Trading Metrics calculated at close of trading on 14-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,278.3 |
1,286.2 |
7.9 |
0.6% |
1,245.5 |
High |
1,290.3 |
1,293.0 |
2.7 |
0.2% |
1,280.9 |
Low |
1,275.2 |
1,278.6 |
3.4 |
0.3% |
1,236.9 |
Close |
1,286.9 |
1,288.1 |
1.2 |
0.1% |
1,275.9 |
Range |
15.1 |
14.4 |
-0.7 |
-4.6% |
44.0 |
ATR |
17.6 |
17.4 |
-0.2 |
-1.3% |
0.0 |
Volume |
202,808 |
193,067 |
-9,741 |
-4.8% |
779,238 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.8 |
1,323.3 |
1,296.0 |
|
R3 |
1,315.4 |
1,308.9 |
1,292.1 |
|
R2 |
1,301.0 |
1,301.0 |
1,290.7 |
|
R1 |
1,294.5 |
1,294.5 |
1,289.4 |
1,297.8 |
PP |
1,286.6 |
1,286.6 |
1,286.6 |
1,288.2 |
S1 |
1,280.1 |
1,280.1 |
1,286.8 |
1,283.4 |
S2 |
1,272.2 |
1,272.2 |
1,285.5 |
|
S3 |
1,257.8 |
1,265.7 |
1,284.1 |
|
S4 |
1,243.4 |
1,251.3 |
1,280.2 |
|
|
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 |
1,293.0 |
1,245.5 |
47.5 |
3.7% |
16.0 |
1.2% |
90% |
True |
False |
178,334 |
10 |
1,293.0 |
1,208.2 |
84.8 |
6.6% |
16.2 |
1.3% |
94% |
True |
False |
168,803 |
20 |
1,293.0 |
1,201.5 |
91.5 |
7.1% |
16.8 |
1.3% |
95% |
True |
False |
138,168 |
40 |
1,308.0 |
1,201.5 |
106.5 |
8.3% |
18.2 |
1.4% |
81% |
False |
False |
78,019 |
60 |
1,308.0 |
1,201.5 |
106.5 |
8.3% |
17.8 |
1.4% |
81% |
False |
False |
53,505 |
80 |
1,308.0 |
1,201.5 |
106.5 |
8.3% |
19.1 |
1.5% |
81% |
False |
False |
40,897 |
100 |
1,308.0 |
1,095.9 |
212.1 |
16.5% |
19.0 |
1.5% |
91% |
False |
False |
33,152 |
120 |
1,308.0 |
1,059.5 |
248.5 |
19.3% |
17.7 |
1.4% |
92% |
False |
False |
27,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,354.2 |
2.618 |
1,330.7 |
1.618 |
1,316.3 |
1.000 |
1,307.4 |
0.618 |
1,301.9 |
HIGH |
1,293.0 |
0.618 |
1,287.5 |
0.500 |
1,285.8 |
0.382 |
1,284.1 |
LOW |
1,278.6 |
0.618 |
1,269.7 |
1.000 |
1,264.2 |
1.618 |
1,255.3 |
2.618 |
1,240.9 |
4.250 |
1,217.4 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,287.3 |
1,285.5 |
PP |
1,286.6 |
1,282.8 |
S1 |
1,285.8 |
1,280.2 |
|