Trading Metrics calculated at close of trading on 16-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,417.50 |
4,403.00 |
-14.50 |
-0.3% |
4,503.25 |
High |
4,435.75 |
4,421.00 |
-14.75 |
-0.3% |
4,537.25 |
Low |
4,396.50 |
4,352.50 |
-44.00 |
-1.0% |
4,438.25 |
Close |
4,405.50 |
4,416.75 |
11.25 |
0.3% |
4,458.00 |
Range |
39.25 |
68.50 |
29.25 |
74.5% |
99.00 |
ATR |
48.00 |
49.47 |
1.46 |
3.1% |
0.00 |
Volume |
245,562 |
316,194 |
70,632 |
28.8% |
335,246 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,602.25 |
4,578.00 |
4,454.50 |
|
R3 |
4,533.75 |
4,509.50 |
4,435.50 |
|
R2 |
4,465.25 |
4,465.25 |
4,429.25 |
|
R1 |
4,441.00 |
4,441.00 |
4,423.00 |
4,453.00 |
PP |
4,396.75 |
4,396.75 |
4,396.75 |
4,402.75 |
S1 |
4,372.50 |
4,372.50 |
4,410.50 |
4,384.50 |
S2 |
4,328.25 |
4,328.25 |
4,404.25 |
|
S3 |
4,259.75 |
4,304.00 |
4,398.00 |
|
S4 |
4,191.25 |
4,235.50 |
4,379.00 |
|
|
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 |
4,505.25 |
4,352.50 |
152.75 |
3.5% |
53.25 |
1.2% |
42% |
False |
True |
290,527 |
10 |
4,537.25 |
4,352.50 |
184.75 |
4.2% |
44.50 |
1.0% |
35% |
False |
True |
154,006 |
20 |
4,537.25 |
4,273.50 |
263.75 |
6.0% |
45.75 |
1.0% |
54% |
False |
False |
77,377 |
40 |
4,544.00 |
4,265.00 |
279.00 |
6.3% |
54.25 |
1.2% |
54% |
False |
False |
38,762 |
60 |
4,576.50 |
4,265.00 |
311.50 |
7.1% |
54.50 |
1.2% |
49% |
False |
False |
25,871 |
80 |
4,576.50 |
4,101.75 |
474.75 |
10.7% |
51.75 |
1.2% |
66% |
False |
False |
19,410 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.3% |
46.75 |
1.1% |
76% |
False |
False |
15,528 |
120 |
4,681.75 |
3,902.00 |
779.75 |
17.7% |
49.00 |
1.1% |
66% |
False |
False |
12,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,712.00 |
2.618 |
4,600.25 |
1.618 |
4,531.75 |
1.000 |
4,489.50 |
0.618 |
4,463.25 |
HIGH |
4,421.00 |
0.618 |
4,394.75 |
0.500 |
4,386.75 |
0.382 |
4,378.75 |
LOW |
4,352.50 |
0.618 |
4,310.25 |
1.000 |
4,284.00 |
1.618 |
4,241.75 |
2.618 |
4,173.25 |
4.250 |
4,061.50 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,406.75 |
4,409.25 |
PP |
4,396.75 |
4,401.75 |
S1 |
4,386.75 |
4,394.00 |
|