Trading Metrics calculated at close of trading on 22-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,175 |
20,195 |
20 |
0.1% |
20,365 |
High |
20,270 |
20,635 |
365 |
1.8% |
20,435 |
Low |
20,105 |
20,165 |
60 |
0.3% |
19,925 |
Close |
20,155 |
20,545 |
390 |
1.9% |
20,155 |
Range |
165 |
470 |
305 |
184.8% |
510 |
ATR |
234 |
252 |
18 |
7.5% |
0 |
Volume |
8,053 |
12,500 |
4,447 |
55.2% |
53,176 |
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,858 |
21,672 |
20,804 |
|
R3 |
21,388 |
21,202 |
20,674 |
|
R2 |
20,918 |
20,918 |
20,631 |
|
R1 |
20,732 |
20,732 |
20,588 |
20,825 |
PP |
20,448 |
20,448 |
20,448 |
20,495 |
S1 |
20,262 |
20,262 |
20,502 |
20,355 |
S2 |
19,978 |
19,978 |
20,459 |
|
S3 |
19,508 |
19,792 |
20,416 |
|
S4 |
19,038 |
19,322 |
20,287 |
|
|
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 |
20,635 |
19,925 |
710 |
3.5% |
282 |
1.4% |
87% |
True |
False |
11,067 |
10 |
20,635 |
19,925 |
710 |
3.5% |
289 |
1.4% |
87% |
True |
False |
13,314 |
20 |
20,725 |
19,925 |
800 |
3.9% |
254 |
1.2% |
78% |
False |
False |
9,359 |
40 |
20,725 |
19,180 |
1,545 |
7.5% |
203 |
1.0% |
88% |
False |
False |
4,690 |
60 |
20,725 |
19,180 |
1,545 |
7.5% |
157 |
0.8% |
88% |
False |
False |
3,131 |
80 |
20,725 |
18,595 |
2,130 |
10.4% |
121 |
0.6% |
92% |
False |
False |
2,348 |
100 |
20,725 |
17,585 |
3,140 |
15.3% |
97 |
0.5% |
94% |
False |
False |
1,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,633 |
2.618 |
21,866 |
1.618 |
21,396 |
1.000 |
21,105 |
0.618 |
20,926 |
HIGH |
20,635 |
0.618 |
20,456 |
0.500 |
20,400 |
0.382 |
20,345 |
LOW |
20,165 |
0.618 |
19,875 |
1.000 |
19,695 |
1.618 |
19,405 |
2.618 |
18,935 |
4.250 |
18,168 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,497 |
20,457 |
PP |
20,448 |
20,368 |
S1 |
20,400 |
20,280 |
|