Trading Metrics calculated at close of trading on 10-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
5,377.0 |
5,332.0 |
-45.0 |
-0.8% |
5,332.0 |
High |
5,391.0 |
5,335.0 |
-56.0 |
-1.0% |
5,398.0 |
Low |
5,337.0 |
5,293.0 |
-44.0 |
-0.8% |
5,293.0 |
Close |
5,362.0 |
5,318.0 |
-44.0 |
-0.8% |
5,318.0 |
Range |
54.0 |
42.0 |
-12.0 |
-22.2% |
105.0 |
ATR |
61.0 |
61.6 |
0.6 |
0.9% |
0.0 |
Volume |
25,427 |
40,865 |
15,438 |
60.7% |
136,751 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,441.3 |
5,421.7 |
5,341.1 |
|
R3 |
5,399.3 |
5,379.7 |
5,329.6 |
|
R2 |
5,357.3 |
5,357.3 |
5,325.7 |
|
R1 |
5,337.7 |
5,337.7 |
5,321.9 |
5,326.5 |
PP |
5,315.3 |
5,315.3 |
5,315.3 |
5,309.8 |
S1 |
5,295.7 |
5,295.7 |
5,314.2 |
5,284.5 |
S2 |
5,273.3 |
5,273.3 |
5,310.3 |
|
S3 |
5,231.3 |
5,253.7 |
5,306.5 |
|
S4 |
5,189.3 |
5,211.7 |
5,294.9 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,651.3 |
5,589.7 |
5,375.8 |
|
R3 |
5,546.3 |
5,484.7 |
5,346.9 |
|
R2 |
5,441.3 |
5,441.3 |
5,337.3 |
|
R1 |
5,379.7 |
5,379.7 |
5,327.6 |
5,358.0 |
PP |
5,336.3 |
5,336.3 |
5,336.3 |
5,325.5 |
S1 |
5,274.7 |
5,274.7 |
5,308.4 |
5,253.0 |
S2 |
5,231.3 |
5,231.3 |
5,298.8 |
|
S3 |
5,126.3 |
5,169.7 |
5,289.1 |
|
S4 |
5,021.3 |
5,064.7 |
5,260.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,398.0 |
5,293.0 |
105.0 |
2.0% |
49.8 |
0.9% |
24% |
False |
True |
27,350 |
10 |
5,432.0 |
5,273.0 |
159.0 |
3.0% |
49.4 |
0.9% |
28% |
False |
False |
26,411 |
20 |
5,436.0 |
5,273.0 |
163.0 |
3.1% |
50.3 |
0.9% |
28% |
False |
False |
26,794 |
40 |
5,436.0 |
5,085.0 |
351.0 |
6.6% |
58.2 |
1.1% |
66% |
False |
False |
29,628 |
60 |
5,436.0 |
4,871.0 |
565.0 |
10.6% |
58.9 |
1.1% |
79% |
False |
False |
28,994 |
80 |
5,436.0 |
4,790.0 |
646.0 |
12.1% |
57.9 |
1.1% |
82% |
False |
False |
24,664 |
100 |
5,436.0 |
4,649.0 |
787.0 |
14.8% |
55.4 |
1.0% |
85% |
False |
False |
19,744 |
120 |
5,436.0 |
4,649.0 |
787.0 |
14.8% |
49.7 |
0.9% |
85% |
False |
False |
16,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,513.5 |
2.618 |
5,445.0 |
1.618 |
5,403.0 |
1.000 |
5,377.0 |
0.618 |
5,361.0 |
HIGH |
5,335.0 |
0.618 |
5,319.0 |
0.500 |
5,314.0 |
0.382 |
5,309.0 |
LOW |
5,293.0 |
0.618 |
5,267.0 |
1.000 |
5,251.0 |
1.618 |
5,225.0 |
2.618 |
5,183.0 |
4.250 |
5,114.5 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
5,316.7 |
5,342.0 |
PP |
5,315.3 |
5,334.0 |
S1 |
5,314.0 |
5,326.0 |
|