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 |
3,495.0 |
3,591.0 |
96.0 |
2.7% |
3,441.0 |
High |
3,591.0 |
3,638.0 |
47.0 |
1.3% |
3,520.0 |
Low |
3,495.0 |
3,591.0 |
96.0 |
2.7% |
3,358.0 |
Close |
3,590.0 |
3,615.0 |
25.0 |
0.7% |
3,441.0 |
Range |
96.0 |
47.0 |
-49.0 |
-51.0% |
162.0 |
ATR |
72.6 |
70.9 |
-1.8 |
-2.4% |
0.0 |
Volume |
1,193 |
51,044 |
49,851 |
4,178.6% |
9,753 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,755.7 |
3,732.3 |
3,640.9 |
|
R3 |
3,708.7 |
3,685.3 |
3,627.9 |
|
R2 |
3,661.7 |
3,661.7 |
3,623.6 |
|
R1 |
3,638.3 |
3,638.3 |
3,619.3 |
3,650.0 |
PP |
3,614.7 |
3,614.7 |
3,614.7 |
3,620.5 |
S1 |
3,591.3 |
3,591.3 |
3,610.7 |
3,603.0 |
S2 |
3,567.7 |
3,567.7 |
3,606.4 |
|
S3 |
3,520.7 |
3,544.3 |
3,602.1 |
|
S4 |
3,473.7 |
3,497.3 |
3,589.2 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,925.7 |
3,845.3 |
3,530.1 |
|
R3 |
3,763.7 |
3,683.3 |
3,485.6 |
|
R2 |
3,601.7 |
3,601.7 |
3,470.7 |
|
R1 |
3,521.3 |
3,521.3 |
3,455.9 |
3,522.0 |
PP |
3,439.7 |
3,439.7 |
3,439.7 |
3,440.0 |
S1 |
3,359.3 |
3,359.3 |
3,426.2 |
3,360.0 |
S2 |
3,277.7 |
3,277.7 |
3,411.3 |
|
S3 |
3,115.7 |
3,197.3 |
3,396.5 |
|
S4 |
2,953.7 |
3,035.3 |
3,351.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,638.0 |
3,358.0 |
280.0 |
7.7% |
84.4 |
2.3% |
92% |
True |
False |
11,714 |
10 |
3,638.0 |
3,358.0 |
280.0 |
7.7% |
77.5 |
2.1% |
92% |
True |
False |
6,381 |
20 |
3,662.0 |
3,358.0 |
304.0 |
8.4% |
61.7 |
1.7% |
85% |
False |
False |
3,213 |
40 |
3,706.0 |
3,358.0 |
348.0 |
9.6% |
55.4 |
1.5% |
74% |
False |
False |
1,745 |
60 |
3,740.0 |
3,358.0 |
382.0 |
10.6% |
44.9 |
1.2% |
67% |
False |
False |
1,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,837.8 |
2.618 |
3,761.0 |
1.618 |
3,714.0 |
1.000 |
3,685.0 |
0.618 |
3,667.0 |
HIGH |
3,638.0 |
0.618 |
3,620.0 |
0.500 |
3,614.5 |
0.382 |
3,609.0 |
LOW |
3,591.0 |
0.618 |
3,562.0 |
1.000 |
3,544.0 |
1.618 |
3,515.0 |
2.618 |
3,468.0 |
4.250 |
3,391.3 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,614.8 |
3,587.0 |
PP |
3,614.7 |
3,559.0 |
S1 |
3,614.5 |
3,531.0 |
|