Trading Metrics calculated at close of trading on 16-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,650 |
17,638 |
-12 |
-0.1% |
17,808 |
High |
17,780 |
17,756 |
-24 |
-0.1% |
18,012 |
Low |
17,625 |
17,469 |
-156 |
-0.9% |
17,779 |
Close |
17,646 |
17,740 |
94 |
0.5% |
17,866 |
Range |
155 |
287 |
132 |
85.2% |
233 |
ATR |
163 |
172 |
9 |
5.4% |
0 |
Volume |
33,573 |
33,345 |
-228 |
-0.7% |
537,336 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,516 |
18,415 |
17,898 |
|
R3 |
18,229 |
18,128 |
17,819 |
|
R2 |
17,942 |
17,942 |
17,793 |
|
R1 |
17,841 |
17,841 |
17,766 |
17,892 |
PP |
17,655 |
17,655 |
17,655 |
17,680 |
S1 |
17,554 |
17,554 |
17,714 |
17,605 |
S2 |
17,368 |
17,368 |
17,688 |
|
S3 |
17,081 |
17,267 |
17,661 |
|
S4 |
16,794 |
16,980 |
17,582 |
|
|
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 |
17,976 |
17,469 |
507 |
2.9% |
193 |
1.1% |
53% |
False |
True |
59,720 |
10 |
18,012 |
17,469 |
543 |
3.1% |
159 |
0.9% |
50% |
False |
True |
89,277 |
20 |
18,012 |
17,297 |
715 |
4.0% |
158 |
0.9% |
62% |
False |
False |
107,488 |
40 |
18,080 |
17,297 |
783 |
4.4% |
180 |
1.0% |
57% |
False |
False |
132,413 |
60 |
18,083 |
17,297 |
786 |
4.4% |
178 |
1.0% |
56% |
False |
False |
135,006 |
80 |
18,083 |
16,050 |
2,033 |
11.5% |
185 |
1.0% |
83% |
False |
False |
114,309 |
100 |
18,083 |
15,370 |
2,713 |
15.3% |
205 |
1.2% |
87% |
False |
False |
91,477 |
120 |
18,083 |
15,299 |
2,784 |
15.7% |
221 |
1.2% |
88% |
False |
False |
76,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,976 |
2.618 |
18,507 |
1.618 |
18,220 |
1.000 |
18,043 |
0.618 |
17,933 |
HIGH |
17,756 |
0.618 |
17,646 |
0.500 |
17,613 |
0.382 |
17,579 |
LOW |
17,469 |
0.618 |
17,292 |
1.000 |
17,182 |
1.618 |
17,005 |
2.618 |
16,718 |
4.250 |
16,249 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,698 |
17,702 |
PP |
17,655 |
17,663 |
S1 |
17,613 |
17,625 |
|