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 |
1,178.5 |
1,162.6 |
-15.9 |
-1.3% |
1,162.0 |
High |
1,178.7 |
1,165.5 |
-13.2 |
-1.1% |
1,190.3 |
Low |
1,160.6 |
1,147.5 |
-13.1 |
-1.1% |
1,159.4 |
Close |
1,164.2 |
1,149.3 |
-14.9 |
-1.3% |
1,164.2 |
Range |
18.1 |
18.0 |
-0.1 |
-0.6% |
30.9 |
ATR |
16.1 |
16.2 |
0.1 |
0.9% |
0.0 |
Volume |
89,603 |
122,696 |
33,093 |
36.9% |
464,828 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.0 |
1,196.8 |
1,159.3 |
|
R3 |
1,190.0 |
1,178.8 |
1,154.3 |
|
R2 |
1,172.0 |
1,172.0 |
1,152.5 |
|
R1 |
1,160.8 |
1,160.8 |
1,151.0 |
1,157.5 |
PP |
1,154.0 |
1,154.0 |
1,154.0 |
1,152.5 |
S1 |
1,142.8 |
1,142.8 |
1,147.8 |
1,139.5 |
S2 |
1,136.0 |
1,136.0 |
1,146.0 |
|
S3 |
1,118.0 |
1,124.8 |
1,144.3 |
|
S4 |
1,100.0 |
1,106.8 |
1,139.5 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.0 |
1,245.0 |
1,181.3 |
|
R3 |
1,233.0 |
1,214.0 |
1,172.8 |
|
R2 |
1,202.3 |
1,202.3 |
1,169.8 |
|
R1 |
1,183.3 |
1,183.3 |
1,167.0 |
1,192.8 |
PP |
1,171.3 |
1,171.3 |
1,171.3 |
1,176.0 |
S1 |
1,152.3 |
1,152.3 |
1,161.3 |
1,161.8 |
S2 |
1,140.5 |
1,140.5 |
1,158.5 |
|
S3 |
1,109.5 |
1,121.5 |
1,155.8 |
|
S4 |
1,078.5 |
1,090.5 |
1,147.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,190.3 |
1,147.5 |
42.8 |
3.7% |
14.3 |
1.2% |
4% |
False |
True |
102,331 |
10 |
1,190.3 |
1,147.5 |
42.8 |
3.7% |
15.3 |
1.3% |
4% |
False |
True |
93,020 |
20 |
1,190.3 |
1,082.7 |
107.6 |
9.4% |
16.8 |
1.4% |
62% |
False |
False |
93,389 |
40 |
1,190.3 |
1,082.7 |
107.6 |
9.4% |
16.5 |
1.4% |
62% |
False |
False |
90,676 |
60 |
1,190.3 |
1,059.5 |
130.8 |
11.4% |
16.5 |
1.4% |
69% |
False |
False |
89,034 |
80 |
1,190.3 |
992.4 |
197.9 |
17.2% |
16.8 |
1.5% |
79% |
False |
False |
77,741 |
100 |
1,190.3 |
945.2 |
245.1 |
21.3% |
15.3 |
1.3% |
83% |
False |
False |
62,195 |
120 |
1,190.3 |
945.2 |
245.1 |
21.3% |
14.3 |
1.2% |
83% |
False |
False |
51,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,242.0 |
2.618 |
1,212.5 |
1.618 |
1,194.5 |
1.000 |
1,183.5 |
0.618 |
1,176.5 |
HIGH |
1,165.5 |
0.618 |
1,158.5 |
0.500 |
1,156.5 |
0.382 |
1,154.5 |
LOW |
1,147.5 |
0.618 |
1,136.5 |
1.000 |
1,129.5 |
1.618 |
1,118.5 |
2.618 |
1,100.5 |
4.250 |
1,071.0 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,156.5 |
1,167.8 |
PP |
1,154.0 |
1,161.8 |
S1 |
1,151.8 |
1,155.5 |
|