Trading Metrics calculated at close of trading on 17-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,409.75 |
4,423.25 |
13.50 |
0.3% |
4,458.75 |
High |
4,429.00 |
4,440.00 |
11.00 |
0.2% |
4,461.75 |
Low |
4,361.00 |
4,410.00 |
49.00 |
1.1% |
4,361.00 |
Close |
4,424.75 |
4,422.13 |
-2.62 |
-0.1% |
4,422.13 |
Range |
68.00 |
30.00 |
-38.00 |
-55.9% |
100.75 |
ATR |
50.55 |
49.08 |
-1.47 |
-2.9% |
0.00 |
Volume |
49,749 |
4,765 |
-44,984 |
-90.4% |
332,931 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,514.00 |
4,498.00 |
4,438.75 |
|
R3 |
4,484.00 |
4,468.00 |
4,430.50 |
|
R2 |
4,454.00 |
4,454.00 |
4,427.75 |
|
R1 |
4,438.00 |
4,438.00 |
4,425.00 |
4,431.00 |
PP |
4,424.00 |
4,424.00 |
4,424.00 |
4,420.50 |
S1 |
4,408.00 |
4,408.00 |
4,419.50 |
4,401.00 |
S2 |
4,394.00 |
4,394.00 |
4,416.75 |
|
S3 |
4,364.00 |
4,378.00 |
4,414.00 |
|
S4 |
4,334.00 |
4,348.00 |
4,405.75 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,717.25 |
4,670.50 |
4,477.50 |
|
R3 |
4,616.50 |
4,569.75 |
4,449.75 |
|
R2 |
4,515.75 |
4,515.75 |
4,440.50 |
|
R1 |
4,469.00 |
4,469.00 |
4,431.25 |
4,442.00 |
PP |
4,415.00 |
4,415.00 |
4,415.00 |
4,401.50 |
S1 |
4,368.25 |
4,368.25 |
4,413.00 |
4,341.25 |
S2 |
4,314.25 |
4,314.25 |
4,403.75 |
|
S3 |
4,213.50 |
4,267.50 |
4,394.50 |
|
S4 |
4,112.75 |
4,166.75 |
4,366.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,461.75 |
4,361.00 |
100.75 |
2.3% |
45.75 |
1.0% |
61% |
False |
False |
66,586 |
10 |
4,545.50 |
4,361.00 |
184.50 |
4.2% |
42.00 |
0.9% |
33% |
False |
False |
120,340 |
20 |
4,545.50 |
4,314.50 |
231.00 |
5.2% |
45.00 |
1.0% |
47% |
False |
False |
161,722 |
40 |
4,545.50 |
4,271.00 |
274.50 |
6.2% |
55.00 |
1.2% |
55% |
False |
False |
207,410 |
60 |
4,584.50 |
4,271.00 |
313.50 |
7.1% |
56.25 |
1.3% |
48% |
False |
False |
209,797 |
80 |
4,584.50 |
4,162.25 |
422.25 |
9.5% |
58.25 |
1.3% |
62% |
False |
False |
183,812 |
100 |
4,584.50 |
3,856.50 |
728.00 |
16.5% |
67.25 |
1.5% |
78% |
False |
False |
147,121 |
120 |
4,691.00 |
3,856.50 |
834.50 |
18.9% |
75.75 |
1.7% |
68% |
False |
False |
122,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,567.50 |
2.618 |
4,518.50 |
1.618 |
4,488.50 |
1.000 |
4,470.00 |
0.618 |
4,458.50 |
HIGH |
4,440.00 |
0.618 |
4,428.50 |
0.500 |
4,425.00 |
0.382 |
4,421.50 |
LOW |
4,410.00 |
0.618 |
4,391.50 |
1.000 |
4,380.00 |
1.618 |
4,361.50 |
2.618 |
4,331.50 |
4.250 |
4,282.50 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,425.00 |
4,415.50 |
PP |
4,424.00 |
4,409.00 |
S1 |
4,423.00 |
4,402.50 |
|