Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,171.8 |
1,174.9 |
3.1 |
0.3% |
1,192.7 |
High |
1,177.5 |
1,184.2 |
6.7 |
0.6% |
1,206.4 |
Low |
1,171.1 |
1,174.5 |
3.4 |
0.3% |
1,164.4 |
Close |
1,175.5 |
1,179.5 |
4.0 |
0.3% |
1,170.1 |
Range |
6.4 |
9.7 |
3.3 |
51.6% |
42.0 |
ATR |
13.7 |
13.4 |
-0.3 |
-2.1% |
0.0 |
Volume |
5,496 |
3,179 |
-2,317 |
-42.2% |
11,313 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.5 |
1,203.7 |
1,184.8 |
|
R3 |
1,198.8 |
1,194.0 |
1,182.2 |
|
R2 |
1,189.1 |
1,189.1 |
1,181.3 |
|
R1 |
1,184.3 |
1,184.3 |
1,180.4 |
1,186.7 |
PP |
1,179.4 |
1,179.4 |
1,179.4 |
1,180.6 |
S1 |
1,174.6 |
1,174.6 |
1,178.6 |
1,177.0 |
S2 |
1,169.7 |
1,169.7 |
1,177.7 |
|
S3 |
1,160.0 |
1,164.9 |
1,176.8 |
|
S4 |
1,150.3 |
1,155.2 |
1,174.2 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.3 |
1,280.2 |
1,193.2 |
|
R3 |
1,264.3 |
1,238.2 |
1,181.7 |
|
R2 |
1,222.3 |
1,222.3 |
1,177.8 |
|
R1 |
1,196.2 |
1,196.2 |
1,174.0 |
1,188.3 |
PP |
1,180.3 |
1,180.3 |
1,180.3 |
1,176.3 |
S1 |
1,154.2 |
1,154.2 |
1,166.3 |
1,146.3 |
S2 |
1,138.3 |
1,138.3 |
1,162.4 |
|
S3 |
1,096.3 |
1,112.2 |
1,158.6 |
|
S4 |
1,054.3 |
1,070.2 |
1,147.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,197.5 |
1,164.4 |
33.1 |
2.8% |
12.1 |
1.0% |
46% |
False |
False |
3,372 |
10 |
1,206.4 |
1,164.4 |
42.0 |
3.6% |
11.5 |
1.0% |
36% |
False |
False |
3,584 |
20 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.4 |
1.1% |
22% |
False |
False |
3,729 |
40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
14.1 |
1.2% |
22% |
False |
False |
3,203 |
60 |
1,234.0 |
1,145.5 |
88.5 |
7.5% |
14.1 |
1.2% |
38% |
False |
False |
2,935 |
80 |
1,237.9 |
1,145.5 |
92.4 |
7.8% |
14.3 |
1.2% |
37% |
False |
False |
2,696 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.9% |
15.6 |
1.3% |
21% |
False |
False |
2,487 |
120 |
1,309.5 |
1,145.5 |
164.0 |
13.9% |
15.5 |
1.3% |
21% |
False |
False |
2,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,225.4 |
2.618 |
1,209.6 |
1.618 |
1,199.9 |
1.000 |
1,193.9 |
0.618 |
1,190.2 |
HIGH |
1,184.2 |
0.618 |
1,180.5 |
0.500 |
1,179.4 |
0.382 |
1,178.2 |
LOW |
1,174.5 |
0.618 |
1,168.5 |
1.000 |
1,164.8 |
1.618 |
1,158.8 |
2.618 |
1,149.1 |
4.250 |
1,133.3 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,179.5 |
1,177.8 |
PP |
1,179.4 |
1,176.0 |
S1 |
1,179.4 |
1,174.3 |
|