Trading Metrics calculated at close of trading on 22-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,203.5 |
1,201.5 |
-2.0 |
-0.2% |
1,181.5 |
High |
1,206.0 |
1,202.2 |
-3.8 |
-0.3% |
1,207.3 |
Low |
1,200.8 |
1,184.2 |
-16.6 |
-1.4% |
1,174.2 |
Close |
1,204.0 |
1,186.3 |
-17.7 |
-1.5% |
1,204.0 |
Range |
5.2 |
18.0 |
12.8 |
246.2% |
33.1 |
ATR |
13.7 |
14.1 |
0.4 |
3.2% |
0.0 |
Volume |
4,639 |
1,649 |
-2,990 |
-64.5% |
13,759 |
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,244.9 |
1,233.6 |
1,196.2 |
|
R3 |
1,226.9 |
1,215.6 |
1,191.3 |
|
R2 |
1,208.9 |
1,208.9 |
1,189.6 |
|
R1 |
1,197.6 |
1,197.6 |
1,188.0 |
1,194.3 |
PP |
1,190.9 |
1,190.9 |
1,190.9 |
1,189.2 |
S1 |
1,179.6 |
1,179.6 |
1,184.7 |
1,176.3 |
S2 |
1,172.9 |
1,172.9 |
1,183.0 |
|
S3 |
1,154.9 |
1,161.6 |
1,181.4 |
|
S4 |
1,136.9 |
1,143.6 |
1,176.4 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.5 |
1,282.3 |
1,222.2 |
|
R3 |
1,261.4 |
1,249.2 |
1,213.1 |
|
R2 |
1,228.3 |
1,228.3 |
1,210.1 |
|
R1 |
1,216.1 |
1,216.1 |
1,207.0 |
1,222.2 |
PP |
1,195.2 |
1,195.2 |
1,195.2 |
1,198.2 |
S1 |
1,183.0 |
1,183.0 |
1,201.0 |
1,189.1 |
S2 |
1,162.1 |
1,162.1 |
1,197.9 |
|
S3 |
1,129.0 |
1,149.9 |
1,194.9 |
|
S4 |
1,095.9 |
1,116.8 |
1,185.8 |
|
|
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 |
1,176.2 |
31.1 |
2.6% |
14.1 |
1.2% |
32% |
False |
False |
2,163 |
10 |
1,207.3 |
1,174.2 |
33.1 |
2.8% |
13.3 |
1.1% |
37% |
False |
False |
2,747 |
20 |
1,210.2 |
1,164.4 |
45.8 |
3.9% |
13.0 |
1.1% |
48% |
False |
False |
3,285 |
40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
14.0 |
1.2% |
31% |
False |
False |
3,238 |
60 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.9 |
1.2% |
31% |
False |
False |
3,050 |
80 |
1,234.0 |
1,145.5 |
88.5 |
7.5% |
14.2 |
1.2% |
46% |
False |
False |
2,839 |
100 |
1,288.2 |
1,145.5 |
142.7 |
12.0% |
14.8 |
1.3% |
29% |
False |
False |
2,573 |
120 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
15.4 |
1.3% |
25% |
False |
False |
2,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.7 |
2.618 |
1,249.3 |
1.618 |
1,231.3 |
1.000 |
1,220.2 |
0.618 |
1,213.3 |
HIGH |
1,202.2 |
0.618 |
1,195.3 |
0.500 |
1,193.2 |
0.382 |
1,191.1 |
LOW |
1,184.2 |
0.618 |
1,173.1 |
1.000 |
1,166.2 |
1.618 |
1,155.1 |
2.618 |
1,137.1 |
4.250 |
1,107.7 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,193.2 |
1,195.8 |
PP |
1,190.9 |
1,192.6 |
S1 |
1,188.6 |
1,189.5 |
|