Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,195 |
20,575 |
380 |
1.9% |
20,365 |
High |
20,635 |
20,940 |
305 |
1.5% |
20,435 |
Low |
20,165 |
20,570 |
405 |
2.0% |
19,925 |
Close |
20,545 |
20,940 |
395 |
1.9% |
20,155 |
Range |
470 |
370 |
-100 |
-21.3% |
510 |
ATR |
252 |
262 |
10 |
4.1% |
0 |
Volume |
12,500 |
11,256 |
-1,244 |
-10.0% |
53,176 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,927 |
21,803 |
21,144 |
|
R3 |
21,557 |
21,433 |
21,042 |
|
R2 |
21,187 |
21,187 |
21,008 |
|
R1 |
21,063 |
21,063 |
20,974 |
21,125 |
PP |
20,817 |
20,817 |
20,817 |
20,848 |
S1 |
20,693 |
20,693 |
20,906 |
20,755 |
S2 |
20,447 |
20,447 |
20,872 |
|
S3 |
20,077 |
20,323 |
20,838 |
|
S4 |
19,707 |
19,953 |
20,737 |
|
|
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 |
20,940 |
19,925 |
1,015 |
4.8% |
306 |
1.5% |
100% |
True |
False |
11,526 |
10 |
20,940 |
19,925 |
1,015 |
4.8% |
285 |
1.4% |
100% |
True |
False |
12,259 |
20 |
20,940 |
19,925 |
1,015 |
4.8% |
263 |
1.3% |
100% |
True |
False |
9,921 |
40 |
20,940 |
19,180 |
1,760 |
8.4% |
212 |
1.0% |
100% |
True |
False |
4,971 |
60 |
20,940 |
19,180 |
1,760 |
8.4% |
162 |
0.8% |
100% |
True |
False |
3,318 |
80 |
20,940 |
18,595 |
2,345 |
11.2% |
126 |
0.6% |
100% |
True |
False |
2,489 |
100 |
20,940 |
17,650 |
3,290 |
15.7% |
101 |
0.5% |
100% |
True |
False |
1,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,513 |
2.618 |
21,909 |
1.618 |
21,539 |
1.000 |
21,310 |
0.618 |
21,169 |
HIGH |
20,940 |
0.618 |
20,799 |
0.500 |
20,755 |
0.382 |
20,711 |
LOW |
20,570 |
0.618 |
20,341 |
1.000 |
20,200 |
1.618 |
19,971 |
2.618 |
19,601 |
4.250 |
18,998 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,878 |
20,801 |
PP |
20,817 |
20,662 |
S1 |
20,755 |
20,523 |
|