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 |
1,157.0 |
1,142.5 |
-14.5 |
-1.3% |
1,155.5 |
High |
1,160.6 |
1,149.5 |
-11.1 |
-1.0% |
1,185.1 |
Low |
1,141.4 |
1,135.1 |
-6.3 |
-0.6% |
1,155.5 |
Close |
1,144.3 |
1,143.8 |
-0.5 |
0.0% |
1,159.1 |
Range |
19.2 |
14.4 |
-4.8 |
-25.0% |
29.6 |
ATR |
13.6 |
13.6 |
0.1 |
0.4% |
0.0 |
Volume |
187,187 |
167,275 |
-19,912 |
-10.6% |
231,980 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.0 |
1,179.3 |
1,151.8 |
|
R3 |
1,171.5 |
1,165.0 |
1,147.8 |
|
R2 |
1,157.3 |
1,157.3 |
1,146.5 |
|
R1 |
1,150.5 |
1,150.5 |
1,145.0 |
1,153.8 |
PP |
1,142.8 |
1,142.8 |
1,142.8 |
1,144.5 |
S1 |
1,136.0 |
1,136.0 |
1,142.5 |
1,139.5 |
S2 |
1,128.5 |
1,128.5 |
1,141.3 |
|
S3 |
1,114.0 |
1,121.8 |
1,139.8 |
|
S4 |
1,099.5 |
1,107.3 |
1,136.0 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.3 |
1,236.8 |
1,175.5 |
|
R3 |
1,225.8 |
1,207.3 |
1,167.3 |
|
R2 |
1,196.3 |
1,196.3 |
1,164.5 |
|
R1 |
1,177.8 |
1,177.8 |
1,161.8 |
1,187.0 |
PP |
1,166.5 |
1,166.5 |
1,166.5 |
1,171.3 |
S1 |
1,148.0 |
1,148.0 |
1,156.5 |
1,157.3 |
S2 |
1,137.0 |
1,137.0 |
1,153.8 |
|
S3 |
1,107.3 |
1,118.5 |
1,151.0 |
|
S4 |
1,077.8 |
1,088.8 |
1,142.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,185.1 |
1,135.1 |
50.0 |
4.4% |
15.3 |
1.3% |
17% |
False |
True |
115,902 |
10 |
1,185.1 |
1,135.1 |
50.0 |
4.4% |
15.0 |
1.3% |
17% |
False |
True |
58,930 |
20 |
1,185.1 |
1,080.6 |
104.5 |
9.1% |
12.5 |
1.1% |
60% |
False |
False |
29,482 |
40 |
1,185.1 |
1,080.6 |
104.5 |
9.1% |
9.0 |
0.8% |
60% |
False |
False |
14,743 |
60 |
1,185.1 |
1,066.1 |
119.0 |
10.4% |
9.0 |
0.8% |
65% |
False |
False |
9,831 |
80 |
1,185.1 |
1,000.5 |
184.6 |
16.1% |
7.5 |
0.6% |
78% |
False |
False |
7,374 |
100 |
1,185.1 |
941.4 |
243.7 |
21.3% |
6.0 |
0.5% |
83% |
False |
False |
5,899 |
120 |
1,185.1 |
941.4 |
243.7 |
21.3% |
5.3 |
0.5% |
83% |
False |
False |
4,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,210.8 |
2.618 |
1,187.3 |
1.618 |
1,172.8 |
1.000 |
1,164.0 |
0.618 |
1,158.5 |
HIGH |
1,149.5 |
0.618 |
1,144.0 |
0.500 |
1,142.3 |
0.382 |
1,140.5 |
LOW |
1,135.0 |
0.618 |
1,126.3 |
1.000 |
1,120.8 |
1.618 |
1,111.8 |
2.618 |
1,097.5 |
4.250 |
1,074.0 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,143.3 |
1,154.8 |
PP |
1,142.8 |
1,151.3 |
S1 |
1,142.3 |
1,147.5 |
|