Trading Metrics calculated at close of trading on 15-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,286.2 |
1,288.1 |
1.9 |
0.1% |
1,245.5 |
High |
1,293.0 |
1,300.0 |
7.0 |
0.5% |
1,280.9 |
Low |
1,278.6 |
1,281.3 |
2.7 |
0.2% |
1,236.9 |
Close |
1,288.1 |
1,288.3 |
0.2 |
0.0% |
1,275.9 |
Range |
14.4 |
18.7 |
4.3 |
29.9% |
44.0 |
ATR |
17.4 |
17.5 |
0.1 |
0.6% |
0.0 |
Volume |
193,067 |
199,446 |
6,379 |
3.3% |
779,238 |
|
Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.0 |
1,335.8 |
1,298.6 |
|
R3 |
1,327.3 |
1,317.1 |
1,293.4 |
|
R2 |
1,308.6 |
1,308.6 |
1,291.7 |
|
R1 |
1,298.4 |
1,298.4 |
1,290.0 |
1,303.5 |
PP |
1,289.9 |
1,289.9 |
1,289.9 |
1,292.4 |
S1 |
1,279.7 |
1,279.7 |
1,286.6 |
1,284.8 |
S2 |
1,271.2 |
1,271.2 |
1,284.9 |
|
S3 |
1,252.5 |
1,261.0 |
1,283.2 |
|
S4 |
1,233.8 |
1,242.3 |
1,278.0 |
|
|
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 |
1,300.0 |
1,259.4 |
40.6 |
3.2% |
15.4 |
1.2% |
71% |
True |
False |
181,878 |
10 |
1,300.0 |
1,209.1 |
90.9 |
7.1% |
16.6 |
1.3% |
87% |
True |
False |
172,785 |
20 |
1,300.0 |
1,201.5 |
98.5 |
7.6% |
17.1 |
1.3% |
88% |
True |
False |
146,565 |
40 |
1,308.0 |
1,201.5 |
106.5 |
8.3% |
17.9 |
1.4% |
82% |
False |
False |
82,955 |
60 |
1,308.0 |
1,201.5 |
106.5 |
8.3% |
17.8 |
1.4% |
82% |
False |
False |
56,753 |
80 |
1,308.0 |
1,201.5 |
106.5 |
8.3% |
19.0 |
1.5% |
82% |
False |
False |
43,380 |
100 |
1,308.0 |
1,101.0 |
207.0 |
16.1% |
19.2 |
1.5% |
90% |
False |
False |
35,123 |
120 |
1,308.0 |
1,059.5 |
248.5 |
19.3% |
17.8 |
1.4% |
92% |
False |
False |
29,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.5 |
2.618 |
1,349.0 |
1.618 |
1,330.3 |
1.000 |
1,318.7 |
0.618 |
1,311.6 |
HIGH |
1,300.0 |
0.618 |
1,292.9 |
0.500 |
1,290.7 |
0.382 |
1,288.4 |
LOW |
1,281.3 |
0.618 |
1,269.7 |
1.000 |
1,262.6 |
1.618 |
1,251.0 |
2.618 |
1,232.3 |
4.250 |
1,201.8 |
|
|
Fisher Pivots for day following 15-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,290.7 |
1,288.1 |
PP |
1,289.9 |
1,287.8 |
S1 |
1,289.1 |
1,287.6 |
|