Trading Metrics calculated at close of trading on 17-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,638 |
17,735 |
97 |
0.5% |
17,824 |
High |
17,756 |
17,783 |
27 |
0.2% |
17,890 |
Low |
17,469 |
17,703 |
234 |
1.3% |
17,469 |
Close |
17,740 |
17,732 |
-8 |
0.0% |
17,732 |
Range |
287 |
80 |
-207 |
-72.1% |
421 |
ATR |
172 |
166 |
-7 |
-3.8% |
0 |
Volume |
33,345 |
4,598 |
-28,747 |
-86.2% |
206,542 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,979 |
17,936 |
17,776 |
|
R3 |
17,899 |
17,856 |
17,754 |
|
R2 |
17,819 |
17,819 |
17,747 |
|
R1 |
17,776 |
17,776 |
17,739 |
17,758 |
PP |
17,739 |
17,739 |
17,739 |
17,730 |
S1 |
17,696 |
17,696 |
17,725 |
17,678 |
S2 |
17,659 |
17,659 |
17,717 |
|
S3 |
17,579 |
17,616 |
17,710 |
|
S4 |
17,499 |
17,536 |
17,688 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,960 |
18,767 |
17,964 |
|
R3 |
18,539 |
18,346 |
17,848 |
|
R2 |
18,118 |
18,118 |
17,809 |
|
R1 |
17,925 |
17,925 |
17,771 |
17,811 |
PP |
17,697 |
17,697 |
17,697 |
17,640 |
S1 |
17,504 |
17,504 |
17,694 |
17,390 |
S2 |
17,276 |
17,276 |
17,655 |
|
S3 |
16,855 |
17,083 |
17,616 |
|
S4 |
16,434 |
16,662 |
17,501 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,890 |
17,469 |
421 |
2.4% |
174 |
1.0% |
62% |
False |
False |
41,308 |
10 |
18,012 |
17,469 |
543 |
3.1% |
150 |
0.8% |
48% |
False |
False |
74,387 |
20 |
18,012 |
17,403 |
609 |
3.4% |
152 |
0.9% |
54% |
False |
False |
98,223 |
40 |
18,012 |
17,297 |
715 |
4.0% |
177 |
1.0% |
61% |
False |
False |
128,751 |
60 |
18,083 |
17,297 |
786 |
4.4% |
177 |
1.0% |
55% |
False |
False |
132,677 |
80 |
18,083 |
16,322 |
1,761 |
9.9% |
182 |
1.0% |
80% |
False |
False |
114,363 |
100 |
18,083 |
15,370 |
2,713 |
15.3% |
201 |
1.1% |
87% |
False |
False |
91,523 |
120 |
18,083 |
15,299 |
2,784 |
15.7% |
221 |
1.2% |
87% |
False |
False |
76,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,123 |
2.618 |
17,993 |
1.618 |
17,913 |
1.000 |
17,863 |
0.618 |
17,833 |
HIGH |
17,783 |
0.618 |
17,753 |
0.500 |
17,743 |
0.382 |
17,734 |
LOW |
17,703 |
0.618 |
17,654 |
1.000 |
17,623 |
1.618 |
17,574 |
2.618 |
17,494 |
4.250 |
17,363 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,743 |
17,697 |
PP |
17,739 |
17,661 |
S1 |
17,736 |
17,626 |
|