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 |
4,503.25 |
4,446.75 |
-56.50 |
-1.3% |
4,503.25 |
High |
4,505.25 |
4,454.25 |
-51.00 |
-1.1% |
4,537.25 |
Low |
4,438.25 |
4,411.75 |
-26.50 |
-0.6% |
4,438.25 |
Close |
4,458.00 |
4,418.75 |
-39.25 |
-0.9% |
4,458.00 |
Range |
67.00 |
42.50 |
-24.50 |
-36.6% |
99.00 |
ATR |
48.86 |
48.67 |
-0.19 |
-0.4% |
0.00 |
Volume |
249,334 |
318,359 |
69,025 |
27.7% |
335,246 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,555.75 |
4,529.75 |
4,442.00 |
|
R3 |
4,513.25 |
4,487.25 |
4,430.50 |
|
R2 |
4,470.75 |
4,470.75 |
4,426.50 |
|
R1 |
4,444.75 |
4,444.75 |
4,422.75 |
4,436.50 |
PP |
4,428.25 |
4,428.25 |
4,428.25 |
4,424.00 |
S1 |
4,402.25 |
4,402.25 |
4,414.75 |
4,394.00 |
S2 |
4,385.75 |
4,385.75 |
4,411.00 |
|
S3 |
4,343.25 |
4,359.75 |
4,407.00 |
|
S4 |
4,300.75 |
4,317.25 |
4,395.50 |
|
|
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 |
4,411.75 |
125.50 |
2.8% |
39.75 |
0.9% |
6% |
False |
True |
129,857 |
10 |
4,537.25 |
4,411.75 |
125.50 |
2.8% |
40.00 |
0.9% |
6% |
False |
True |
65,968 |
20 |
4,537.25 |
4,273.50 |
263.75 |
6.0% |
49.25 |
1.1% |
55% |
False |
False |
33,172 |
40 |
4,576.50 |
4,265.00 |
311.50 |
7.0% |
55.00 |
1.2% |
49% |
False |
False |
16,646 |
60 |
4,576.50 |
4,265.00 |
311.50 |
7.0% |
54.00 |
1.2% |
49% |
False |
False |
11,126 |
80 |
4,576.50 |
4,101.75 |
474.75 |
10.7% |
50.25 |
1.1% |
67% |
False |
False |
8,348 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.3% |
46.50 |
1.1% |
77% |
False |
False |
6,678 |
120 |
4,681.75 |
3,902.00 |
779.75 |
17.6% |
48.25 |
1.1% |
66% |
False |
False |
5,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,635.00 |
2.618 |
4,565.50 |
1.618 |
4,523.00 |
1.000 |
4,496.75 |
0.618 |
4,480.50 |
HIGH |
4,454.25 |
0.618 |
4,438.00 |
0.500 |
4,433.00 |
0.382 |
4,428.00 |
LOW |
4,411.75 |
0.618 |
4,385.50 |
1.000 |
4,369.25 |
1.618 |
4,343.00 |
2.618 |
4,300.50 |
4.250 |
4,231.00 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,433.00 |
4,463.00 |
PP |
4,428.25 |
4,448.25 |
S1 |
4,423.50 |
4,433.50 |
|