Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,187.7 |
1,180.0 |
-7.7 |
-0.6% |
1,181.5 |
High |
1,189.7 |
1,181.2 |
-8.5 |
-0.7% |
1,207.3 |
Low |
1,178.0 |
1,170.5 |
-7.5 |
-0.6% |
1,174.2 |
Close |
1,178.8 |
1,175.1 |
-3.7 |
-0.3% |
1,204.0 |
Range |
11.7 |
10.7 |
-1.0 |
-8.5% |
33.1 |
ATR |
14.0 |
13.7 |
-0.2 |
-1.7% |
0.0 |
Volume |
1,915 |
4,448 |
2,533 |
132.3% |
13,759 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.7 |
1,202.1 |
1,181.0 |
|
R3 |
1,197.0 |
1,191.4 |
1,178.0 |
|
R2 |
1,186.3 |
1,186.3 |
1,177.1 |
|
R1 |
1,180.7 |
1,180.7 |
1,176.1 |
1,178.2 |
PP |
1,175.6 |
1,175.6 |
1,175.6 |
1,174.3 |
S1 |
1,170.0 |
1,170.0 |
1,174.1 |
1,167.5 |
S2 |
1,164.9 |
1,164.9 |
1,173.1 |
|
S3 |
1,154.2 |
1,159.3 |
1,172.2 |
|
S4 |
1,143.5 |
1,148.6 |
1,169.2 |
|
|
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 |
1,170.5 |
36.8 |
3.1% |
13.5 |
1.2% |
13% |
False |
True |
2,737 |
10 |
1,207.3 |
1,170.5 |
36.8 |
3.1% |
13.0 |
1.1% |
13% |
False |
True |
2,870 |
20 |
1,207.3 |
1,164.4 |
42.9 |
3.7% |
12.7 |
1.1% |
25% |
False |
False |
3,066 |
40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.5 |
1.1% |
15% |
False |
False |
3,185 |
60 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.8 |
1.2% |
15% |
False |
False |
2,969 |
80 |
1,234.0 |
1,145.5 |
88.5 |
7.5% |
14.1 |
1.2% |
33% |
False |
False |
2,885 |
100 |
1,287.5 |
1,145.5 |
142.0 |
12.1% |
14.5 |
1.2% |
21% |
False |
False |
2,606 |
120 |
1,309.5 |
1,145.5 |
164.0 |
14.0% |
15.3 |
1.3% |
18% |
False |
False |
2,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,226.7 |
2.618 |
1,209.2 |
1.618 |
1,198.5 |
1.000 |
1,191.9 |
0.618 |
1,187.8 |
HIGH |
1,181.2 |
0.618 |
1,177.1 |
0.500 |
1,175.9 |
0.382 |
1,174.6 |
LOW |
1,170.5 |
0.618 |
1,163.9 |
1.000 |
1,159.8 |
1.618 |
1,153.2 |
2.618 |
1,142.5 |
4.250 |
1,125.0 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,175.9 |
1,186.4 |
PP |
1,175.6 |
1,182.6 |
S1 |
1,175.4 |
1,178.9 |
|