Trading Metrics calculated at close of trading on 13-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
10,065.0 |
9,709.5 |
-355.5 |
-3.5% |
10,127.5 |
High |
10,081.5 |
9,757.5 |
-324.0 |
-3.2% |
10,319.0 |
Low |
9,773.0 |
9,597.5 |
-175.5 |
-1.8% |
9,773.0 |
Close |
9,836.0 |
9,684.0 |
-152.0 |
-1.5% |
9,836.0 |
Range |
308.5 |
160.0 |
-148.5 |
-48.1% |
546.0 |
ATR |
174.9 |
179.5 |
4.5 |
2.6% |
0.0 |
Volume |
144,455 |
144,455 |
0 |
0.0% |
548,275 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,159.7 |
10,081.8 |
9,772.0 |
|
R3 |
9,999.7 |
9,921.8 |
9,728.0 |
|
R2 |
9,839.7 |
9,839.7 |
9,713.3 |
|
R1 |
9,761.8 |
9,761.8 |
9,698.7 |
9,720.8 |
PP |
9,679.7 |
9,679.7 |
9,679.7 |
9,659.1 |
S1 |
9,601.8 |
9,601.8 |
9,669.3 |
9,560.8 |
S2 |
9,519.7 |
9,519.7 |
9,654.7 |
|
S3 |
9,359.7 |
9,441.8 |
9,640.0 |
|
S4 |
9,199.7 |
9,281.8 |
9,596.0 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,614.0 |
11,271.0 |
10,136.3 |
|
R3 |
11,068.0 |
10,725.0 |
9,986.2 |
|
R2 |
10,522.0 |
10,522.0 |
9,936.1 |
|
R1 |
10,179.0 |
10,179.0 |
9,886.1 |
10,077.5 |
PP |
9,976.0 |
9,976.0 |
9,976.0 |
9,925.3 |
S1 |
9,633.0 |
9,633.0 |
9,786.0 |
9,531.5 |
S2 |
9,430.0 |
9,430.0 |
9,735.9 |
|
S3 |
8,884.0 |
9,087.0 |
9,685.9 |
|
S4 |
8,338.0 |
8,541.0 |
9,535.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,319.0 |
9,597.5 |
721.5 |
7.5% |
179.2 |
1.9% |
12% |
False |
True |
120,907 |
10 |
10,374.5 |
9,597.5 |
777.0 |
8.0% |
158.4 |
1.6% |
11% |
False |
True |
106,176 |
20 |
10,374.5 |
9,597.5 |
777.0 |
8.0% |
163.2 |
1.7% |
11% |
False |
True |
97,957 |
40 |
10,522.0 |
9,597.5 |
924.5 |
9.5% |
166.7 |
1.7% |
9% |
False |
True |
102,581 |
60 |
10,522.0 |
9,472.5 |
1,049.5 |
10.8% |
171.7 |
1.8% |
20% |
False |
False |
101,586 |
80 |
10,522.0 |
9,158.5 |
1,363.5 |
14.1% |
178.1 |
1.8% |
39% |
False |
False |
78,868 |
100 |
10,522.0 |
8,730.0 |
1,792.0 |
18.5% |
188.5 |
1.9% |
53% |
False |
False |
63,276 |
120 |
10,920.5 |
8,730.0 |
2,190.5 |
22.6% |
197.4 |
2.0% |
44% |
False |
False |
52,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,437.5 |
2.618 |
10,176.4 |
1.618 |
10,016.4 |
1.000 |
9,917.5 |
0.618 |
9,856.4 |
HIGH |
9,757.5 |
0.618 |
9,696.4 |
0.500 |
9,677.5 |
0.382 |
9,658.6 |
LOW |
9,597.5 |
0.618 |
9,498.6 |
1.000 |
9,437.5 |
1.618 |
9,338.6 |
2.618 |
9,178.6 |
4.250 |
8,917.5 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
9,681.8 |
9,904.8 |
PP |
9,679.7 |
9,831.2 |
S1 |
9,677.5 |
9,757.6 |
|