Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,201.5 |
1,187.7 |
-13.8 |
-1.1% |
1,181.5 |
High |
1,202.2 |
1,189.7 |
-12.5 |
-1.0% |
1,207.3 |
Low |
1,184.2 |
1,178.0 |
-6.2 |
-0.5% |
1,174.2 |
Close |
1,186.3 |
1,178.8 |
-7.5 |
-0.6% |
1,204.0 |
Range |
18.0 |
11.7 |
-6.3 |
-35.0% |
33.1 |
ATR |
14.1 |
14.0 |
-0.2 |
-1.2% |
0.0 |
Volume |
1,649 |
1,915 |
266 |
16.1% |
13,759 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.3 |
1,209.7 |
1,185.2 |
|
R3 |
1,205.6 |
1,198.0 |
1,182.0 |
|
R2 |
1,193.9 |
1,193.9 |
1,180.9 |
|
R1 |
1,186.3 |
1,186.3 |
1,179.9 |
1,184.3 |
PP |
1,182.2 |
1,182.2 |
1,182.2 |
1,181.1 |
S1 |
1,174.6 |
1,174.6 |
1,177.7 |
1,172.6 |
S2 |
1,170.5 |
1,170.5 |
1,176.7 |
|
S3 |
1,158.8 |
1,162.9 |
1,175.6 |
|
S4 |
1,147.1 |
1,151.2 |
1,172.4 |
|
|
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% |
14.2 |
1.2% |
8% |
False |
False |
2,190 |
10 |
1,207.3 |
1,174.2 |
33.1 |
2.8% |
13.5 |
1.1% |
14% |
False |
False |
2,621 |
20 |
1,207.3 |
1,164.4 |
42.9 |
3.6% |
12.5 |
1.1% |
34% |
False |
False |
3,102 |
40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.6 |
1.2% |
21% |
False |
False |
3,185 |
60 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.9 |
1.2% |
21% |
False |
False |
3,041 |
80 |
1,234.0 |
1,145.5 |
88.5 |
7.5% |
14.1 |
1.2% |
38% |
False |
False |
2,848 |
100 |
1,288.2 |
1,145.5 |
142.7 |
12.1% |
14.7 |
1.2% |
23% |
False |
False |
2,571 |
120 |
1,309.5 |
1,145.5 |
164.0 |
13.9% |
15.4 |
1.3% |
20% |
False |
False |
2,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,239.4 |
2.618 |
1,220.3 |
1.618 |
1,208.6 |
1.000 |
1,201.4 |
0.618 |
1,196.9 |
HIGH |
1,189.7 |
0.618 |
1,185.2 |
0.500 |
1,183.9 |
0.382 |
1,182.5 |
LOW |
1,178.0 |
0.618 |
1,170.8 |
1.000 |
1,166.3 |
1.618 |
1,159.1 |
2.618 |
1,147.4 |
4.250 |
1,128.3 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,183.9 |
1,192.0 |
PP |
1,182.2 |
1,187.6 |
S1 |
1,180.5 |
1,183.2 |
|