Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
16,735 |
16,805 |
70 |
0.4% |
16,940 |
High |
16,855 |
16,805 |
-50 |
-0.3% |
17,270 |
Low |
16,580 |
16,505 |
-75 |
-0.5% |
16,265 |
Close |
16,815 |
16,635 |
-180 |
-1.1% |
16,335 |
Range |
275 |
300 |
25 |
9.1% |
1,005 |
ATR |
362 |
358 |
-4 |
-1.0% |
0 |
Volume |
20,035 |
4,300 |
-15,735 |
-78.5% |
72,153 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,548 |
17,392 |
16,800 |
|
R3 |
17,248 |
17,092 |
16,718 |
|
R2 |
16,948 |
16,948 |
16,690 |
|
R1 |
16,792 |
16,792 |
16,663 |
16,720 |
PP |
16,648 |
16,648 |
16,648 |
16,613 |
S1 |
16,492 |
16,492 |
16,608 |
16,420 |
S2 |
16,348 |
16,348 |
16,580 |
|
S3 |
16,048 |
16,192 |
16,553 |
|
S4 |
15,748 |
15,892 |
16,470 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,638 |
18,992 |
16,888 |
|
R3 |
18,633 |
17,987 |
16,612 |
|
R2 |
17,628 |
17,628 |
16,519 |
|
R1 |
16,982 |
16,982 |
16,427 |
16,803 |
PP |
16,623 |
16,623 |
16,623 |
16,534 |
S1 |
15,977 |
15,977 |
16,243 |
15,798 |
S2 |
15,618 |
15,618 |
16,151 |
|
S3 |
14,613 |
14,972 |
16,059 |
|
S4 |
13,608 |
13,967 |
15,782 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,855 |
16,265 |
590 |
3.5% |
344 |
2.1% |
63% |
False |
False |
18,178 |
10 |
17,270 |
16,265 |
1,005 |
6.0% |
331 |
2.0% |
37% |
False |
False |
16,352 |
20 |
17,270 |
16,265 |
1,005 |
6.0% |
338 |
2.0% |
37% |
False |
False |
14,682 |
40 |
17,825 |
15,865 |
1,960 |
11.8% |
391 |
2.3% |
39% |
False |
False |
15,847 |
60 |
17,825 |
15,375 |
2,450 |
14.7% |
390 |
2.3% |
51% |
False |
False |
15,834 |
80 |
17,825 |
15,375 |
2,450 |
14.7% |
387 |
2.3% |
51% |
False |
False |
13,254 |
100 |
17,870 |
14,820 |
3,050 |
18.3% |
389 |
2.3% |
60% |
False |
False |
10,615 |
120 |
19,595 |
14,820 |
4,775 |
28.7% |
351 |
2.1% |
38% |
False |
False |
8,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,080 |
2.618 |
17,591 |
1.618 |
17,291 |
1.000 |
17,105 |
0.618 |
16,991 |
HIGH |
16,805 |
0.618 |
16,691 |
0.500 |
16,655 |
0.382 |
16,620 |
LOW |
16,505 |
0.618 |
16,320 |
1.000 |
16,205 |
1.618 |
16,020 |
2.618 |
15,720 |
4.250 |
15,230 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
16,655 |
16,680 |
PP |
16,648 |
16,665 |
S1 |
16,642 |
16,650 |
|