Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,183.5 |
1,186.7 |
3.2 |
0.3% |
1,171.8 |
High |
1,190.1 |
1,207.3 |
17.2 |
1.4% |
1,193.2 |
Low |
1,176.2 |
1,185.3 |
9.1 |
0.8% |
1,171.1 |
Close |
1,179.0 |
1,204.2 |
25.2 |
2.1% |
1,181.3 |
Range |
13.9 |
22.0 |
8.1 |
58.3% |
22.1 |
ATR |
13.3 |
14.3 |
1.1 |
8.1% |
0.0 |
Volume |
1,712 |
1,036 |
-676 |
-39.5% |
17,563 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.9 |
1,256.6 |
1,216.3 |
|
R3 |
1,242.9 |
1,234.6 |
1,210.3 |
|
R2 |
1,220.9 |
1,220.9 |
1,208.2 |
|
R1 |
1,212.6 |
1,212.6 |
1,206.2 |
1,216.8 |
PP |
1,198.9 |
1,198.9 |
1,198.9 |
1,201.0 |
S1 |
1,190.6 |
1,190.6 |
1,202.2 |
1,194.8 |
S2 |
1,176.9 |
1,176.9 |
1,200.2 |
|
S3 |
1,154.9 |
1,168.6 |
1,198.2 |
|
S4 |
1,132.9 |
1,146.6 |
1,192.1 |
|
|
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 |
1,207.3 |
1,174.2 |
33.1 |
2.7% |
14.4 |
1.2% |
91% |
True |
False |
2,217 |
10 |
1,207.3 |
1,164.4 |
42.9 |
3.6% |
13.1 |
1.1% |
93% |
True |
False |
3,017 |
20 |
1,217.0 |
1,164.4 |
52.6 |
4.4% |
13.0 |
1.1% |
76% |
False |
False |
3,306 |
40 |
1,234.0 |
1,164.4 |
69.6 |
5.8% |
14.2 |
1.2% |
57% |
False |
False |
3,259 |
60 |
1,234.0 |
1,164.4 |
69.6 |
5.8% |
14.1 |
1.2% |
57% |
False |
False |
3,042 |
80 |
1,234.0 |
1,145.5 |
88.5 |
7.3% |
14.2 |
1.2% |
66% |
False |
False |
2,819 |
100 |
1,300.9 |
1,145.5 |
155.4 |
12.9% |
14.9 |
1.2% |
38% |
False |
False |
2,532 |
120 |
1,309.5 |
1,145.5 |
164.0 |
13.6% |
15.5 |
1.3% |
36% |
False |
False |
2,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.8 |
2.618 |
1,264.9 |
1.618 |
1,242.9 |
1.000 |
1,229.3 |
0.618 |
1,220.9 |
HIGH |
1,207.3 |
0.618 |
1,198.9 |
0.500 |
1,196.3 |
0.382 |
1,193.7 |
LOW |
1,185.3 |
0.618 |
1,171.7 |
1.000 |
1,163.3 |
1.618 |
1,149.7 |
2.618 |
1,127.7 |
4.250 |
1,091.8 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,201.6 |
1,200.1 |
PP |
1,198.9 |
1,195.9 |
S1 |
1,196.3 |
1,191.8 |
|