Trading Metrics calculated at close of trading on 16-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,288.1 |
1,295.0 |
6.9 |
0.5% |
1,245.5 |
High |
1,300.0 |
1,318.9 |
18.9 |
1.5% |
1,280.9 |
Low |
1,281.3 |
1,280.1 |
-1.2 |
-0.1% |
1,236.9 |
Close |
1,288.3 |
1,298.4 |
10.1 |
0.8% |
1,275.9 |
Range |
18.7 |
38.8 |
20.1 |
107.5% |
44.0 |
ATR |
17.5 |
19.0 |
1.5 |
8.7% |
0.0 |
Volume |
199,446 |
354,145 |
154,699 |
77.6% |
779,238 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.5 |
1,395.8 |
1,319.7 |
|
R3 |
1,376.7 |
1,357.0 |
1,309.1 |
|
R2 |
1,337.9 |
1,337.9 |
1,305.5 |
|
R1 |
1,318.2 |
1,318.2 |
1,302.0 |
1,328.1 |
PP |
1,299.1 |
1,299.1 |
1,299.1 |
1,304.1 |
S1 |
1,279.4 |
1,279.4 |
1,294.8 |
1,289.3 |
S2 |
1,260.3 |
1,260.3 |
1,291.3 |
|
S3 |
1,221.5 |
1,240.6 |
1,287.7 |
|
S4 |
1,182.7 |
1,201.8 |
1,277.1 |
|
|
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 |
1,318.9 |
1,267.3 |
51.6 |
4.0% |
20.1 |
1.5% |
60% |
True |
False |
222,055 |
10 |
1,318.9 |
1,209.1 |
109.8 |
8.5% |
19.7 |
1.5% |
81% |
True |
False |
196,940 |
20 |
1,318.9 |
1,201.5 |
117.4 |
9.0% |
17.7 |
1.4% |
83% |
True |
False |
162,852 |
40 |
1,318.9 |
1,201.5 |
117.4 |
9.0% |
18.5 |
1.4% |
83% |
True |
False |
91,611 |
60 |
1,318.9 |
1,201.5 |
117.4 |
9.0% |
18.2 |
1.4% |
83% |
True |
False |
62,529 |
80 |
1,318.9 |
1,201.5 |
117.4 |
9.0% |
19.3 |
1.5% |
83% |
True |
False |
47,781 |
100 |
1,318.9 |
1,109.2 |
209.7 |
16.2% |
19.5 |
1.5% |
90% |
True |
False |
38,652 |
120 |
1,318.9 |
1,059.5 |
259.4 |
20.0% |
18.1 |
1.4% |
92% |
True |
False |
32,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,483.8 |
2.618 |
1,420.5 |
1.618 |
1,381.7 |
1.000 |
1,357.7 |
0.618 |
1,342.9 |
HIGH |
1,318.9 |
0.618 |
1,304.1 |
0.500 |
1,299.5 |
0.382 |
1,294.9 |
LOW |
1,280.1 |
0.618 |
1,256.1 |
1.000 |
1,241.3 |
1.618 |
1,217.3 |
2.618 |
1,178.5 |
4.250 |
1,115.2 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,299.5 |
1,298.8 |
PP |
1,299.1 |
1,298.6 |
S1 |
1,298.8 |
1,298.5 |
|