Trading Metrics calculated at close of trading on 13-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,891 |
17,723 |
-168 |
-0.9% |
17,704 |
High |
17,891 |
17,803 |
-88 |
-0.5% |
17,914 |
Low |
17,713 |
17,622 |
-91 |
-0.5% |
17,679 |
Close |
17,776 |
17,639 |
-137 |
-0.8% |
17,776 |
Range |
178 |
181 |
3 |
1.7% |
235 |
ATR |
153 |
155 |
2 |
1.3% |
0 |
Volume |
174,686 |
204,479 |
29,793 |
17.1% |
212,244 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,231 |
18,116 |
17,739 |
|
R3 |
18,050 |
17,935 |
17,689 |
|
R2 |
17,869 |
17,869 |
17,672 |
|
R1 |
17,754 |
17,754 |
17,656 |
17,721 |
PP |
17,688 |
17,688 |
17,688 |
17,672 |
S1 |
17,573 |
17,573 |
17,623 |
17,540 |
S2 |
17,507 |
17,507 |
17,606 |
|
S3 |
17,326 |
17,392 |
17,589 |
|
S4 |
17,145 |
17,211 |
17,540 |
|
|
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 |
17,622 |
292 |
1.7% |
130 |
0.7% |
6% |
False |
True |
82,706 |
10 |
17,914 |
17,560 |
354 |
2.0% |
146 |
0.8% |
22% |
False |
False |
41,892 |
20 |
17,914 |
17,208 |
706 |
4.0% |
162 |
0.9% |
61% |
False |
False |
21,296 |
40 |
17,989 |
17,208 |
781 |
4.4% |
163 |
0.9% |
55% |
False |
False |
10,699 |
60 |
17,989 |
17,208 |
781 |
4.4% |
152 |
0.9% |
55% |
False |
False |
7,164 |
80 |
17,989 |
16,189 |
1,800 |
10.2% |
147 |
0.8% |
81% |
False |
False |
5,381 |
100 |
17,989 |
15,450 |
2,539 |
14.4% |
144 |
0.8% |
86% |
False |
False |
4,307 |
120 |
17,989 |
15,450 |
2,539 |
14.4% |
139 |
0.8% |
86% |
False |
False |
3,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,572 |
2.618 |
18,277 |
1.618 |
18,096 |
1.000 |
17,984 |
0.618 |
17,915 |
HIGH |
17,803 |
0.618 |
17,734 |
0.500 |
17,713 |
0.382 |
17,691 |
LOW |
17,622 |
0.618 |
17,510 |
1.000 |
17,441 |
1.618 |
17,329 |
2.618 |
17,148 |
4.250 |
16,853 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,713 |
17,763 |
PP |
17,688 |
17,722 |
S1 |
17,664 |
17,680 |
|