Trading Metrics calculated at close of trading on 26-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,790 |
20,780 |
-10 |
0.0% |
20,195 |
High |
20,895 |
20,930 |
35 |
0.2% |
20,990 |
Low |
20,760 |
20,705 |
-55 |
-0.3% |
20,165 |
Close |
20,765 |
20,900 |
135 |
0.7% |
20,900 |
Range |
135 |
225 |
90 |
66.7% |
825 |
ATR |
252 |
250 |
-2 |
-0.8% |
0 |
Volume |
9,183 |
10,598 |
1,415 |
15.4% |
56,838 |
|
Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,520 |
21,435 |
21,024 |
|
R3 |
21,295 |
21,210 |
20,962 |
|
R2 |
21,070 |
21,070 |
20,941 |
|
R1 |
20,985 |
20,985 |
20,921 |
21,028 |
PP |
20,845 |
20,845 |
20,845 |
20,866 |
S1 |
20,760 |
20,760 |
20,880 |
20,803 |
S2 |
20,620 |
20,620 |
20,859 |
|
S3 |
20,395 |
20,535 |
20,838 |
|
S4 |
20,170 |
20,310 |
20,776 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,160 |
22,855 |
21,354 |
|
R3 |
22,335 |
22,030 |
21,127 |
|
R2 |
21,510 |
21,510 |
21,051 |
|
R1 |
21,205 |
21,205 |
20,976 |
21,358 |
PP |
20,685 |
20,685 |
20,685 |
20,761 |
S1 |
20,380 |
20,380 |
20,825 |
20,533 |
S2 |
19,860 |
19,860 |
20,749 |
|
S3 |
19,035 |
19,555 |
20,673 |
|
S4 |
18,210 |
18,730 |
20,446 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,990 |
20,165 |
825 |
3.9% |
290 |
1.4% |
89% |
False |
False |
11,367 |
10 |
20,990 |
19,925 |
1,065 |
5.1% |
258 |
1.2% |
92% |
False |
False |
11,001 |
20 |
20,990 |
19,925 |
1,065 |
5.1% |
259 |
1.2% |
92% |
False |
False |
11,522 |
40 |
20,990 |
19,180 |
1,810 |
8.7% |
215 |
1.0% |
95% |
False |
False |
5,797 |
60 |
20,990 |
19,180 |
1,810 |
8.7% |
171 |
0.8% |
95% |
False |
False |
3,870 |
80 |
20,990 |
18,595 |
2,395 |
11.5% |
133 |
0.6% |
96% |
False |
False |
2,903 |
100 |
20,990 |
17,655 |
3,335 |
16.0% |
107 |
0.5% |
97% |
False |
False |
2,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,886 |
2.618 |
21,519 |
1.618 |
21,294 |
1.000 |
21,155 |
0.618 |
21,069 |
HIGH |
20,930 |
0.618 |
20,844 |
0.500 |
20,818 |
0.382 |
20,791 |
LOW |
20,705 |
0.618 |
20,566 |
1.000 |
20,480 |
1.618 |
20,341 |
2.618 |
20,116 |
4.250 |
19,749 |
|
|
Fisher Pivots for day following 26-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,873 |
20,883 |
PP |
20,845 |
20,865 |
S1 |
20,818 |
20,848 |
|