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 |
3,591.0 |
3,625.0 |
34.0 |
0.9% |
3,441.0 |
High |
3,638.0 |
3,628.0 |
-10.0 |
-0.3% |
3,520.0 |
Low |
3,591.0 |
3,567.0 |
-24.0 |
-0.7% |
3,358.0 |
Close |
3,615.0 |
3,600.0 |
-15.0 |
-0.4% |
3,441.0 |
Range |
47.0 |
61.0 |
14.0 |
29.8% |
162.0 |
ATR |
70.9 |
70.2 |
-0.7 |
-1.0% |
0.0 |
Volume |
51,044 |
1,021 |
-50,023 |
-98.0% |
9,753 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,781.3 |
3,751.7 |
3,633.6 |
|
R3 |
3,720.3 |
3,690.7 |
3,616.8 |
|
R2 |
3,659.3 |
3,659.3 |
3,611.2 |
|
R1 |
3,629.7 |
3,629.7 |
3,605.6 |
3,614.0 |
PP |
3,598.3 |
3,598.3 |
3,598.3 |
3,590.5 |
S1 |
3,568.7 |
3,568.7 |
3,594.4 |
3,553.0 |
S2 |
3,537.3 |
3,537.3 |
3,588.8 |
|
S3 |
3,476.3 |
3,507.7 |
3,583.2 |
|
S4 |
3,415.3 |
3,446.7 |
3,566.5 |
|
|
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 |
7.8% |
84.6 |
2.4% |
86% |
False |
False |
10,956 |
10 |
3,638.0 |
3,358.0 |
280.0 |
7.8% |
73.5 |
2.0% |
86% |
False |
False |
6,473 |
20 |
3,650.0 |
3,358.0 |
292.0 |
8.1% |
61.4 |
1.7% |
83% |
False |
False |
3,261 |
40 |
3,674.0 |
3,358.0 |
316.0 |
8.8% |
56.4 |
1.6% |
77% |
False |
False |
1,770 |
60 |
3,740.0 |
3,358.0 |
382.0 |
10.6% |
44.9 |
1.2% |
63% |
False |
False |
1,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,887.3 |
2.618 |
3,787.7 |
1.618 |
3,726.7 |
1.000 |
3,689.0 |
0.618 |
3,665.7 |
HIGH |
3,628.0 |
0.618 |
3,604.7 |
0.500 |
3,597.5 |
0.382 |
3,590.3 |
LOW |
3,567.0 |
0.618 |
3,529.3 |
1.000 |
3,506.0 |
1.618 |
3,468.3 |
2.618 |
3,407.3 |
4.250 |
3,307.8 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3,599.2 |
3,588.8 |
PP |
3,598.3 |
3,577.7 |
S1 |
3,597.5 |
3,566.5 |
|