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 |
15,955 |
15,645 |
-310 |
-1.9% |
16,350 |
High |
15,990 |
15,830 |
-160 |
-1.0% |
16,355 |
Low |
15,320 |
15,505 |
185 |
1.2% |
15,320 |
Close |
15,665 |
15,640 |
-25 |
-0.2% |
15,640 |
Range |
670 |
325 |
-345 |
-51.5% |
1,035 |
ATR |
352 |
350 |
-2 |
-0.6% |
0 |
Volume |
23,559 |
15,923 |
-7,636 |
-32.4% |
87,232 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,633 |
16,462 |
15,819 |
|
R3 |
16,308 |
16,137 |
15,730 |
|
R2 |
15,983 |
15,983 |
15,700 |
|
R1 |
15,812 |
15,812 |
15,670 |
15,735 |
PP |
15,658 |
15,658 |
15,658 |
15,620 |
S1 |
15,487 |
15,487 |
15,610 |
15,410 |
S2 |
15,333 |
15,333 |
15,581 |
|
S3 |
15,008 |
15,162 |
15,551 |
|
S4 |
14,683 |
14,837 |
15,461 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,877 |
18,293 |
16,209 |
|
R3 |
17,842 |
17,258 |
15,925 |
|
R2 |
16,807 |
16,807 |
15,830 |
|
R1 |
16,223 |
16,223 |
15,735 |
15,998 |
PP |
15,772 |
15,772 |
15,772 |
15,659 |
S1 |
15,188 |
15,188 |
15,545 |
14,963 |
S2 |
14,737 |
14,737 |
15,450 |
|
S3 |
13,702 |
14,153 |
15,356 |
|
S4 |
12,667 |
13,118 |
15,071 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,355 |
15,320 |
1,035 |
6.6% |
413 |
2.6% |
31% |
False |
False |
17,446 |
10 |
16,895 |
15,320 |
1,575 |
10.1% |
379 |
2.4% |
20% |
False |
False |
15,619 |
20 |
17,300 |
15,320 |
1,980 |
12.7% |
335 |
2.1% |
16% |
False |
False |
8,018 |
40 |
17,830 |
15,320 |
2,510 |
16.0% |
298 |
1.9% |
13% |
False |
False |
4,016 |
60 |
17,830 |
15,320 |
2,510 |
16.0% |
233 |
1.5% |
13% |
False |
False |
2,678 |
80 |
17,830 |
15,320 |
2,510 |
16.0% |
177 |
1.1% |
13% |
False |
False |
2,008 |
100 |
17,830 |
15,145 |
2,685 |
17.2% |
142 |
0.9% |
18% |
False |
False |
1,607 |
120 |
19,030 |
15,145 |
3,885 |
24.8% |
118 |
0.8% |
13% |
False |
False |
1,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,211 |
2.618 |
16,681 |
1.618 |
16,356 |
1.000 |
16,155 |
0.618 |
16,031 |
HIGH |
15,830 |
0.618 |
15,706 |
0.500 |
15,668 |
0.382 |
15,629 |
LOW |
15,505 |
0.618 |
15,304 |
1.000 |
15,180 |
1.618 |
14,979 |
2.618 |
14,654 |
4.250 |
14,124 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
15,668 |
15,698 |
PP |
15,658 |
15,678 |
S1 |
15,649 |
15,659 |
|