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 |
17,975 |
17,824 |
-151 |
-0.8% |
17,808 |
High |
17,976 |
17,890 |
-86 |
-0.5% |
18,012 |
Low |
17,802 |
17,712 |
-90 |
-0.5% |
17,779 |
Close |
17,866 |
17,728 |
-138 |
-0.8% |
17,866 |
Range |
174 |
178 |
4 |
2.3% |
233 |
ATR |
163 |
164 |
1 |
0.7% |
0 |
Volume |
96,659 |
81,697 |
-14,962 |
-15.5% |
537,336 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,311 |
18,197 |
17,826 |
|
R3 |
18,133 |
18,019 |
17,777 |
|
R2 |
17,955 |
17,955 |
17,761 |
|
R1 |
17,841 |
17,841 |
17,744 |
17,809 |
PP |
17,777 |
17,777 |
17,777 |
17,761 |
S1 |
17,663 |
17,663 |
17,712 |
17,631 |
S2 |
17,599 |
17,599 |
17,695 |
|
S3 |
17,421 |
17,485 |
17,679 |
|
S4 |
17,243 |
17,307 |
17,630 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,585 |
18,458 |
17,994 |
|
R3 |
18,352 |
18,225 |
17,930 |
|
R2 |
18,119 |
18,119 |
17,909 |
|
R1 |
17,992 |
17,992 |
17,887 |
18,056 |
PP |
17,886 |
17,886 |
17,886 |
17,917 |
S1 |
17,759 |
17,759 |
17,845 |
17,823 |
S2 |
17,653 |
17,653 |
17,823 |
|
S3 |
17,420 |
17,526 |
17,802 |
|
S4 |
17,187 |
17,293 |
17,738 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,012 |
17,712 |
300 |
1.7% |
129 |
0.7% |
5% |
False |
True |
99,834 |
10 |
18,012 |
17,648 |
364 |
2.1% |
148 |
0.8% |
22% |
False |
False |
114,471 |
20 |
18,012 |
17,297 |
715 |
4.0% |
168 |
0.9% |
60% |
False |
False |
129,138 |
40 |
18,083 |
17,297 |
786 |
4.4% |
179 |
1.0% |
55% |
False |
False |
139,805 |
60 |
18,083 |
17,297 |
786 |
4.4% |
174 |
1.0% |
55% |
False |
False |
138,982 |
80 |
18,083 |
16,050 |
2,033 |
11.5% |
185 |
1.0% |
83% |
False |
False |
112,814 |
100 |
18,083 |
15,370 |
2,713 |
15.3% |
207 |
1.2% |
87% |
False |
False |
90,278 |
120 |
18,083 |
15,299 |
2,784 |
15.7% |
219 |
1.2% |
87% |
False |
False |
75,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,647 |
2.618 |
18,356 |
1.618 |
18,178 |
1.000 |
18,068 |
0.618 |
18,000 |
HIGH |
17,890 |
0.618 |
17,822 |
0.500 |
17,801 |
0.382 |
17,780 |
LOW |
17,712 |
0.618 |
17,602 |
1.000 |
17,534 |
1.618 |
17,424 |
2.618 |
17,246 |
4.250 |
16,956 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,801 |
17,856 |
PP |
17,777 |
17,813 |
S1 |
17,752 |
17,771 |
|