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 |
4,446.75 |
4,412.25 |
-34.50 |
-0.8% |
4,503.25 |
High |
4,454.25 |
4,432.75 |
-21.50 |
-0.5% |
4,537.25 |
Low |
4,411.75 |
4,384.00 |
-27.75 |
-0.6% |
4,438.25 |
Close |
4,418.75 |
4,418.00 |
-0.75 |
0.0% |
4,458.00 |
Range |
42.50 |
48.75 |
6.25 |
14.7% |
99.00 |
ATR |
48.67 |
48.68 |
0.01 |
0.0% |
0.00 |
Volume |
318,359 |
323,188 |
4,829 |
1.5% |
335,246 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,557.75 |
4,536.75 |
4,444.75 |
|
R3 |
4,509.00 |
4,488.00 |
4,431.50 |
|
R2 |
4,460.25 |
4,460.25 |
4,427.00 |
|
R1 |
4,439.25 |
4,439.25 |
4,422.50 |
4,449.75 |
PP |
4,411.50 |
4,411.50 |
4,411.50 |
4,417.00 |
S1 |
4,390.50 |
4,390.50 |
4,413.50 |
4,401.00 |
S2 |
4,362.75 |
4,362.75 |
4,409.00 |
|
S3 |
4,314.00 |
4,341.75 |
4,404.50 |
|
S4 |
4,265.25 |
4,293.00 |
4,391.25 |
|
|
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 |
4,522.25 |
4,384.00 |
138.25 |
3.1% |
42.50 |
1.0% |
25% |
False |
True |
193,792 |
10 |
4,537.25 |
4,384.00 |
153.25 |
3.5% |
41.75 |
0.9% |
22% |
False |
True |
98,168 |
20 |
4,537.25 |
4,273.50 |
263.75 |
6.0% |
47.25 |
1.1% |
55% |
False |
False |
49,321 |
40 |
4,576.50 |
4,265.00 |
311.50 |
7.1% |
54.75 |
1.2% |
49% |
False |
False |
24,724 |
60 |
4,576.50 |
4,265.00 |
311.50 |
7.1% |
54.25 |
1.2% |
49% |
False |
False |
16,511 |
80 |
4,576.50 |
4,101.75 |
474.75 |
10.7% |
51.00 |
1.2% |
67% |
False |
False |
12,388 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.3% |
46.50 |
1.1% |
77% |
False |
False |
9,910 |
120 |
4,681.75 |
3,902.00 |
779.75 |
17.6% |
48.50 |
1.1% |
66% |
False |
False |
8,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,640.00 |
2.618 |
4,560.50 |
1.618 |
4,511.75 |
1.000 |
4,481.50 |
0.618 |
4,463.00 |
HIGH |
4,432.75 |
0.618 |
4,414.25 |
0.500 |
4,408.50 |
0.382 |
4,402.50 |
LOW |
4,384.00 |
0.618 |
4,353.75 |
1.000 |
4,335.25 |
1.618 |
4,305.00 |
2.618 |
4,256.25 |
4.250 |
4,176.75 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,414.75 |
4,444.50 |
PP |
4,411.50 |
4,435.75 |
S1 |
4,408.50 |
4,427.00 |
|