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 |
4,511.25 |
4,503.25 |
-8.00 |
-0.2% |
4,503.25 |
High |
4,514.25 |
4,505.25 |
-9.00 |
-0.2% |
4,537.25 |
Low |
4,485.75 |
4,438.25 |
-47.50 |
-1.1% |
4,438.25 |
Close |
4,504.50 |
4,458.00 |
-46.50 |
-1.0% |
4,458.00 |
Range |
28.50 |
67.00 |
38.50 |
135.1% |
99.00 |
ATR |
47.46 |
48.86 |
1.40 |
2.9% |
0.00 |
Volume |
61,578 |
249,334 |
187,756 |
304.9% |
335,246 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,668.25 |
4,630.00 |
4,494.75 |
|
R3 |
4,601.25 |
4,563.00 |
4,476.50 |
|
R2 |
4,534.25 |
4,534.25 |
4,470.25 |
|
R1 |
4,496.00 |
4,496.00 |
4,464.25 |
4,481.50 |
PP |
4,467.25 |
4,467.25 |
4,467.25 |
4,460.00 |
S1 |
4,429.00 |
4,429.00 |
4,451.75 |
4,414.50 |
S2 |
4,400.25 |
4,400.25 |
4,445.75 |
|
S3 |
4,333.25 |
4,362.00 |
4,439.50 |
|
S4 |
4,266.25 |
4,295.00 |
4,421.25 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,774.75 |
4,715.50 |
4,512.50 |
|
R3 |
4,675.75 |
4,616.50 |
4,485.25 |
|
R2 |
4,576.75 |
4,576.75 |
4,476.25 |
|
R1 |
4,517.50 |
4,517.50 |
4,467.00 |
4,497.50 |
PP |
4,477.75 |
4,477.75 |
4,477.75 |
4,468.00 |
S1 |
4,418.50 |
4,418.50 |
4,449.00 |
4,398.50 |
S2 |
4,378.75 |
4,378.75 |
4,439.75 |
|
S3 |
4,279.75 |
4,319.50 |
4,430.75 |
|
S4 |
4,180.75 |
4,220.50 |
4,403.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,537.25 |
4,438.25 |
99.00 |
2.2% |
37.50 |
0.8% |
20% |
False |
True |
67,049 |
10 |
4,537.25 |
4,438.25 |
99.00 |
2.2% |
38.00 |
0.8% |
20% |
False |
True |
34,168 |
20 |
4,537.25 |
4,273.50 |
263.75 |
5.9% |
49.75 |
1.1% |
70% |
False |
False |
17,260 |
40 |
4,576.50 |
4,265.00 |
311.50 |
7.0% |
54.50 |
1.2% |
62% |
False |
False |
8,688 |
60 |
4,576.50 |
4,265.00 |
311.50 |
7.0% |
54.00 |
1.2% |
62% |
False |
False |
5,820 |
80 |
4,576.50 |
4,101.75 |
474.75 |
10.6% |
49.75 |
1.1% |
75% |
False |
False |
4,368 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.1% |
47.25 |
1.1% |
82% |
False |
False |
3,495 |
120 |
4,681.75 |
3,902.00 |
779.75 |
17.5% |
48.50 |
1.1% |
71% |
False |
False |
2,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,790.00 |
2.618 |
4,680.75 |
1.618 |
4,613.75 |
1.000 |
4,572.25 |
0.618 |
4,546.75 |
HIGH |
4,505.25 |
0.618 |
4,479.75 |
0.500 |
4,471.75 |
0.382 |
4,463.75 |
LOW |
4,438.25 |
0.618 |
4,396.75 |
1.000 |
4,371.25 |
1.618 |
4,329.75 |
2.618 |
4,262.75 |
4.250 |
4,153.50 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,471.75 |
4,480.25 |
PP |
4,467.25 |
4,472.75 |
S1 |
4,462.50 |
4,465.50 |
|