Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,174.9 |
1,177.5 |
2.6 |
0.2% |
1,192.7 |
High |
1,184.2 |
1,193.2 |
9.0 |
0.8% |
1,206.4 |
Low |
1,174.5 |
1,177.3 |
2.8 |
0.2% |
1,164.4 |
Close |
1,179.5 |
1,188.6 |
9.1 |
0.8% |
1,170.1 |
Range |
9.7 |
15.9 |
6.2 |
63.9% |
42.0 |
ATR |
13.4 |
13.6 |
0.2 |
1.3% |
0.0 |
Volume |
3,179 |
1,951 |
-1,228 |
-38.6% |
11,313 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.1 |
1,227.2 |
1,197.3 |
|
R3 |
1,218.2 |
1,211.3 |
1,193.0 |
|
R2 |
1,202.3 |
1,202.3 |
1,191.5 |
|
R1 |
1,195.4 |
1,195.4 |
1,190.1 |
1,198.9 |
PP |
1,186.4 |
1,186.4 |
1,186.4 |
1,188.1 |
S1 |
1,179.5 |
1,179.5 |
1,187.1 |
1,183.0 |
S2 |
1,170.5 |
1,170.5 |
1,185.7 |
|
S3 |
1,154.6 |
1,163.6 |
1,184.2 |
|
S4 |
1,138.7 |
1,147.7 |
1,179.9 |
|
|
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 |
1,193.2 |
1,164.4 |
28.8 |
2.4% |
12.1 |
1.0% |
84% |
True |
False |
3,389 |
10 |
1,206.4 |
1,164.4 |
42.0 |
3.5% |
12.4 |
1.0% |
58% |
False |
False |
3,261 |
20 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.5 |
1.1% |
35% |
False |
False |
3,627 |
40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
14.1 |
1.2% |
35% |
False |
False |
3,210 |
60 |
1,234.0 |
1,145.5 |
88.5 |
7.4% |
14.2 |
1.2% |
49% |
False |
False |
2,920 |
80 |
1,237.9 |
1,145.5 |
92.4 |
7.8% |
14.4 |
1.2% |
47% |
False |
False |
2,691 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
15.4 |
1.3% |
26% |
False |
False |
2,463 |
120 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
15.4 |
1.3% |
26% |
False |
False |
2,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,260.8 |
2.618 |
1,234.8 |
1.618 |
1,218.9 |
1.000 |
1,209.1 |
0.618 |
1,203.0 |
HIGH |
1,193.2 |
0.618 |
1,187.1 |
0.500 |
1,185.3 |
0.382 |
1,183.4 |
LOW |
1,177.3 |
0.618 |
1,167.5 |
1.000 |
1,161.4 |
1.618 |
1,151.6 |
2.618 |
1,135.7 |
4.250 |
1,109.7 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,187.5 |
1,186.5 |
PP |
1,186.4 |
1,184.3 |
S1 |
1,185.3 |
1,182.2 |
|