Trading Metrics calculated at close of trading on 15-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,419.25 |
4,424.00 |
4.75 |
0.1% |
4,511.00 |
High |
4,440.50 |
4,444.00 |
3.50 |
0.1% |
4,545.50 |
Low |
4,391.75 |
4,404.25 |
12.50 |
0.3% |
4,446.25 |
Close |
4,425.25 |
4,412.75 |
-12.50 |
-0.3% |
4,465.75 |
Range |
48.75 |
39.75 |
-9.00 |
-18.5% |
99.25 |
ATR |
49.93 |
49.20 |
-0.73 |
-1.5% |
0.00 |
Volume |
94,710 |
68,451 |
-26,259 |
-27.7% |
870,477 |
|
Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,539.50 |
4,516.00 |
4,434.50 |
|
R3 |
4,499.75 |
4,476.25 |
4,423.75 |
|
R2 |
4,460.00 |
4,460.00 |
4,420.00 |
|
R1 |
4,436.50 |
4,436.50 |
4,416.50 |
4,428.50 |
PP |
4,420.25 |
4,420.25 |
4,420.25 |
4,416.25 |
S1 |
4,396.75 |
4,396.75 |
4,409.00 |
4,388.50 |
S2 |
4,380.50 |
4,380.50 |
4,405.50 |
|
S3 |
4,340.75 |
4,357.00 |
4,401.75 |
|
S4 |
4,301.00 |
4,317.25 |
4,391.00 |
|
|
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 |
4,522.50 |
4,391.75 |
130.75 |
3.0% |
45.50 |
1.0% |
16% |
False |
False |
131,291 |
10 |
4,545.50 |
4,391.75 |
153.75 |
3.5% |
42.75 |
1.0% |
14% |
False |
False |
155,364 |
20 |
4,545.50 |
4,280.75 |
264.75 |
6.0% |
46.00 |
1.0% |
50% |
False |
False |
187,895 |
40 |
4,556.00 |
4,271.00 |
285.00 |
6.5% |
55.25 |
1.3% |
50% |
False |
False |
216,865 |
60 |
4,584.50 |
4,271.00 |
313.50 |
7.1% |
56.50 |
1.3% |
45% |
False |
False |
215,592 |
80 |
4,584.50 |
4,076.50 |
508.00 |
11.5% |
59.50 |
1.3% |
66% |
False |
False |
183,155 |
100 |
4,584.50 |
3,856.50 |
728.00 |
16.5% |
68.75 |
1.6% |
76% |
False |
False |
146,580 |
120 |
4,691.00 |
3,856.50 |
834.50 |
18.9% |
75.50 |
1.7% |
67% |
False |
False |
122,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,613.00 |
2.618 |
4,548.00 |
1.618 |
4,508.25 |
1.000 |
4,483.75 |
0.618 |
4,468.50 |
HIGH |
4,444.00 |
0.618 |
4,428.75 |
0.500 |
4,424.00 |
0.382 |
4,419.50 |
LOW |
4,404.25 |
0.618 |
4,379.75 |
1.000 |
4,364.50 |
1.618 |
4,340.00 |
2.618 |
4,300.25 |
4.250 |
4,235.25 |
|
|
Fisher Pivots for day following 15-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,424.00 |
4,426.75 |
PP |
4,420.25 |
4,422.00 |
S1 |
4,416.50 |
4,417.50 |
|