Trading Metrics calculated at close of trading on 14-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,723 |
17,620 |
-103 |
-0.6% |
17,704 |
High |
17,803 |
17,667 |
-136 |
-0.8% |
17,914 |
Low |
17,622 |
17,500 |
-122 |
-0.7% |
17,679 |
Close |
17,639 |
17,572 |
-67 |
-0.4% |
17,776 |
Range |
181 |
167 |
-14 |
-7.7% |
235 |
ATR |
155 |
156 |
1 |
0.5% |
0 |
Volume |
204,479 |
209,569 |
5,090 |
2.5% |
212,244 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,081 |
17,993 |
17,664 |
|
R3 |
17,914 |
17,826 |
17,618 |
|
R2 |
17,747 |
17,747 |
17,603 |
|
R1 |
17,659 |
17,659 |
17,587 |
17,620 |
PP |
17,580 |
17,580 |
17,580 |
17,560 |
S1 |
17,492 |
17,492 |
17,557 |
17,453 |
S2 |
17,413 |
17,413 |
17,542 |
|
S3 |
17,246 |
17,325 |
17,526 |
|
S4 |
17,079 |
17,158 |
17,480 |
|
|
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 |
17,500 |
414 |
2.4% |
146 |
0.8% |
17% |
False |
True |
123,928 |
10 |
17,914 |
17,500 |
414 |
2.4% |
143 |
0.8% |
17% |
False |
True |
62,805 |
20 |
17,914 |
17,208 |
706 |
4.0% |
157 |
0.9% |
52% |
False |
False |
31,765 |
40 |
17,989 |
17,208 |
781 |
4.4% |
161 |
0.9% |
47% |
False |
False |
15,933 |
60 |
17,989 |
17,208 |
781 |
4.4% |
153 |
0.9% |
47% |
False |
False |
10,655 |
80 |
17,989 |
16,220 |
1,769 |
10.1% |
149 |
0.8% |
76% |
False |
False |
8,001 |
100 |
17,989 |
15,450 |
2,539 |
14.4% |
144 |
0.8% |
84% |
False |
False |
6,403 |
120 |
17,989 |
15,450 |
2,539 |
14.4% |
140 |
0.8% |
84% |
False |
False |
5,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,377 |
2.618 |
18,104 |
1.618 |
17,937 |
1.000 |
17,834 |
0.618 |
17,770 |
HIGH |
17,667 |
0.618 |
17,603 |
0.500 |
17,584 |
0.382 |
17,564 |
LOW |
17,500 |
0.618 |
17,397 |
1.000 |
17,333 |
1.618 |
17,230 |
2.618 |
17,063 |
4.250 |
16,790 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,584 |
17,696 |
PP |
17,580 |
17,654 |
S1 |
17,576 |
17,613 |
|