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 |
17,824 |
17,718 |
-106 |
-0.6% |
17,808 |
High |
17,890 |
17,758 |
-132 |
-0.7% |
18,012 |
Low |
17,712 |
17,590 |
-122 |
-0.7% |
17,779 |
Close |
17,728 |
17,662 |
-66 |
-0.4% |
17,866 |
Range |
178 |
168 |
-10 |
-5.6% |
233 |
ATR |
164 |
164 |
0 |
0.2% |
0 |
Volume |
81,697 |
53,329 |
-28,368 |
-34.7% |
537,336 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,174 |
18,086 |
17,755 |
|
R3 |
18,006 |
17,918 |
17,708 |
|
R2 |
17,838 |
17,838 |
17,693 |
|
R1 |
17,750 |
17,750 |
17,678 |
17,710 |
PP |
17,670 |
17,670 |
17,670 |
17,650 |
S1 |
17,582 |
17,582 |
17,647 |
17,542 |
S2 |
17,502 |
17,502 |
17,631 |
|
S3 |
17,334 |
17,414 |
17,616 |
|
S4 |
17,166 |
17,246 |
17,570 |
|
|
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 |
17,590 |
422 |
2.4% |
145 |
0.8% |
17% |
False |
True |
91,502 |
10 |
18,012 |
17,590 |
422 |
2.4% |
145 |
0.8% |
17% |
False |
True |
105,906 |
20 |
18,012 |
17,297 |
715 |
4.0% |
162 |
0.9% |
51% |
False |
False |
125,045 |
40 |
18,083 |
17,297 |
786 |
4.5% |
177 |
1.0% |
46% |
False |
False |
137,918 |
60 |
18,083 |
17,297 |
786 |
4.5% |
175 |
1.0% |
46% |
False |
False |
137,734 |
80 |
18,083 |
16,050 |
2,033 |
11.5% |
185 |
1.0% |
79% |
False |
False |
113,479 |
100 |
18,083 |
15,370 |
2,713 |
15.4% |
205 |
1.2% |
84% |
False |
False |
90,809 |
120 |
18,083 |
15,299 |
2,784 |
15.8% |
220 |
1.2% |
85% |
False |
False |
75,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,472 |
2.618 |
18,198 |
1.618 |
18,030 |
1.000 |
17,926 |
0.618 |
17,862 |
HIGH |
17,758 |
0.618 |
17,694 |
0.500 |
17,674 |
0.382 |
17,654 |
LOW |
17,590 |
0.618 |
17,486 |
1.000 |
17,422 |
1.618 |
17,318 |
2.618 |
17,150 |
4.250 |
16,876 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,674 |
17,783 |
PP |
17,670 |
17,743 |
S1 |
17,666 |
17,702 |
|