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 |
4,518.25 |
4,513.00 |
-5.25 |
-0.1% |
4,511.00 |
High |
4,522.50 |
4,514.25 |
-8.25 |
-0.2% |
4,545.50 |
Low |
4,493.50 |
4,446.25 |
-47.25 |
-1.1% |
4,446.25 |
Close |
4,512.00 |
4,465.75 |
-46.25 |
-1.0% |
4,465.75 |
Range |
29.00 |
68.00 |
39.00 |
134.5% |
99.25 |
ATR |
48.93 |
50.29 |
1.36 |
2.8% |
0.00 |
Volume |
236,706 |
141,333 |
-95,373 |
-40.3% |
870,477 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,679.50 |
4,640.50 |
4,503.25 |
|
R3 |
4,611.50 |
4,572.50 |
4,484.50 |
|
R2 |
4,543.50 |
4,543.50 |
4,478.25 |
|
R1 |
4,504.50 |
4,504.50 |
4,472.00 |
4,490.00 |
PP |
4,475.50 |
4,475.50 |
4,475.50 |
4,468.00 |
S1 |
4,436.50 |
4,436.50 |
4,459.50 |
4,422.00 |
S2 |
4,407.50 |
4,407.50 |
4,453.25 |
|
S3 |
4,339.50 |
4,368.50 |
4,447.00 |
|
S4 |
4,271.50 |
4,300.50 |
4,428.25 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,783.50 |
4,724.00 |
4,520.25 |
|
R3 |
4,684.25 |
4,624.75 |
4,493.00 |
|
R2 |
4,585.00 |
4,585.00 |
4,484.00 |
|
R1 |
4,525.50 |
4,525.50 |
4,474.75 |
4,505.50 |
PP |
4,485.75 |
4,485.75 |
4,485.75 |
4,476.00 |
S1 |
4,426.25 |
4,426.25 |
4,456.75 |
4,406.50 |
S2 |
4,386.50 |
4,386.50 |
4,447.50 |
|
S3 |
4,287.25 |
4,327.00 |
4,438.50 |
|
S4 |
4,188.00 |
4,227.75 |
4,411.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,545.50 |
4,446.25 |
99.25 |
2.2% |
38.00 |
0.9% |
20% |
False |
True |
174,095 |
10 |
4,545.50 |
4,446.25 |
99.25 |
2.2% |
38.50 |
0.9% |
20% |
False |
True |
183,303 |
20 |
4,545.50 |
4,280.75 |
264.75 |
5.9% |
50.75 |
1.1% |
70% |
False |
False |
209,208 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.0% |
56.25 |
1.3% |
62% |
False |
False |
225,119 |
60 |
4,584.50 |
4,271.00 |
313.50 |
7.0% |
56.50 |
1.3% |
62% |
False |
False |
222,285 |
80 |
4,584.50 |
4,076.50 |
508.00 |
11.4% |
60.50 |
1.4% |
77% |
False |
False |
179,691 |
100 |
4,584.50 |
3,856.50 |
728.00 |
16.3% |
71.50 |
1.6% |
84% |
False |
False |
143,806 |
120 |
4,691.00 |
3,856.50 |
834.50 |
18.7% |
75.75 |
1.7% |
73% |
False |
False |
119,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,803.25 |
2.618 |
4,692.25 |
1.618 |
4,624.25 |
1.000 |
4,582.25 |
0.618 |
4,556.25 |
HIGH |
4,514.25 |
0.618 |
4,488.25 |
0.500 |
4,480.25 |
0.382 |
4,472.25 |
LOW |
4,446.25 |
0.618 |
4,404.25 |
1.000 |
4,378.25 |
1.618 |
4,336.25 |
2.618 |
4,268.25 |
4.250 |
4,157.25 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,480.25 |
4,488.25 |
PP |
4,475.50 |
4,480.75 |
S1 |
4,470.50 |
4,473.25 |
|