Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,830 |
17,894 |
64 |
0.4% |
17,780 |
High |
17,914 |
17,904 |
-10 |
-0.1% |
17,816 |
Low |
17,803 |
17,813 |
10 |
0.1% |
17,560 |
Close |
17,898 |
17,882 |
-16 |
-0.1% |
17,702 |
Range |
111 |
91 |
-20 |
-18.0% |
256 |
ATR |
156 |
151 |
-5 |
-3.0% |
0 |
Volume |
4,095 |
26,815 |
22,720 |
554.8% |
2,203 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,139 |
18,102 |
17,932 |
|
R3 |
18,048 |
18,011 |
17,907 |
|
R2 |
17,957 |
17,957 |
17,899 |
|
R1 |
17,920 |
17,920 |
17,890 |
17,893 |
PP |
17,866 |
17,866 |
17,866 |
17,853 |
S1 |
17,829 |
17,829 |
17,874 |
17,802 |
S2 |
17,775 |
17,775 |
17,865 |
|
S3 |
17,684 |
17,738 |
17,857 |
|
S4 |
17,593 |
17,647 |
17,832 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,461 |
18,337 |
17,843 |
|
R3 |
18,205 |
18,081 |
17,773 |
|
R2 |
17,949 |
17,949 |
17,749 |
|
R1 |
17,825 |
17,825 |
17,726 |
17,759 |
PP |
17,693 |
17,693 |
17,693 |
17,660 |
S1 |
17,569 |
17,569 |
17,679 |
17,503 |
S2 |
17,437 |
17,437 |
17,655 |
|
S3 |
17,181 |
17,313 |
17,632 |
|
S4 |
16,925 |
17,057 |
17,561 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,914 |
17,590 |
324 |
1.8% |
122 |
0.7% |
90% |
False |
False |
7,688 |
10 |
17,914 |
17,560 |
354 |
2.0% |
127 |
0.7% |
91% |
False |
False |
4,354 |
20 |
17,914 |
17,208 |
706 |
3.9% |
163 |
0.9% |
95% |
False |
False |
2,358 |
40 |
17,989 |
17,208 |
781 |
4.4% |
157 |
0.9% |
86% |
False |
False |
1,224 |
60 |
17,989 |
16,987 |
1,002 |
5.6% |
154 |
0.9% |
89% |
False |
False |
850 |
80 |
17,989 |
15,925 |
2,064 |
11.5% |
148 |
0.8% |
95% |
False |
False |
642 |
100 |
17,989 |
15,450 |
2,539 |
14.2% |
144 |
0.8% |
96% |
False |
False |
516 |
120 |
17,989 |
15,450 |
2,539 |
14.2% |
136 |
0.8% |
96% |
False |
False |
430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,291 |
2.618 |
18,142 |
1.618 |
18,051 |
1.000 |
17,995 |
0.618 |
17,960 |
HIGH |
17,904 |
0.618 |
17,869 |
0.500 |
17,859 |
0.382 |
17,848 |
LOW |
17,813 |
0.618 |
17,757 |
1.000 |
17,722 |
1.618 |
17,666 |
2.618 |
17,575 |
4.250 |
17,426 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,874 |
17,874 |
PP |
17,866 |
17,866 |
S1 |
17,859 |
17,858 |
|