Trading Metrics calculated at close of trading on 30-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1,180.6 |
1,181.7 |
1.1 |
0.1% |
1,201.5 |
High |
1,189.0 |
1,182.2 |
-6.8 |
-0.6% |
1,202.2 |
Low |
1,175.6 |
1,168.1 |
-7.5 |
-0.6% |
1,170.0 |
Close |
1,181.3 |
1,174.0 |
-7.3 |
-0.6% |
1,175.5 |
Range |
13.4 |
14.1 |
0.7 |
5.2% |
32.2 |
ATR |
13.0 |
13.0 |
0.1 |
0.6% |
0.0 |
Volume |
2,222 |
3,478 |
1,256 |
56.5% |
15,947 |
|
Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.1 |
1,209.6 |
1,181.8 |
|
R3 |
1,203.0 |
1,195.5 |
1,177.9 |
|
R2 |
1,188.9 |
1,188.9 |
1,176.6 |
|
R1 |
1,181.4 |
1,181.4 |
1,175.3 |
1,178.1 |
PP |
1,174.8 |
1,174.8 |
1,174.8 |
1,173.1 |
S1 |
1,167.3 |
1,167.3 |
1,172.7 |
1,164.0 |
S2 |
1,160.7 |
1,160.7 |
1,171.4 |
|
S3 |
1,146.6 |
1,153.2 |
1,170.1 |
|
S4 |
1,132.5 |
1,139.1 |
1,166.2 |
|
|
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 |
1,189.0 |
1,168.1 |
20.9 |
1.8% |
10.8 |
0.9% |
28% |
False |
True |
3,616 |
10 |
1,207.3 |
1,168.1 |
39.2 |
3.3% |
12.5 |
1.1% |
15% |
False |
True |
2,903 |
20 |
1,207.3 |
1,164.4 |
42.9 |
3.7% |
12.5 |
1.1% |
22% |
False |
False |
3,057 |
40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
12.9 |
1.1% |
14% |
False |
False |
3,335 |
60 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.5 |
1.2% |
14% |
False |
False |
3,061 |
80 |
1,234.0 |
1,145.5 |
88.5 |
7.5% |
13.7 |
1.2% |
32% |
False |
False |
2,922 |
100 |
1,271.7 |
1,145.5 |
126.2 |
10.7% |
14.2 |
1.2% |
23% |
False |
False |
2,654 |
120 |
1,309.5 |
1,145.5 |
164.0 |
14.0% |
15.0 |
1.3% |
17% |
False |
False |
2,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,242.1 |
2.618 |
1,219.1 |
1.618 |
1,205.0 |
1.000 |
1,196.3 |
0.618 |
1,190.9 |
HIGH |
1,182.2 |
0.618 |
1,176.8 |
0.500 |
1,175.2 |
0.382 |
1,173.5 |
LOW |
1,168.1 |
0.618 |
1,159.4 |
1.000 |
1,154.0 |
1.618 |
1,145.3 |
2.618 |
1,131.2 |
4.250 |
1,108.2 |
|
|
Fisher Pivots for day following 30-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1,175.2 |
1,178.6 |
PP |
1,174.8 |
1,177.0 |
S1 |
1,174.4 |
1,175.5 |
|