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 |
1,162.6 |
1,147.4 |
-15.2 |
-1.3% |
1,162.0 |
High |
1,165.5 |
1,154.7 |
-10.8 |
-0.9% |
1,190.3 |
Low |
1,147.5 |
1,140.4 |
-7.1 |
-0.6% |
1,159.4 |
Close |
1,149.3 |
1,148.9 |
-0.4 |
0.0% |
1,164.2 |
Range |
18.0 |
14.3 |
-3.7 |
-20.6% |
30.9 |
ATR |
16.2 |
16.1 |
-0.1 |
-0.8% |
0.0 |
Volume |
122,696 |
99,869 |
-22,827 |
-18.6% |
464,828 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,191.0 |
1,184.3 |
1,156.8 |
|
R3 |
1,176.5 |
1,170.0 |
1,152.8 |
|
R2 |
1,162.3 |
1,162.3 |
1,151.5 |
|
R1 |
1,155.5 |
1,155.5 |
1,150.3 |
1,159.0 |
PP |
1,148.0 |
1,148.0 |
1,148.0 |
1,149.8 |
S1 |
1,141.3 |
1,141.3 |
1,147.5 |
1,144.8 |
S2 |
1,133.8 |
1,133.8 |
1,146.3 |
|
S3 |
1,119.5 |
1,127.0 |
1,145.0 |
|
S4 |
1,105.0 |
1,112.8 |
1,141.0 |
|
|
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 |
1,140.4 |
49.9 |
4.3% |
15.0 |
1.3% |
17% |
False |
True |
108,931 |
10 |
1,190.3 |
1,140.4 |
49.9 |
4.3% |
15.5 |
1.4% |
17% |
False |
True |
93,746 |
20 |
1,190.3 |
1,082.7 |
107.6 |
9.4% |
16.3 |
1.4% |
62% |
False |
False |
94,086 |
40 |
1,190.3 |
1,082.7 |
107.6 |
9.4% |
16.5 |
1.4% |
62% |
False |
False |
91,430 |
60 |
1,190.3 |
1,059.5 |
130.8 |
11.4% |
16.5 |
1.4% |
68% |
False |
False |
89,215 |
80 |
1,190.3 |
997.1 |
193.2 |
16.8% |
16.8 |
1.5% |
79% |
False |
False |
78,989 |
100 |
1,190.3 |
945.2 |
245.1 |
21.3% |
15.5 |
1.3% |
83% |
False |
False |
63,194 |
120 |
1,190.3 |
945.2 |
245.1 |
21.3% |
14.3 |
1.2% |
83% |
False |
False |
52,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,215.5 |
2.618 |
1,192.3 |
1.618 |
1,177.8 |
1.000 |
1,169.0 |
0.618 |
1,163.5 |
HIGH |
1,154.8 |
0.618 |
1,149.3 |
0.500 |
1,147.5 |
0.382 |
1,145.8 |
LOW |
1,140.5 |
0.618 |
1,131.5 |
1.000 |
1,126.0 |
1.618 |
1,117.3 |
2.618 |
1,103.0 |
4.250 |
1,079.5 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,148.5 |
1,159.5 |
PP |
1,148.0 |
1,156.0 |
S1 |
1,147.5 |
1,152.5 |
|