Trading Metrics calculated at close of trading on 26-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,176.5 |
1,175.3 |
-1.2 |
-0.1% |
1,201.5 |
High |
1,179.1 |
1,180.0 |
0.9 |
0.1% |
1,202.2 |
Low |
1,173.4 |
1,170.0 |
-3.4 |
-0.3% |
1,170.0 |
Close |
1,174.0 |
1,175.5 |
1.5 |
0.1% |
1,175.5 |
Range |
5.7 |
10.0 |
4.3 |
75.4% |
32.2 |
ATR |
13.1 |
12.9 |
-0.2 |
-1.7% |
0.0 |
Volume |
2,671 |
5,264 |
2,593 |
97.1% |
15,947 |
|
Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,205.2 |
1,200.3 |
1,181.0 |
|
R3 |
1,195.2 |
1,190.3 |
1,178.3 |
|
R2 |
1,185.2 |
1,185.2 |
1,177.3 |
|
R1 |
1,180.3 |
1,180.3 |
1,176.4 |
1,182.8 |
PP |
1,175.2 |
1,175.2 |
1,175.2 |
1,176.4 |
S1 |
1,170.3 |
1,170.3 |
1,174.6 |
1,172.8 |
S2 |
1,165.2 |
1,165.2 |
1,173.7 |
|
S3 |
1,155.2 |
1,160.3 |
1,172.8 |
|
S4 |
1,145.2 |
1,150.3 |
1,170.0 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.2 |
1,259.5 |
1,193.2 |
|
R3 |
1,247.0 |
1,227.3 |
1,184.4 |
|
R2 |
1,214.8 |
1,214.8 |
1,181.4 |
|
R1 |
1,195.1 |
1,195.1 |
1,178.5 |
1,188.9 |
PP |
1,182.6 |
1,182.6 |
1,182.6 |
1,179.4 |
S1 |
1,162.9 |
1,162.9 |
1,172.5 |
1,156.7 |
S2 |
1,150.4 |
1,150.4 |
1,169.6 |
|
S3 |
1,118.2 |
1,130.7 |
1,166.6 |
|
S4 |
1,086.0 |
1,098.5 |
1,157.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,202.2 |
1,170.0 |
32.2 |
2.7% |
11.2 |
1.0% |
17% |
False |
True |
3,189 |
10 |
1,207.3 |
1,170.0 |
37.3 |
3.2% |
12.6 |
1.1% |
15% |
False |
True |
2,970 |
20 |
1,207.3 |
1,164.4 |
42.9 |
3.6% |
12.5 |
1.1% |
26% |
False |
False |
2,929 |
40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
12.9 |
1.1% |
16% |
False |
False |
3,333 |
60 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.5 |
1.1% |
16% |
False |
False |
3,034 |
80 |
1,234.0 |
1,145.5 |
88.5 |
7.5% |
13.9 |
1.2% |
34% |
False |
False |
2,933 |
100 |
1,275.9 |
1,145.5 |
130.4 |
11.1% |
14.2 |
1.2% |
23% |
False |
False |
2,653 |
120 |
1,309.5 |
1,145.5 |
164.0 |
14.0% |
15.0 |
1.3% |
18% |
False |
False |
2,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,222.5 |
2.618 |
1,206.2 |
1.618 |
1,196.2 |
1.000 |
1,190.0 |
0.618 |
1,186.2 |
HIGH |
1,180.0 |
0.618 |
1,176.2 |
0.500 |
1,175.0 |
0.382 |
1,173.8 |
LOW |
1,170.0 |
0.618 |
1,163.8 |
1.000 |
1,160.0 |
1.618 |
1,153.8 |
2.618 |
1,143.8 |
4.250 |
1,127.5 |
|
|
Fisher Pivots for day following 26-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,175.3 |
1,175.6 |
PP |
1,175.2 |
1,175.6 |
S1 |
1,175.0 |
1,175.5 |
|