Trading Metrics calculated at close of trading on 10-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,894 |
17,891 |
-3 |
0.0% |
17,704 |
High |
17,904 |
17,891 |
-13 |
-0.1% |
17,914 |
Low |
17,813 |
17,713 |
-100 |
-0.6% |
17,679 |
Close |
17,882 |
17,776 |
-106 |
-0.6% |
17,776 |
Range |
91 |
178 |
87 |
95.6% |
235 |
ATR |
151 |
153 |
2 |
1.3% |
0 |
Volume |
26,815 |
174,686 |
147,871 |
551.4% |
212,244 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,327 |
18,230 |
17,874 |
|
R3 |
18,149 |
18,052 |
17,825 |
|
R2 |
17,971 |
17,971 |
17,809 |
|
R1 |
17,874 |
17,874 |
17,792 |
17,834 |
PP |
17,793 |
17,793 |
17,793 |
17,773 |
S1 |
17,696 |
17,696 |
17,760 |
17,656 |
S2 |
17,615 |
17,615 |
17,743 |
|
S3 |
17,437 |
17,518 |
17,727 |
|
S4 |
17,259 |
17,340 |
17,678 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,495 |
18,370 |
17,905 |
|
R3 |
18,260 |
18,135 |
17,841 |
|
R2 |
18,025 |
18,025 |
17,819 |
|
R1 |
17,900 |
17,900 |
17,798 |
17,963 |
PP |
17,790 |
17,790 |
17,790 |
17,821 |
S1 |
17,665 |
17,665 |
17,755 |
17,728 |
S2 |
17,555 |
17,555 |
17,733 |
|
S3 |
17,320 |
17,430 |
17,712 |
|
S4 |
17,085 |
17,195 |
17,647 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,914 |
17,679 |
235 |
1.3% |
125 |
0.7% |
41% |
False |
False |
42,448 |
10 |
17,914 |
17,560 |
354 |
2.0% |
134 |
0.8% |
61% |
False |
False |
21,476 |
20 |
17,914 |
17,208 |
706 |
4.0% |
164 |
0.9% |
80% |
False |
False |
11,082 |
40 |
17,989 |
17,208 |
781 |
4.4% |
159 |
0.9% |
73% |
False |
False |
5,590 |
60 |
17,989 |
17,110 |
879 |
4.9% |
153 |
0.9% |
76% |
False |
False |
3,760 |
80 |
17,989 |
16,189 |
1,800 |
10.1% |
146 |
0.8% |
88% |
False |
False |
2,826 |
100 |
17,989 |
15,450 |
2,539 |
14.3% |
144 |
0.8% |
92% |
False |
False |
2,263 |
120 |
17,989 |
15,450 |
2,539 |
14.3% |
138 |
0.8% |
92% |
False |
False |
1,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,648 |
2.618 |
18,357 |
1.618 |
18,179 |
1.000 |
18,069 |
0.618 |
18,001 |
HIGH |
17,891 |
0.618 |
17,823 |
0.500 |
17,802 |
0.382 |
17,781 |
LOW |
17,713 |
0.618 |
17,603 |
1.000 |
17,535 |
1.618 |
17,425 |
2.618 |
17,247 |
4.250 |
16,957 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,802 |
17,814 |
PP |
17,793 |
17,801 |
S1 |
17,785 |
17,789 |
|