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 |
1,146.8 |
1,147.4 |
0.6 |
0.1% |
1,162.0 |
High |
1,159.9 |
1,150.6 |
-9.3 |
-0.8% |
1,190.3 |
Low |
1,144.7 |
1,132.4 |
-12.3 |
-1.1% |
1,159.4 |
Close |
1,149.3 |
1,150.0 |
0.7 |
0.1% |
1,164.2 |
Range |
15.2 |
18.2 |
3.0 |
19.7% |
30.9 |
ATR |
16.0 |
16.2 |
0.2 |
1.0% |
0.0 |
Volume |
63,378 |
31,420 |
-31,958 |
-50.4% |
464,828 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,199.0 |
1,192.8 |
1,160.0 |
|
R3 |
1,180.8 |
1,174.5 |
1,155.0 |
|
R2 |
1,162.5 |
1,162.5 |
1,153.3 |
|
R1 |
1,156.3 |
1,156.3 |
1,151.8 |
1,159.5 |
PP |
1,144.3 |
1,144.3 |
1,144.3 |
1,146.0 |
S1 |
1,138.0 |
1,138.0 |
1,148.3 |
1,141.3 |
S2 |
1,126.3 |
1,126.3 |
1,146.8 |
|
S3 |
1,108.0 |
1,119.8 |
1,145.0 |
|
S4 |
1,089.8 |
1,101.8 |
1,140.0 |
|
|
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 |
1,178.7 |
1,132.4 |
46.3 |
4.0% |
16.8 |
1.5% |
38% |
False |
True |
81,393 |
10 |
1,190.3 |
1,132.4 |
57.9 |
5.0% |
16.0 |
1.4% |
30% |
False |
True |
86,646 |
20 |
1,190.3 |
1,082.7 |
107.6 |
9.4% |
15.5 |
1.3% |
63% |
False |
False |
85,391 |
40 |
1,190.3 |
1,082.7 |
107.6 |
9.4% |
16.8 |
1.4% |
63% |
False |
False |
90,091 |
60 |
1,190.3 |
1,059.5 |
130.8 |
11.4% |
16.8 |
1.5% |
69% |
False |
False |
88,527 |
80 |
1,190.3 |
997.1 |
193.2 |
16.8% |
17.0 |
1.5% |
79% |
False |
False |
80,172 |
100 |
1,190.3 |
945.2 |
245.1 |
21.3% |
15.8 |
1.4% |
84% |
False |
False |
64,142 |
120 |
1,190.3 |
945.2 |
245.1 |
21.3% |
14.5 |
1.3% |
84% |
False |
False |
53,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,228.0 |
2.618 |
1,198.3 |
1.618 |
1,180.0 |
1.000 |
1,168.8 |
0.618 |
1,161.8 |
HIGH |
1,150.5 |
0.618 |
1,143.8 |
0.500 |
1,141.5 |
0.382 |
1,139.3 |
LOW |
1,132.5 |
0.618 |
1,121.3 |
1.000 |
1,114.3 |
1.618 |
1,103.0 |
2.618 |
1,084.8 |
4.250 |
1,055.0 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,147.3 |
1,148.8 |
PP |
1,144.3 |
1,147.5 |
S1 |
1,141.5 |
1,146.3 |
|