Trading Metrics calculated at close of trading on 29-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,780 |
20,645 |
-135 |
-0.6% |
20,195 |
High |
20,930 |
20,645 |
-285 |
-1.4% |
20,990 |
Low |
20,705 |
20,100 |
-605 |
-2.9% |
20,165 |
Close |
20,900 |
20,110 |
-790 |
-3.8% |
20,900 |
Range |
225 |
545 |
320 |
142.2% |
825 |
ATR |
250 |
289 |
39 |
15.7% |
0 |
Volume |
10,598 |
24,942 |
14,344 |
135.3% |
56,838 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,920 |
21,560 |
20,410 |
|
R3 |
21,375 |
21,015 |
20,260 |
|
R2 |
20,830 |
20,830 |
20,210 |
|
R1 |
20,470 |
20,470 |
20,160 |
20,378 |
PP |
20,285 |
20,285 |
20,285 |
20,239 |
S1 |
19,925 |
19,925 |
20,060 |
19,833 |
S2 |
19,740 |
19,740 |
20,010 |
|
S3 |
19,195 |
19,380 |
19,960 |
|
S4 |
18,650 |
18,835 |
19,810 |
|
|
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 |
20,100 |
890 |
4.4% |
305 |
1.5% |
1% |
False |
True |
13,856 |
10 |
20,990 |
19,925 |
1,065 |
5.3% |
294 |
1.5% |
17% |
False |
False |
12,461 |
20 |
20,990 |
19,925 |
1,065 |
5.3% |
276 |
1.4% |
17% |
False |
False |
12,756 |
40 |
20,990 |
19,180 |
1,810 |
9.0% |
226 |
1.1% |
51% |
False |
False |
6,420 |
60 |
20,990 |
19,180 |
1,810 |
9.0% |
177 |
0.9% |
51% |
False |
False |
4,285 |
80 |
20,990 |
18,595 |
2,395 |
11.9% |
140 |
0.7% |
63% |
False |
False |
3,214 |
100 |
20,990 |
17,655 |
3,335 |
16.6% |
112 |
0.6% |
74% |
False |
False |
2,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,961 |
2.618 |
22,072 |
1.618 |
21,527 |
1.000 |
21,190 |
0.618 |
20,982 |
HIGH |
20,645 |
0.618 |
20,437 |
0.500 |
20,373 |
0.382 |
20,308 |
LOW |
20,100 |
0.618 |
19,763 |
1.000 |
19,555 |
1.618 |
19,218 |
2.618 |
18,673 |
4.250 |
17,784 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,373 |
20,515 |
PP |
20,285 |
20,380 |
S1 |
20,198 |
20,245 |
|