Trading Metrics calculated at close of trading on 30-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,645 |
20,110 |
-535 |
-2.6% |
20,195 |
High |
20,645 |
20,430 |
-215 |
-1.0% |
20,990 |
Low |
20,100 |
20,100 |
0 |
0.0% |
20,165 |
Close |
20,110 |
20,255 |
145 |
0.7% |
20,900 |
Range |
545 |
330 |
-215 |
-39.4% |
825 |
ATR |
289 |
292 |
3 |
1.0% |
0 |
Volume |
24,942 |
19,639 |
-5,303 |
-21.3% |
56,838 |
|
Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,252 |
21,083 |
20,437 |
|
R3 |
20,922 |
20,753 |
20,346 |
|
R2 |
20,592 |
20,592 |
20,316 |
|
R1 |
20,423 |
20,423 |
20,285 |
20,508 |
PP |
20,262 |
20,262 |
20,262 |
20,304 |
S1 |
20,093 |
20,093 |
20,225 |
20,178 |
S2 |
19,932 |
19,932 |
20,195 |
|
S3 |
19,602 |
19,763 |
20,164 |
|
S4 |
19,272 |
19,433 |
20,074 |
|
|
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% |
297 |
1.5% |
17% |
False |
True |
15,532 |
10 |
20,990 |
19,925 |
1,065 |
5.3% |
302 |
1.5% |
31% |
False |
False |
13,529 |
20 |
20,990 |
19,925 |
1,065 |
5.3% |
283 |
1.4% |
31% |
False |
False |
13,719 |
40 |
20,990 |
19,180 |
1,810 |
8.9% |
234 |
1.2% |
59% |
False |
False |
6,911 |
60 |
20,990 |
19,180 |
1,810 |
8.9% |
183 |
0.9% |
59% |
False |
False |
4,613 |
80 |
20,990 |
18,595 |
2,395 |
11.8% |
144 |
0.7% |
69% |
False |
False |
3,460 |
100 |
20,990 |
17,655 |
3,335 |
16.5% |
115 |
0.6% |
78% |
False |
False |
2,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,833 |
2.618 |
21,294 |
1.618 |
20,964 |
1.000 |
20,760 |
0.618 |
20,634 |
HIGH |
20,430 |
0.618 |
20,304 |
0.500 |
20,265 |
0.382 |
20,226 |
LOW |
20,100 |
0.618 |
19,896 |
1.000 |
19,770 |
1.618 |
19,566 |
2.618 |
19,236 |
4.250 |
18,698 |
|
|
Fisher Pivots for day following 30-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,265 |
20,515 |
PP |
20,262 |
20,428 |
S1 |
20,258 |
20,342 |
|