Trading Metrics calculated at close of trading on 17-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,403.00 |
4,415.25 |
12.25 |
0.3% |
4,446.75 |
High |
4,421.00 |
4,432.50 |
11.50 |
0.3% |
4,454.25 |
Low |
4,352.50 |
4,353.50 |
1.00 |
0.0% |
4,352.50 |
Close |
4,416.75 |
4,359.50 |
-57.25 |
-1.3% |
4,359.50 |
Range |
68.50 |
79.00 |
10.50 |
15.3% |
101.75 |
ATR |
49.47 |
51.58 |
2.11 |
4.3% |
0.00 |
Volume |
316,194 |
250,757 |
-65,437 |
-20.7% |
1,454,060 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,618.75 |
4,568.25 |
4,403.00 |
|
R3 |
4,539.75 |
4,489.25 |
4,381.25 |
|
R2 |
4,460.75 |
4,460.75 |
4,374.00 |
|
R1 |
4,410.25 |
4,410.25 |
4,366.75 |
4,396.00 |
PP |
4,381.75 |
4,381.75 |
4,381.75 |
4,374.75 |
S1 |
4,331.25 |
4,331.25 |
4,352.25 |
4,317.00 |
S2 |
4,302.75 |
4,302.75 |
4,345.00 |
|
S3 |
4,223.75 |
4,252.25 |
4,337.75 |
|
S4 |
4,144.75 |
4,173.25 |
4,316.00 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,694.00 |
4,628.50 |
4,415.50 |
|
R3 |
4,592.25 |
4,526.75 |
4,387.50 |
|
R2 |
4,490.50 |
4,490.50 |
4,378.25 |
|
R1 |
4,425.00 |
4,425.00 |
4,368.75 |
4,407.00 |
PP |
4,388.75 |
4,388.75 |
4,388.75 |
4,379.75 |
S1 |
4,323.25 |
4,323.25 |
4,350.25 |
4,305.00 |
S2 |
4,287.00 |
4,287.00 |
4,340.75 |
|
S3 |
4,185.25 |
4,221.50 |
4,331.50 |
|
S4 |
4,083.50 |
4,119.75 |
4,303.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,454.25 |
4,352.50 |
101.75 |
2.3% |
55.50 |
1.3% |
7% |
False |
False |
290,812 |
10 |
4,537.25 |
4,352.50 |
184.75 |
4.2% |
46.50 |
1.1% |
4% |
False |
False |
178,930 |
20 |
4,537.25 |
4,307.25 |
230.00 |
5.3% |
46.75 |
1.1% |
23% |
False |
False |
89,903 |
40 |
4,537.25 |
4,265.00 |
272.25 |
6.2% |
54.75 |
1.3% |
35% |
False |
False |
45,029 |
60 |
4,576.50 |
4,265.00 |
311.50 |
7.1% |
55.00 |
1.3% |
30% |
False |
False |
30,050 |
80 |
4,576.50 |
4,181.00 |
395.50 |
9.1% |
51.50 |
1.2% |
45% |
False |
False |
22,544 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.5% |
47.75 |
1.1% |
68% |
False |
False |
18,035 |
120 |
4,681.75 |
3,902.00 |
779.75 |
17.9% |
49.50 |
1.1% |
59% |
False |
False |
15,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,768.25 |
2.618 |
4,639.25 |
1.618 |
4,560.25 |
1.000 |
4,511.50 |
0.618 |
4,481.25 |
HIGH |
4,432.50 |
0.618 |
4,402.25 |
0.500 |
4,393.00 |
0.382 |
4,383.75 |
LOW |
4,353.50 |
0.618 |
4,304.75 |
1.000 |
4,274.50 |
1.618 |
4,225.75 |
2.618 |
4,146.75 |
4.250 |
4,017.75 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,393.00 |
4,394.00 |
PP |
4,381.75 |
4,382.50 |
S1 |
4,370.75 |
4,371.00 |
|