Trading Metrics calculated at close of trading on 15-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,718 |
17,650 |
-68 |
-0.4% |
17,808 |
High |
17,758 |
17,780 |
22 |
0.1% |
18,012 |
Low |
17,590 |
17,625 |
35 |
0.2% |
17,779 |
Close |
17,662 |
17,646 |
-16 |
-0.1% |
17,866 |
Range |
168 |
155 |
-13 |
-7.7% |
233 |
ATR |
164 |
163 |
-1 |
-0.4% |
0 |
Volume |
53,329 |
33,573 |
-19,756 |
-37.0% |
537,336 |
|
Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,149 |
18,052 |
17,731 |
|
R3 |
17,994 |
17,897 |
17,689 |
|
R2 |
17,839 |
17,839 |
17,675 |
|
R1 |
17,742 |
17,742 |
17,660 |
17,713 |
PP |
17,684 |
17,684 |
17,684 |
17,669 |
S1 |
17,587 |
17,587 |
17,632 |
17,558 |
S2 |
17,529 |
17,529 |
17,618 |
|
S3 |
17,374 |
17,432 |
17,604 |
|
S4 |
17,219 |
17,277 |
17,561 |
|
|
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 |
18,000 |
17,590 |
410 |
2.3% |
154 |
0.9% |
14% |
False |
False |
77,822 |
10 |
18,012 |
17,590 |
422 |
2.4% |
144 |
0.8% |
13% |
False |
False |
97,295 |
20 |
18,012 |
17,297 |
715 |
4.1% |
155 |
0.9% |
49% |
False |
False |
117,447 |
40 |
18,083 |
17,297 |
786 |
4.5% |
178 |
1.0% |
44% |
False |
False |
135,101 |
60 |
18,083 |
17,297 |
786 |
4.5% |
175 |
1.0% |
44% |
False |
False |
136,590 |
80 |
18,083 |
16,050 |
2,033 |
11.5% |
184 |
1.0% |
79% |
False |
False |
113,897 |
100 |
18,083 |
15,370 |
2,713 |
15.4% |
204 |
1.2% |
84% |
False |
False |
91,144 |
120 |
18,083 |
15,299 |
2,784 |
15.8% |
220 |
1.2% |
84% |
False |
False |
75,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,439 |
2.618 |
18,186 |
1.618 |
18,031 |
1.000 |
17,935 |
0.618 |
17,876 |
HIGH |
17,780 |
0.618 |
17,721 |
0.500 |
17,703 |
0.382 |
17,684 |
LOW |
17,625 |
0.618 |
17,529 |
1.000 |
17,470 |
1.618 |
17,374 |
2.618 |
17,219 |
4.250 |
16,966 |
|
|
Fisher Pivots for day following 15-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,703 |
17,740 |
PP |
17,684 |
17,709 |
S1 |
17,665 |
17,677 |
|