Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,575 |
20,940 |
365 |
1.8% |
20,365 |
High |
20,940 |
20,990 |
50 |
0.2% |
20,435 |
Low |
20,570 |
20,740 |
170 |
0.8% |
19,925 |
Close |
20,940 |
20,775 |
-165 |
-0.8% |
20,155 |
Range |
370 |
250 |
-120 |
-32.4% |
510 |
ATR |
262 |
261 |
-1 |
-0.3% |
0 |
Volume |
11,256 |
13,301 |
2,045 |
18.2% |
53,176 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,585 |
21,430 |
20,913 |
|
R3 |
21,335 |
21,180 |
20,844 |
|
R2 |
21,085 |
21,085 |
20,821 |
|
R1 |
20,930 |
20,930 |
20,798 |
20,883 |
PP |
20,835 |
20,835 |
20,835 |
20,811 |
S1 |
20,680 |
20,680 |
20,752 |
20,633 |
S2 |
20,585 |
20,585 |
20,729 |
|
S3 |
20,335 |
20,430 |
20,706 |
|
S4 |
20,085 |
20,180 |
20,638 |
|
|
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 |
20,990 |
19,925 |
1,065 |
5.1% |
318 |
1.5% |
80% |
True |
False |
12,022 |
10 |
20,990 |
19,925 |
1,065 |
5.1% |
286 |
1.4% |
80% |
True |
False |
11,916 |
20 |
20,990 |
19,925 |
1,065 |
5.1% |
261 |
1.3% |
80% |
True |
False |
10,580 |
40 |
20,990 |
19,180 |
1,810 |
8.7% |
219 |
1.1% |
88% |
True |
False |
5,304 |
60 |
20,990 |
19,180 |
1,810 |
8.7% |
166 |
0.8% |
88% |
True |
False |
3,540 |
80 |
20,990 |
18,595 |
2,395 |
11.5% |
129 |
0.6% |
91% |
True |
False |
2,655 |
100 |
20,990 |
17,650 |
3,340 |
16.1% |
103 |
0.5% |
94% |
True |
False |
2,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,053 |
2.618 |
21,645 |
1.618 |
21,395 |
1.000 |
21,240 |
0.618 |
21,145 |
HIGH |
20,990 |
0.618 |
20,895 |
0.500 |
20,865 |
0.382 |
20,836 |
LOW |
20,740 |
0.618 |
20,586 |
1.000 |
20,490 |
1.618 |
20,336 |
2.618 |
20,086 |
4.250 |
19,678 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,865 |
20,709 |
PP |
20,835 |
20,643 |
S1 |
20,805 |
20,578 |
|