Trading Metrics calculated at close of trading on 14-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,458.75 |
4,419.25 |
-39.50 |
-0.9% |
4,511.00 |
High |
4,461.75 |
4,440.50 |
-21.25 |
-0.5% |
4,545.50 |
Low |
4,419.25 |
4,391.75 |
-27.50 |
-0.6% |
4,446.25 |
Close |
4,426.25 |
4,425.25 |
-1.00 |
0.0% |
4,465.75 |
Range |
42.50 |
48.75 |
6.25 |
14.7% |
99.25 |
ATR |
50.02 |
49.93 |
-0.09 |
-0.2% |
0.00 |
Volume |
115,256 |
94,710 |
-20,546 |
-17.8% |
870,477 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,565.50 |
4,544.00 |
4,452.00 |
|
R3 |
4,516.75 |
4,495.25 |
4,438.75 |
|
R2 |
4,468.00 |
4,468.00 |
4,434.25 |
|
R1 |
4,446.50 |
4,446.50 |
4,429.75 |
4,457.25 |
PP |
4,419.25 |
4,419.25 |
4,419.25 |
4,424.50 |
S1 |
4,397.75 |
4,397.75 |
4,420.75 |
4,408.50 |
S2 |
4,370.50 |
4,370.50 |
4,416.25 |
|
S3 |
4,321.75 |
4,349.00 |
4,411.75 |
|
S4 |
4,273.00 |
4,300.25 |
4,398.50 |
|
|
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 |
4,530.25 |
4,391.75 |
138.50 |
3.1% |
43.00 |
1.0% |
24% |
False |
True |
152,058 |
10 |
4,545.50 |
4,391.75 |
153.75 |
3.5% |
42.25 |
1.0% |
22% |
False |
True |
167,965 |
20 |
4,545.50 |
4,280.75 |
264.75 |
6.0% |
48.25 |
1.1% |
55% |
False |
False |
197,319 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.1% |
56.25 |
1.3% |
49% |
False |
False |
221,576 |
60 |
4,584.50 |
4,271.00 |
313.50 |
7.1% |
56.50 |
1.3% |
49% |
False |
False |
217,280 |
80 |
4,584.50 |
4,076.50 |
508.00 |
11.5% |
60.00 |
1.4% |
69% |
False |
False |
182,302 |
100 |
4,584.50 |
3,856.50 |
728.00 |
16.5% |
69.75 |
1.6% |
78% |
False |
False |
145,899 |
120 |
4,691.00 |
3,856.50 |
834.50 |
18.9% |
75.50 |
1.7% |
68% |
False |
False |
121,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,647.75 |
2.618 |
4,568.25 |
1.618 |
4,519.50 |
1.000 |
4,489.25 |
0.618 |
4,470.75 |
HIGH |
4,440.50 |
0.618 |
4,422.00 |
0.500 |
4,416.00 |
0.382 |
4,410.25 |
LOW |
4,391.75 |
0.618 |
4,361.50 |
1.000 |
4,343.00 |
1.618 |
4,312.75 |
2.618 |
4,264.00 |
4.250 |
4,184.50 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,422.25 |
4,453.00 |
PP |
4,419.25 |
4,443.75 |
S1 |
4,416.00 |
4,434.50 |
|