Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,935 |
17,991 |
56 |
0.3% |
17,873 |
High |
18,012 |
18,000 |
-12 |
-0.1% |
17,909 |
Low |
17,903 |
17,906 |
3 |
0.0% |
17,648 |
Close |
17,995 |
17,973 |
-22 |
-0.1% |
17,800 |
Range |
109 |
94 |
-15 |
-13.8% |
261 |
ATR |
167 |
162 |
-5 |
-3.1% |
0 |
Volume |
101,974 |
123,852 |
21,878 |
21.5% |
525,686 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,242 |
18,201 |
18,025 |
|
R3 |
18,148 |
18,107 |
17,999 |
|
R2 |
18,054 |
18,054 |
17,990 |
|
R1 |
18,013 |
18,013 |
17,982 |
17,987 |
PP |
17,960 |
17,960 |
17,960 |
17,946 |
S1 |
17,919 |
17,919 |
17,965 |
17,893 |
S2 |
17,866 |
17,866 |
17,956 |
|
S3 |
17,772 |
17,825 |
17,947 |
|
S4 |
17,678 |
17,731 |
17,921 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,569 |
18,445 |
17,944 |
|
R3 |
18,308 |
18,184 |
17,872 |
|
R2 |
18,047 |
18,047 |
17,848 |
|
R1 |
17,923 |
17,923 |
17,824 |
17,855 |
PP |
17,786 |
17,786 |
17,786 |
17,751 |
S1 |
17,662 |
17,662 |
17,776 |
17,594 |
S2 |
17,525 |
17,525 |
17,752 |
|
S3 |
17,264 |
17,401 |
17,728 |
|
S4 |
17,003 |
17,140 |
17,657 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,012 |
17,677 |
335 |
1.9% |
125 |
0.7% |
88% |
False |
False |
118,833 |
10 |
18,012 |
17,648 |
364 |
2.0% |
128 |
0.7% |
89% |
False |
False |
115,804 |
20 |
18,012 |
17,297 |
715 |
4.0% |
171 |
1.0% |
95% |
False |
False |
137,542 |
40 |
18,083 |
17,297 |
786 |
4.4% |
175 |
1.0% |
86% |
False |
False |
140,974 |
60 |
18,083 |
17,094 |
989 |
5.5% |
176 |
1.0% |
89% |
False |
False |
141,205 |
80 |
18,083 |
15,983 |
2,100 |
11.7% |
187 |
1.0% |
95% |
False |
False |
110,589 |
100 |
18,083 |
15,299 |
2,784 |
15.5% |
213 |
1.2% |
96% |
False |
False |
88,498 |
120 |
18,083 |
15,299 |
2,784 |
15.5% |
222 |
1.2% |
96% |
False |
False |
73,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,400 |
2.618 |
18,246 |
1.618 |
18,152 |
1.000 |
18,094 |
0.618 |
18,058 |
HIGH |
18,000 |
0.618 |
17,964 |
0.500 |
17,953 |
0.382 |
17,942 |
LOW |
17,906 |
0.618 |
17,848 |
1.000 |
17,812 |
1.618 |
17,754 |
2.618 |
17,660 |
4.250 |
17,507 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,966 |
17,968 |
PP |
17,960 |
17,963 |
S1 |
17,953 |
17,958 |
|