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 |
9,480.0 |
9,659.5 |
179.5 |
1.9% |
9,699.0 |
High |
9,658.0 |
9,712.5 |
54.5 |
0.6% |
9,742.0 |
Low |
9,421.0 |
9,565.0 |
144.0 |
1.5% |
9,421.0 |
Close |
9,560.0 |
9,601.0 |
41.0 |
0.4% |
9,601.0 |
Range |
237.0 |
147.5 |
-89.5 |
-37.8% |
321.0 |
ATR |
170.4 |
169.2 |
-1.3 |
-0.8% |
0.0 |
Volume |
117,554 |
102,929 |
-14,625 |
-12.4% |
413,730 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,068.7 |
9,982.3 |
9,682.1 |
|
R3 |
9,921.2 |
9,834.8 |
9,641.6 |
|
R2 |
9,773.7 |
9,773.7 |
9,628.0 |
|
R1 |
9,687.3 |
9,687.3 |
9,614.5 |
9,656.8 |
PP |
9,626.2 |
9,626.2 |
9,626.2 |
9,610.9 |
S1 |
9,539.8 |
9,539.8 |
9,587.5 |
9,509.3 |
S2 |
9,478.7 |
9,478.7 |
9,574.0 |
|
S3 |
9,331.2 |
9,392.3 |
9,560.4 |
|
S4 |
9,183.7 |
9,244.8 |
9,519.9 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,551.0 |
10,397.0 |
9,777.6 |
|
R3 |
10,230.0 |
10,076.0 |
9,689.3 |
|
R2 |
9,909.0 |
9,909.0 |
9,659.9 |
|
R1 |
9,755.0 |
9,755.0 |
9,630.4 |
9,671.5 |
PP |
9,588.0 |
9,588.0 |
9,588.0 |
9,546.3 |
S1 |
9,434.0 |
9,434.0 |
9,571.6 |
9,350.5 |
S2 |
9,267.0 |
9,267.0 |
9,542.2 |
|
S3 |
8,946.0 |
9,113.0 |
9,512.7 |
|
S4 |
8,625.0 |
8,792.0 |
9,424.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,742.0 |
9,421.0 |
321.0 |
3.3% |
156.0 |
1.6% |
56% |
False |
False |
82,746 |
10 |
10,300.0 |
9,421.0 |
879.0 |
9.2% |
154.2 |
1.6% |
20% |
False |
False |
45,513 |
20 |
10,357.0 |
9,421.0 |
936.0 |
9.7% |
144.8 |
1.5% |
19% |
False |
False |
22,908 |
40 |
10,447.5 |
9,421.0 |
1,026.5 |
10.7% |
146.5 |
1.5% |
18% |
False |
False |
11,536 |
60 |
10,508.0 |
9,421.0 |
1,087.0 |
11.3% |
146.8 |
1.5% |
17% |
False |
False |
7,753 |
80 |
10,508.0 |
9,156.5 |
1,351.5 |
14.1% |
140.2 |
1.5% |
33% |
False |
False |
5,833 |
100 |
10,508.0 |
8,732.0 |
1,776.0 |
18.5% |
140.6 |
1.5% |
49% |
False |
False |
4,675 |
120 |
10,891.0 |
8,732.0 |
2,159.0 |
22.5% |
140.2 |
1.5% |
40% |
False |
False |
3,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,339.4 |
2.618 |
10,098.7 |
1.618 |
9,951.2 |
1.000 |
9,860.0 |
0.618 |
9,803.7 |
HIGH |
9,712.5 |
0.618 |
9,656.2 |
0.500 |
9,638.8 |
0.382 |
9,621.3 |
LOW |
9,565.0 |
0.618 |
9,473.8 |
1.000 |
9,417.5 |
1.618 |
9,326.3 |
2.618 |
9,178.8 |
4.250 |
8,938.1 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
9,638.8 |
9,589.6 |
PP |
9,626.2 |
9,578.2 |
S1 |
9,613.6 |
9,566.8 |
|