Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,183.0 |
1,181.5 |
-1.5 |
-0.1% |
1,171.8 |
High |
1,185.2 |
1,191.6 |
6.4 |
0.5% |
1,193.2 |
Low |
1,178.0 |
1,174.2 |
-3.8 |
-0.3% |
1,171.1 |
Close |
1,181.3 |
1,188.0 |
6.7 |
0.6% |
1,181.3 |
Range |
7.2 |
17.4 |
10.2 |
141.7% |
22.1 |
ATR |
13.0 |
13.3 |
0.3 |
2.4% |
0.0 |
Volume |
1,965 |
4,591 |
2,626 |
133.6% |
17,563 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.8 |
1,229.8 |
1,197.6 |
|
R3 |
1,219.4 |
1,212.4 |
1,192.8 |
|
R2 |
1,202.0 |
1,202.0 |
1,191.2 |
|
R1 |
1,195.0 |
1,195.0 |
1,189.6 |
1,198.5 |
PP |
1,184.6 |
1,184.6 |
1,184.6 |
1,186.4 |
S1 |
1,177.6 |
1,177.6 |
1,186.4 |
1,181.1 |
S2 |
1,167.2 |
1,167.2 |
1,184.8 |
|
S3 |
1,149.8 |
1,160.2 |
1,183.2 |
|
S4 |
1,132.4 |
1,142.8 |
1,178.4 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,248.2 |
1,236.8 |
1,193.5 |
|
R3 |
1,226.1 |
1,214.7 |
1,187.4 |
|
R2 |
1,204.0 |
1,204.0 |
1,185.4 |
|
R1 |
1,192.6 |
1,192.6 |
1,183.3 |
1,198.3 |
PP |
1,181.9 |
1,181.9 |
1,181.9 |
1,184.7 |
S1 |
1,170.5 |
1,170.5 |
1,179.3 |
1,176.2 |
S2 |
1,159.8 |
1,159.8 |
1,177.2 |
|
S3 |
1,137.7 |
1,148.4 |
1,175.2 |
|
S4 |
1,115.6 |
1,126.3 |
1,169.1 |
|
|
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 |
1,174.2 |
19.0 |
1.6% |
12.5 |
1.0% |
73% |
False |
True |
3,331 |
10 |
1,197.5 |
1,164.4 |
33.1 |
2.8% |
12.3 |
1.0% |
71% |
False |
False |
3,147 |
20 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
12.5 |
1.1% |
34% |
False |
False |
3,521 |
40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
14.1 |
1.2% |
34% |
False |
False |
3,278 |
60 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.9 |
1.2% |
34% |
False |
False |
3,041 |
80 |
1,234.0 |
1,145.5 |
88.5 |
7.4% |
14.1 |
1.2% |
48% |
False |
False |
2,803 |
100 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
15.1 |
1.3% |
26% |
False |
False |
2,519 |
120 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
15.5 |
1.3% |
26% |
False |
False |
2,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,265.6 |
2.618 |
1,237.2 |
1.618 |
1,219.8 |
1.000 |
1,209.0 |
0.618 |
1,202.4 |
HIGH |
1,191.6 |
0.618 |
1,185.0 |
0.500 |
1,182.9 |
0.382 |
1,180.8 |
LOW |
1,174.2 |
0.618 |
1,163.4 |
1.000 |
1,156.8 |
1.618 |
1,146.0 |
2.618 |
1,128.6 |
4.250 |
1,100.3 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,186.3 |
1,186.3 |
PP |
1,184.6 |
1,184.6 |
S1 |
1,182.9 |
1,182.9 |
|