Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,177.5 |
1,187.9 |
10.4 |
0.9% |
1,192.7 |
High |
1,193.2 |
1,189.1 |
-4.1 |
-0.3% |
1,206.4 |
Low |
1,177.3 |
1,177.0 |
-0.3 |
0.0% |
1,164.4 |
Close |
1,188.6 |
1,182.5 |
-6.1 |
-0.5% |
1,170.1 |
Range |
15.9 |
12.1 |
-3.8 |
-23.9% |
42.0 |
ATR |
13.6 |
13.5 |
-0.1 |
-0.8% |
0.0 |
Volume |
1,951 |
4,972 |
3,021 |
154.8% |
11,313 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,219.2 |
1,212.9 |
1,189.2 |
|
R3 |
1,207.1 |
1,200.8 |
1,185.8 |
|
R2 |
1,195.0 |
1,195.0 |
1,184.7 |
|
R1 |
1,188.7 |
1,188.7 |
1,183.6 |
1,185.8 |
PP |
1,182.9 |
1,182.9 |
1,182.9 |
1,181.4 |
S1 |
1,176.6 |
1,176.6 |
1,181.4 |
1,173.7 |
S2 |
1,170.8 |
1,170.8 |
1,180.3 |
|
S3 |
1,158.7 |
1,164.5 |
1,179.2 |
|
S4 |
1,146.6 |
1,152.4 |
1,175.8 |
|
|
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% |
11.8 |
1.0% |
63% |
False |
False |
3,817 |
10 |
1,206.4 |
1,164.4 |
42.0 |
3.6% |
12.5 |
1.1% |
43% |
False |
False |
3,115 |
20 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
12.8 |
1.1% |
26% |
False |
False |
3,652 |
40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
14.0 |
1.2% |
26% |
False |
False |
3,258 |
60 |
1,234.0 |
1,148.0 |
86.0 |
7.3% |
14.1 |
1.2% |
40% |
False |
False |
2,987 |
80 |
1,234.0 |
1,145.5 |
88.5 |
7.5% |
14.2 |
1.2% |
42% |
False |
False |
2,742 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.9% |
15.2 |
1.3% |
23% |
False |
False |
2,476 |
120 |
1,309.5 |
1,145.5 |
164.0 |
13.9% |
15.4 |
1.3% |
23% |
False |
False |
2,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,240.5 |
2.618 |
1,220.8 |
1.618 |
1,208.7 |
1.000 |
1,201.2 |
0.618 |
1,196.6 |
HIGH |
1,189.1 |
0.618 |
1,184.5 |
0.500 |
1,183.1 |
0.382 |
1,181.6 |
LOW |
1,177.0 |
0.618 |
1,169.5 |
1.000 |
1,164.9 |
1.618 |
1,157.4 |
2.618 |
1,145.3 |
4.250 |
1,125.6 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,183.1 |
1,183.9 |
PP |
1,182.9 |
1,183.4 |
S1 |
1,182.7 |
1,183.0 |
|