Trading Metrics calculated at close of trading on 15-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,412.25 |
4,417.50 |
5.25 |
0.1% |
4,503.25 |
High |
4,432.75 |
4,435.75 |
3.00 |
0.1% |
4,537.25 |
Low |
4,384.00 |
4,396.50 |
12.50 |
0.3% |
4,438.25 |
Close |
4,418.00 |
4,405.50 |
-12.50 |
-0.3% |
4,458.00 |
Range |
48.75 |
39.25 |
-9.50 |
-19.5% |
99.00 |
ATR |
48.68 |
48.00 |
-0.67 |
-1.4% |
0.00 |
Volume |
323,188 |
245,562 |
-77,626 |
-24.0% |
335,246 |
|
Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,530.25 |
4,507.25 |
4,427.00 |
|
R3 |
4,491.00 |
4,468.00 |
4,416.25 |
|
R2 |
4,451.75 |
4,451.75 |
4,412.75 |
|
R1 |
4,428.75 |
4,428.75 |
4,409.00 |
4,420.50 |
PP |
4,412.50 |
4,412.50 |
4,412.50 |
4,408.50 |
S1 |
4,389.50 |
4,389.50 |
4,402.00 |
4,381.50 |
S2 |
4,373.25 |
4,373.25 |
4,398.25 |
|
S3 |
4,334.00 |
4,350.25 |
4,394.75 |
|
S4 |
4,294.75 |
4,311.00 |
4,384.00 |
|
|
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 |
4,514.25 |
4,384.00 |
130.25 |
3.0% |
45.25 |
1.0% |
17% |
False |
False |
239,604 |
10 |
4,537.25 |
4,384.00 |
153.25 |
3.5% |
42.25 |
1.0% |
14% |
False |
False |
122,549 |
20 |
4,537.25 |
4,273.50 |
263.75 |
6.0% |
45.00 |
1.0% |
50% |
False |
False |
61,588 |
40 |
4,547.50 |
4,265.00 |
282.50 |
6.4% |
53.75 |
1.2% |
50% |
False |
False |
30,860 |
60 |
4,576.50 |
4,265.00 |
311.50 |
7.1% |
54.25 |
1.2% |
45% |
False |
False |
20,603 |
80 |
4,576.50 |
4,101.75 |
474.75 |
10.8% |
50.75 |
1.2% |
64% |
False |
False |
15,457 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.3% |
46.75 |
1.1% |
75% |
False |
False |
12,366 |
120 |
4,681.75 |
3,902.00 |
779.75 |
17.7% |
48.50 |
1.1% |
65% |
False |
False |
10,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,602.50 |
2.618 |
4,538.50 |
1.618 |
4,499.25 |
1.000 |
4,475.00 |
0.618 |
4,460.00 |
HIGH |
4,435.75 |
0.618 |
4,420.75 |
0.500 |
4,416.00 |
0.382 |
4,411.50 |
LOW |
4,396.50 |
0.618 |
4,372.25 |
1.000 |
4,357.25 |
1.618 |
4,333.00 |
2.618 |
4,293.75 |
4.250 |
4,229.75 |
|
|
Fisher Pivots for day following 15-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,416.00 |
4,419.00 |
PP |
4,412.50 |
4,414.50 |
S1 |
4,409.00 |
4,410.00 |
|