Trading Metrics calculated at close of trading on 17-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,295.0 |
1,282.4 |
-12.6 |
-1.0% |
1,278.3 |
High |
1,318.9 |
1,302.7 |
-16.2 |
-1.2% |
1,318.9 |
Low |
1,280.1 |
1,278.8 |
-1.3 |
-0.1% |
1,275.2 |
Close |
1,298.4 |
1,294.8 |
-3.6 |
-0.3% |
1,294.8 |
Range |
38.8 |
23.9 |
-14.9 |
-38.4% |
43.7 |
ATR |
19.0 |
19.3 |
0.4 |
1.9% |
0.0 |
Volume |
354,145 |
211,622 |
-142,523 |
-40.2% |
1,161,088 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.8 |
1,353.2 |
1,307.9 |
|
R3 |
1,339.9 |
1,329.3 |
1,301.4 |
|
R2 |
1,316.0 |
1,316.0 |
1,299.2 |
|
R1 |
1,305.4 |
1,305.4 |
1,297.0 |
1,310.7 |
PP |
1,292.1 |
1,292.1 |
1,292.1 |
1,294.8 |
S1 |
1,281.5 |
1,281.5 |
1,292.6 |
1,286.8 |
S2 |
1,268.2 |
1,268.2 |
1,290.4 |
|
S3 |
1,244.3 |
1,257.6 |
1,288.2 |
|
S4 |
1,220.4 |
1,233.7 |
1,281.7 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.4 |
1,404.8 |
1,318.8 |
|
R3 |
1,383.7 |
1,361.1 |
1,306.8 |
|
R2 |
1,340.0 |
1,340.0 |
1,302.8 |
|
R1 |
1,317.4 |
1,317.4 |
1,298.8 |
1,328.7 |
PP |
1,296.3 |
1,296.3 |
1,296.3 |
1,302.0 |
S1 |
1,273.7 |
1,273.7 |
1,290.8 |
1,285.0 |
S2 |
1,252.6 |
1,252.6 |
1,286.8 |
|
S3 |
1,208.9 |
1,230.0 |
1,282.8 |
|
S4 |
1,165.2 |
1,186.3 |
1,270.8 |
|
|
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 |
1,275.2 |
43.7 |
3.4% |
22.2 |
1.7% |
45% |
False |
False |
232,217 |
10 |
1,318.9 |
1,236.9 |
82.0 |
6.3% |
18.3 |
1.4% |
71% |
False |
False |
194,032 |
20 |
1,318.9 |
1,201.5 |
117.4 |
9.1% |
18.0 |
1.4% |
79% |
False |
False |
171,322 |
40 |
1,318.9 |
1,201.5 |
117.4 |
9.1% |
18.4 |
1.4% |
79% |
False |
False |
96,800 |
60 |
1,318.9 |
1,201.5 |
117.4 |
9.1% |
18.1 |
1.4% |
79% |
False |
False |
65,945 |
80 |
1,318.9 |
1,201.5 |
117.4 |
9.1% |
19.2 |
1.5% |
79% |
False |
False |
50,392 |
100 |
1,318.9 |
1,111.3 |
207.6 |
16.0% |
19.6 |
1.5% |
88% |
False |
False |
40,753 |
120 |
1,318.9 |
1,059.5 |
259.4 |
20.0% |
18.2 |
1.4% |
91% |
False |
False |
34,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.3 |
2.618 |
1,365.3 |
1.618 |
1,341.4 |
1.000 |
1,326.6 |
0.618 |
1,317.5 |
HIGH |
1,302.7 |
0.618 |
1,293.6 |
0.500 |
1,290.8 |
0.382 |
1,287.9 |
LOW |
1,278.8 |
0.618 |
1,264.0 |
1.000 |
1,254.9 |
1.618 |
1,240.1 |
2.618 |
1,216.2 |
4.250 |
1,177.2 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,293.5 |
1,298.9 |
PP |
1,292.1 |
1,297.5 |
S1 |
1,290.8 |
1,296.2 |
|