Trading Metrics calculated at close of trading on 19-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,215 |
20,175 |
-40 |
-0.2% |
20,365 |
High |
20,260 |
20,270 |
10 |
0.0% |
20,435 |
Low |
19,925 |
20,105 |
180 |
0.9% |
19,925 |
Close |
20,170 |
20,155 |
-15 |
-0.1% |
20,155 |
Range |
335 |
165 |
-170 |
-50.7% |
510 |
ATR |
239 |
234 |
-5 |
-2.2% |
0 |
Volume |
15,002 |
8,053 |
-6,949 |
-46.3% |
53,176 |
|
Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,672 |
20,578 |
20,246 |
|
R3 |
20,507 |
20,413 |
20,201 |
|
R2 |
20,342 |
20,342 |
20,185 |
|
R1 |
20,248 |
20,248 |
20,170 |
20,213 |
PP |
20,177 |
20,177 |
20,177 |
20,159 |
S1 |
20,083 |
20,083 |
20,140 |
20,048 |
S2 |
20,012 |
20,012 |
20,125 |
|
S3 |
19,847 |
19,918 |
20,110 |
|
S4 |
19,682 |
19,753 |
20,064 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,702 |
21,438 |
20,436 |
|
R3 |
21,192 |
20,928 |
20,295 |
|
R2 |
20,682 |
20,682 |
20,249 |
|
R1 |
20,418 |
20,418 |
20,202 |
20,295 |
PP |
20,172 |
20,172 |
20,172 |
20,110 |
S1 |
19,908 |
19,908 |
20,108 |
19,785 |
S2 |
19,662 |
19,662 |
20,062 |
|
S3 |
19,152 |
19,398 |
20,015 |
|
S4 |
18,642 |
18,888 |
19,875 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,435 |
19,925 |
510 |
2.5% |
225 |
1.1% |
45% |
False |
False |
10,635 |
10 |
20,650 |
19,925 |
725 |
3.6% |
273 |
1.4% |
32% |
False |
False |
15,855 |
20 |
20,725 |
19,925 |
800 |
4.0% |
240 |
1.2% |
29% |
False |
False |
8,739 |
40 |
20,725 |
19,180 |
1,545 |
7.7% |
193 |
1.0% |
63% |
False |
False |
4,378 |
60 |
20,725 |
19,180 |
1,545 |
7.7% |
149 |
0.7% |
63% |
False |
False |
2,922 |
80 |
20,725 |
18,595 |
2,130 |
10.6% |
115 |
0.6% |
73% |
False |
False |
2,192 |
100 |
20,725 |
17,585 |
3,140 |
15.6% |
92 |
0.5% |
82% |
False |
False |
1,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,971 |
2.618 |
20,702 |
1.618 |
20,537 |
1.000 |
20,435 |
0.618 |
20,372 |
HIGH |
20,270 |
0.618 |
20,207 |
0.500 |
20,188 |
0.382 |
20,168 |
LOW |
20,105 |
0.618 |
20,003 |
1.000 |
19,940 |
1.618 |
19,838 |
2.618 |
19,673 |
4.250 |
19,404 |
|
|
Fisher Pivots for day following 19-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,188 |
20,150 |
PP |
20,177 |
20,145 |
S1 |
20,166 |
20,140 |
|