Trading Metrics calculated at close of trading on 13-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,271.5 |
1,278.3 |
6.8 |
0.5% |
1,245.5 |
High |
1,280.9 |
1,290.3 |
9.4 |
0.7% |
1,280.9 |
Low |
1,267.3 |
1,275.2 |
7.9 |
0.6% |
1,236.9 |
Close |
1,275.9 |
1,286.9 |
11.0 |
0.9% |
1,275.9 |
Range |
13.6 |
15.1 |
1.5 |
11.0% |
44.0 |
ATR |
17.8 |
17.6 |
-0.2 |
-1.1% |
0.0 |
Volume |
160,810 |
202,808 |
41,998 |
26.1% |
779,238 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.4 |
1,323.3 |
1,295.2 |
|
R3 |
1,314.3 |
1,308.2 |
1,291.1 |
|
R2 |
1,299.2 |
1,299.2 |
1,289.7 |
|
R1 |
1,293.1 |
1,293.1 |
1,288.3 |
1,296.2 |
PP |
1,284.1 |
1,284.1 |
1,284.1 |
1,285.7 |
S1 |
1,278.0 |
1,278.0 |
1,285.5 |
1,281.1 |
S2 |
1,269.0 |
1,269.0 |
1,284.1 |
|
S3 |
1,253.9 |
1,262.9 |
1,282.7 |
|
S4 |
1,238.8 |
1,247.8 |
1,278.6 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.6 |
1,380.2 |
1,300.1 |
|
R3 |
1,352.6 |
1,336.2 |
1,288.0 |
|
R2 |
1,308.6 |
1,308.6 |
1,284.0 |
|
R1 |
1,292.2 |
1,292.2 |
1,279.9 |
1,300.4 |
PP |
1,264.6 |
1,264.6 |
1,264.6 |
1,268.7 |
S1 |
1,248.2 |
1,248.2 |
1,271.9 |
1,256.4 |
S2 |
1,220.6 |
1,220.6 |
1,267.8 |
|
S3 |
1,176.6 |
1,204.2 |
1,263.8 |
|
S4 |
1,132.6 |
1,160.2 |
1,251.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,290.3 |
1,236.9 |
53.4 |
4.1% |
15.5 |
1.2% |
94% |
True |
False |
163,822 |
10 |
1,290.3 |
1,201.5 |
88.8 |
6.9% |
16.7 |
1.3% |
96% |
True |
False |
173,111 |
20 |
1,292.4 |
1,201.5 |
90.9 |
7.1% |
17.0 |
1.3% |
94% |
False |
False |
129,499 |
40 |
1,308.0 |
1,201.5 |
106.5 |
8.3% |
18.1 |
1.4% |
80% |
False |
False |
73,362 |
60 |
1,308.0 |
1,201.5 |
106.5 |
8.3% |
17.8 |
1.4% |
80% |
False |
False |
50,349 |
80 |
1,308.0 |
1,201.5 |
106.5 |
8.3% |
19.0 |
1.5% |
80% |
False |
False |
38,502 |
100 |
1,308.0 |
1,094.0 |
214.0 |
16.6% |
19.0 |
1.5% |
90% |
False |
False |
31,231 |
120 |
1,308.0 |
1,059.5 |
248.5 |
19.3% |
17.7 |
1.4% |
92% |
False |
False |
26,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,354.5 |
2.618 |
1,329.8 |
1.618 |
1,314.7 |
1.000 |
1,305.4 |
0.618 |
1,299.6 |
HIGH |
1,290.3 |
0.618 |
1,284.5 |
0.500 |
1,282.8 |
0.382 |
1,281.0 |
LOW |
1,275.2 |
0.618 |
1,265.9 |
1.000 |
1,260.1 |
1.618 |
1,250.8 |
2.618 |
1,235.7 |
4.250 |
1,211.0 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,285.5 |
1,282.9 |
PP |
1,284.1 |
1,278.9 |
S1 |
1,282.8 |
1,274.9 |
|