Trading Metrics calculated at close of trading on 16-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,560 |
17,552 |
-8 |
0.0% |
17,704 |
High |
17,690 |
17,661 |
-29 |
-0.2% |
17,914 |
Low |
17,531 |
17,374 |
-157 |
-0.9% |
17,679 |
Close |
17,552 |
17,643 |
91 |
0.5% |
17,776 |
Range |
159 |
287 |
128 |
80.5% |
235 |
ATR |
156 |
166 |
9 |
6.0% |
0 |
Volume |
186,258 |
218,679 |
32,421 |
17.4% |
212,244 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,420 |
18,319 |
17,801 |
|
R3 |
18,133 |
18,032 |
17,722 |
|
R2 |
17,846 |
17,846 |
17,696 |
|
R1 |
17,745 |
17,745 |
17,669 |
17,796 |
PP |
17,559 |
17,559 |
17,559 |
17,585 |
S1 |
17,458 |
17,458 |
17,617 |
17,509 |
S2 |
17,272 |
17,272 |
17,591 |
|
S3 |
16,985 |
17,171 |
17,564 |
|
S4 |
16,698 |
16,884 |
17,485 |
|
|
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 |
17,891 |
17,374 |
517 |
2.9% |
195 |
1.1% |
52% |
False |
True |
198,734 |
10 |
17,914 |
17,374 |
540 |
3.1% |
158 |
0.9% |
50% |
False |
True |
103,211 |
20 |
17,914 |
17,208 |
706 |
4.0% |
155 |
0.9% |
62% |
False |
False |
51,970 |
40 |
17,985 |
17,208 |
777 |
4.4% |
165 |
0.9% |
56% |
False |
False |
26,052 |
60 |
17,989 |
17,208 |
781 |
4.4% |
157 |
0.9% |
56% |
False |
False |
17,403 |
80 |
17,989 |
16,270 |
1,719 |
9.7% |
152 |
0.9% |
80% |
False |
False |
13,062 |
100 |
17,989 |
15,450 |
2,539 |
14.4% |
146 |
0.8% |
86% |
False |
False |
10,452 |
120 |
17,989 |
15,450 |
2,539 |
14.4% |
144 |
0.8% |
86% |
False |
False |
8,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,881 |
2.618 |
18,412 |
1.618 |
18,125 |
1.000 |
17,948 |
0.618 |
17,838 |
HIGH |
17,661 |
0.618 |
17,551 |
0.500 |
17,518 |
0.382 |
17,484 |
LOW |
17,374 |
0.618 |
17,197 |
1.000 |
17,087 |
1.618 |
16,910 |
2.618 |
16,623 |
4.250 |
16,154 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,601 |
17,606 |
PP |
17,559 |
17,569 |
S1 |
17,518 |
17,532 |
|