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 |
1,147.4 |
1,150.1 |
2.7 |
0.2% |
1,162.6 |
High |
1,150.6 |
1,155.2 |
4.6 |
0.4% |
1,165.5 |
Low |
1,132.4 |
1,144.0 |
11.6 |
1.0% |
1,132.4 |
Close |
1,150.0 |
1,150.5 |
0.5 |
0.0% |
1,150.5 |
Range |
18.2 |
11.2 |
-7.0 |
-38.5% |
33.1 |
ATR |
16.2 |
15.8 |
-0.4 |
-2.2% |
0.0 |
Volume |
31,420 |
1,590 |
-29,830 |
-94.9% |
318,953 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,183.5 |
1,178.3 |
1,156.8 |
|
R3 |
1,172.3 |
1,167.0 |
1,153.5 |
|
R2 |
1,161.0 |
1,161.0 |
1,152.5 |
|
R1 |
1,155.8 |
1,155.8 |
1,151.5 |
1,158.5 |
PP |
1,150.0 |
1,150.0 |
1,150.0 |
1,151.3 |
S1 |
1,144.5 |
1,144.5 |
1,149.5 |
1,147.3 |
S2 |
1,138.8 |
1,138.8 |
1,148.5 |
|
S3 |
1,127.5 |
1,133.5 |
1,147.5 |
|
S4 |
1,116.3 |
1,122.3 |
1,144.3 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,248.8 |
1,232.8 |
1,168.8 |
|
R3 |
1,215.8 |
1,199.8 |
1,159.5 |
|
R2 |
1,182.5 |
1,182.5 |
1,156.5 |
|
R1 |
1,166.5 |
1,166.5 |
1,153.5 |
1,158.0 |
PP |
1,149.5 |
1,149.5 |
1,149.5 |
1,145.3 |
S1 |
1,133.5 |
1,133.5 |
1,147.5 |
1,125.0 |
S2 |
1,116.3 |
1,116.3 |
1,144.5 |
|
S3 |
1,083.3 |
1,100.3 |
1,141.5 |
|
S4 |
1,050.3 |
1,067.3 |
1,132.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,165.5 |
1,132.4 |
33.1 |
2.9% |
15.5 |
1.3% |
55% |
False |
False |
63,790 |
10 |
1,190.3 |
1,132.4 |
57.9 |
5.0% |
15.0 |
1.3% |
31% |
False |
False |
78,378 |
20 |
1,190.3 |
1,093.0 |
97.3 |
8.5% |
15.0 |
1.3% |
59% |
False |
False |
79,674 |
40 |
1,190.3 |
1,082.7 |
107.6 |
9.4% |
16.5 |
1.4% |
63% |
False |
False |
88,100 |
60 |
1,190.3 |
1,059.5 |
130.8 |
11.4% |
16.5 |
1.4% |
70% |
False |
False |
86,797 |
80 |
1,190.3 |
1,014.3 |
176.0 |
15.3% |
16.8 |
1.5% |
77% |
False |
False |
80,192 |
100 |
1,190.3 |
945.2 |
245.1 |
21.3% |
15.8 |
1.4% |
84% |
False |
False |
64,158 |
120 |
1,190.3 |
945.2 |
245.1 |
21.3% |
14.5 |
1.3% |
84% |
False |
False |
53,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,202.8 |
2.618 |
1,184.5 |
1.618 |
1,173.3 |
1.000 |
1,166.5 |
0.618 |
1,162.0 |
HIGH |
1,155.3 |
0.618 |
1,151.0 |
0.500 |
1,149.5 |
0.382 |
1,148.3 |
LOW |
1,144.0 |
0.618 |
1,137.0 |
1.000 |
1,132.8 |
1.618 |
1,126.0 |
2.618 |
1,114.8 |
4.250 |
1,096.5 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,150.3 |
1,149.0 |
PP |
1,150.0 |
1,147.5 |
S1 |
1,149.5 |
1,146.3 |
|