538 |
80 |
20,725 |
18,595 |
2,130 |
10.5% |
109 |
0.5% |
76% |
False |
False |
1,904 |
100 |
20,725 |
17,585 |
3,140 |
15.5% |
87 |
0.4% |
84% |
False |
False |
1,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,163 |
2.618 |
20,853 |
1.618 |
20,663 |
1.000 |
20,545 |
0.618 |
20,473 |
HIGH |
20,355 |
0.618 |
20,283 |
0.500 |
20,260 |
0.382 |
20,238 |
LOW |
20,165 |
0.618 |
20,048 |
1.000 |
19,975 |
1.618 |
19,858 |
2.618 |
19,668 |
4.250 |
19,358 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,260 |
20,298 |
PP |
20,245 |
20,270 |
S1 |
20,230 |
20,243 |
|