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 |
4,513.00 |
4,458.75 |
-54.25 |
-1.2% |
4,511.00 |
High |
4,514.25 |
4,461.75 |
-52.50 |
-1.2% |
4,545.50 |
Low |
4,446.25 |
4,419.25 |
-27.00 |
-0.6% |
4,446.25 |
Close |
4,465.75 |
4,426.25 |
-39.50 |
-0.9% |
4,465.75 |
Range |
68.00 |
42.50 |
-25.50 |
-37.5% |
99.25 |
ATR |
50.29 |
50.02 |
-0.27 |
-0.5% |
0.00 |
Volume |
141,333 |
115,256 |
-26,077 |
-18.5% |
870,477 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,563.25 |
4,537.25 |
4,449.50 |
|
R3 |
4,520.75 |
4,494.75 |
4,438.00 |
|
R2 |
4,478.25 |
4,478.25 |
4,434.00 |
|
R1 |
4,452.25 |
4,452.25 |
4,430.25 |
4,444.00 |
PP |
4,435.75 |
4,435.75 |
4,435.75 |
4,431.50 |
S1 |
4,409.75 |
4,409.75 |
4,422.25 |
4,401.50 |
S2 |
4,393.25 |
4,393.25 |
4,418.50 |
|
S3 |
4,350.75 |
4,367.25 |
4,414.50 |
|
S4 |
4,308.25 |
4,324.75 |
4,403.00 |
|
|
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 |
4,419.25 |
126.25 |
2.9% |
40.00 |
0.9% |
6% |
False |
True |
164,240 |
10 |
4,545.50 |
4,419.25 |
126.25 |
2.9% |
40.50 |
0.9% |
6% |
False |
True |
179,455 |
20 |
4,545.50 |
4,280.75 |
264.75 |
6.0% |
50.00 |
1.1% |
55% |
False |
False |
202,477 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.1% |
56.50 |
1.3% |
50% |
False |
False |
223,705 |
60 |
4,584.50 |
4,271.00 |
313.50 |
7.1% |
56.25 |
1.3% |
50% |
False |
False |
219,709 |
80 |
4,584.50 |
4,076.50 |
508.00 |
11.5% |
60.00 |
1.4% |
69% |
False |
False |
181,120 |
100 |
4,584.50 |
3,856.50 |
728.00 |
16.4% |
70.25 |
1.6% |
78% |
False |
False |
144,956 |
120 |
4,691.00 |
3,856.50 |
834.50 |
18.9% |
75.50 |
1.7% |
68% |
False |
False |
120,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,642.50 |
2.618 |
4,573.00 |
1.618 |
4,530.50 |
1.000 |
4,504.25 |
0.618 |
4,488.00 |
HIGH |
4,461.75 |
0.618 |
4,445.50 |
0.500 |
4,440.50 |
0.382 |
4,435.50 |
LOW |
4,419.25 |
0.618 |
4,393.00 |
1.000 |
4,376.75 |
1.618 |
4,350.50 |
2.618 |
4,308.00 |
4.250 |
4,238.50 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,440.50 |
4,471.00 |
PP |
4,435.75 |
4,456.00 |
S1 |
4,431.00 |
4,441.00 |
|