Trading Metrics calculated at close of trading on 16-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,424.00 |
4,409.75 |
-14.25 |
-0.3% |
4,511.00 |
High |
4,444.00 |
4,429.00 |
-15.00 |
-0.3% |
4,545.50 |
Low |
4,404.25 |
4,361.00 |
-43.25 |
-1.0% |
4,446.25 |
Close |
4,412.75 |
4,424.75 |
12.00 |
0.3% |
4,465.75 |
Range |
39.75 |
68.00 |
28.25 |
71.1% |
99.25 |
ATR |
49.20 |
50.55 |
1.34 |
2.7% |
0.00 |
Volume |
68,451 |
49,749 |
-18,702 |
-27.3% |
870,477 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,609.00 |
4,584.75 |
4,462.25 |
|
R3 |
4,541.00 |
4,516.75 |
4,443.50 |
|
R2 |
4,473.00 |
4,473.00 |
4,437.25 |
|
R1 |
4,448.75 |
4,448.75 |
4,431.00 |
4,461.00 |
PP |
4,405.00 |
4,405.00 |
4,405.00 |
4,411.00 |
S1 |
4,380.75 |
4,380.75 |
4,418.50 |
4,393.00 |
S2 |
4,337.00 |
4,337.00 |
4,412.25 |
|
S3 |
4,269.00 |
4,312.75 |
4,406.00 |
|
S4 |
4,201.00 |
4,244.75 |
4,387.25 |
|
|
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 |
4,514.25 |
4,361.00 |
153.25 |
3.5% |
53.50 |
1.2% |
42% |
False |
True |
93,899 |
10 |
4,545.50 |
4,361.00 |
184.50 |
4.2% |
45.00 |
1.0% |
35% |
False |
True |
142,410 |
20 |
4,545.50 |
4,280.75 |
264.75 |
6.0% |
46.50 |
1.0% |
54% |
False |
False |
175,118 |
40 |
4,551.75 |
4,271.00 |
280.75 |
6.3% |
55.75 |
1.3% |
55% |
False |
False |
213,282 |
60 |
4,584.50 |
4,271.00 |
313.50 |
7.1% |
56.75 |
1.3% |
49% |
False |
False |
213,251 |
80 |
4,584.50 |
4,076.50 |
508.00 |
11.5% |
59.50 |
1.3% |
69% |
False |
False |
183,766 |
100 |
4,584.50 |
3,856.50 |
728.00 |
16.5% |
68.00 |
1.5% |
78% |
False |
False |
147,074 |
120 |
4,691.00 |
3,856.50 |
834.50 |
18.9% |
75.75 |
1.7% |
68% |
False |
False |
122,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,718.00 |
2.618 |
4,607.00 |
1.618 |
4,539.00 |
1.000 |
4,497.00 |
0.618 |
4,471.00 |
HIGH |
4,429.00 |
0.618 |
4,403.00 |
0.500 |
4,395.00 |
0.382 |
4,387.00 |
LOW |
4,361.00 |
0.618 |
4,319.00 |
1.000 |
4,293.00 |
1.618 |
4,251.00 |
2.618 |
4,183.00 |
4.250 |
4,072.00 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,414.75 |
4,417.25 |
PP |
4,405.00 |
4,410.00 |
S1 |
4,395.00 |
4,402.50 |
|