Trading Metrics calculated at close of trading on 25-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,940 |
20,790 |
-150 |
-0.7% |
20,365 |
High |
20,990 |
20,895 |
-95 |
-0.5% |
20,435 |
Low |
20,740 |
20,760 |
20 |
0.1% |
19,925 |
Close |
20,775 |
20,765 |
-10 |
0.0% |
20,155 |
Range |
250 |
135 |
-115 |
-46.0% |
510 |
ATR |
261 |
252 |
-9 |
-3.4% |
0 |
Volume |
13,301 |
9,183 |
-4,118 |
-31.0% |
53,176 |
|
Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,212 |
21,123 |
20,839 |
|
R3 |
21,077 |
20,988 |
20,802 |
|
R2 |
20,942 |
20,942 |
20,790 |
|
R1 |
20,853 |
20,853 |
20,778 |
20,830 |
PP |
20,807 |
20,807 |
20,807 |
20,795 |
S1 |
20,718 |
20,718 |
20,753 |
20,695 |
S2 |
20,672 |
20,672 |
20,740 |
|
S3 |
20,537 |
20,583 |
20,728 |
|
S4 |
20,402 |
20,448 |
20,691 |
|
|
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 |
20,105 |
885 |
4.3% |
278 |
1.3% |
75% |
False |
False |
10,858 |
10 |
20,990 |
19,925 |
1,065 |
5.1% |
255 |
1.2% |
79% |
False |
False |
11,299 |
20 |
20,990 |
19,925 |
1,065 |
5.1% |
260 |
1.3% |
79% |
False |
False |
10,998 |
40 |
20,990 |
19,180 |
1,810 |
8.7% |
216 |
1.0% |
88% |
False |
False |
5,533 |
60 |
20,990 |
19,180 |
1,810 |
8.7% |
168 |
0.8% |
88% |
False |
False |
3,693 |
80 |
20,990 |
18,595 |
2,395 |
11.5% |
131 |
0.6% |
91% |
False |
False |
2,770 |
100 |
20,990 |
17,650 |
3,340 |
16.1% |
104 |
0.5% |
93% |
False |
False |
2,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,469 |
2.618 |
21,249 |
1.618 |
21,114 |
1.000 |
21,030 |
0.618 |
20,979 |
HIGH |
20,895 |
0.618 |
20,844 |
0.500 |
20,828 |
0.382 |
20,812 |
LOW |
20,760 |
0.618 |
20,677 |
1.000 |
20,625 |
1.618 |
20,542 |
2.618 |
20,407 |
4.250 |
20,186 |
|
|
Fisher Pivots for day following 25-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,828 |
20,780 |
PP |
20,807 |
20,775 |
S1 |
20,786 |
20,770 |
|