Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,315 |
20,215 |
-100 |
-0.5% |
20,650 |
High |
20,355 |
20,260 |
-95 |
-0.5% |
20,650 |
Low |
20,165 |
19,925 |
-240 |
-1.2% |
19,990 |
Close |
20,215 |
20,170 |
-45 |
-0.2% |
20,375 |
Range |
190 |
335 |
145 |
76.3% |
660 |
ATR |
232 |
239 |
7 |
3.2% |
0 |
Volume |
10,821 |
15,002 |
4,181 |
38.6% |
105,376 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,123 |
20,982 |
20,354 |
|
R3 |
20,788 |
20,647 |
20,262 |
|
R2 |
20,453 |
20,453 |
20,232 |
|
R1 |
20,312 |
20,312 |
20,201 |
20,215 |
PP |
20,118 |
20,118 |
20,118 |
20,070 |
S1 |
19,977 |
19,977 |
20,139 |
19,880 |
S2 |
19,783 |
19,783 |
20,109 |
|
S3 |
19,448 |
19,642 |
20,078 |
|
S4 |
19,113 |
19,307 |
19,986 |
|
|
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 |
20,495 |
19,925 |
570 |
2.8% |
232 |
1.2% |
43% |
False |
True |
11,740 |
10 |
20,685 |
19,925 |
760 |
3.8% |
282 |
1.4% |
32% |
False |
True |
15,978 |
20 |
20,725 |
19,925 |
800 |
4.0% |
239 |
1.2% |
31% |
False |
True |
8,337 |
40 |
20,725 |
19,180 |
1,545 |
7.7% |
189 |
0.9% |
64% |
False |
False |
4,179 |
60 |
20,725 |
19,180 |
1,545 |
7.7% |
146 |
0.7% |
64% |
False |
False |
2,788 |
80 |
20,725 |
18,595 |
2,130 |
10.6% |
113 |
0.6% |
74% |
False |
False |
2,092 |
100 |
20,725 |
17,585 |
3,140 |
15.6% |
91 |
0.4% |
82% |
False |
False |
1,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,684 |
2.618 |
21,137 |
1.618 |
20,802 |
1.000 |
20,595 |
0.618 |
20,467 |
HIGH |
20,260 |
0.618 |
20,132 |
0.500 |
20,093 |
0.382 |
20,053 |
LOW |
19,925 |
0.618 |
19,718 |
1.000 |
19,590 |
1.618 |
19,383 |
2.618 |
19,048 |
4.250 |
18,501 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,144 |
20,169 |
PP |
20,118 |
20,168 |
S1 |
20,093 |
20,168 |
|