Trading Metrics calculated at close of trading on 10-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
5,321.0 |
5,273.0 |
-48.0 |
-0.9% |
5,266.0 |
High |
5,340.0 |
5,285.0 |
-55.0 |
-1.0% |
5,341.0 |
Low |
5,290.0 |
5,246.0 |
-44.0 |
-0.8% |
5,246.0 |
Close |
5,313.0 |
5,268.0 |
-45.0 |
-0.8% |
5,268.0 |
Range |
50.0 |
39.0 |
-11.0 |
-22.0% |
95.0 |
ATR |
44.6 |
46.2 |
1.6 |
3.6% |
0.0 |
Volume |
5,687 |
15,854 |
10,167 |
178.8% |
23,338 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,383.3 |
5,364.7 |
5,289.5 |
|
R3 |
5,344.3 |
5,325.7 |
5,278.7 |
|
R2 |
5,305.3 |
5,305.3 |
5,275.2 |
|
R1 |
5,286.7 |
5,286.7 |
5,271.6 |
5,276.5 |
PP |
5,266.3 |
5,266.3 |
5,266.3 |
5,261.3 |
S1 |
5,247.7 |
5,247.7 |
5,264.4 |
5,237.5 |
S2 |
5,227.3 |
5,227.3 |
5,260.9 |
|
S3 |
5,188.3 |
5,208.7 |
5,257.3 |
|
S4 |
5,149.3 |
5,169.7 |
5,246.6 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,570.0 |
5,514.0 |
5,320.3 |
|
R3 |
5,475.0 |
5,419.0 |
5,294.1 |
|
R2 |
5,380.0 |
5,380.0 |
5,285.4 |
|
R1 |
5,324.0 |
5,324.0 |
5,276.7 |
5,352.0 |
PP |
5,285.0 |
5,285.0 |
5,285.0 |
5,299.0 |
S1 |
5,229.0 |
5,229.0 |
5,259.3 |
5,257.0 |
S2 |
5,190.0 |
5,190.0 |
5,250.6 |
|
S3 |
5,095.0 |
5,134.0 |
5,241.9 |
|
S4 |
5,000.0 |
5,039.0 |
5,215.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,341.0 |
5,246.0 |
95.0 |
1.8% |
39.4 |
0.7% |
23% |
False |
True |
4,667 |
10 |
5,367.0 |
5,231.0 |
136.0 |
2.6% |
33.9 |
0.6% |
27% |
False |
False |
2,370 |
20 |
5,372.0 |
5,231.0 |
141.0 |
2.7% |
32.7 |
0.6% |
26% |
False |
False |
1,225 |
40 |
5,372.0 |
5,080.0 |
292.0 |
5.5% |
24.7 |
0.5% |
64% |
False |
False |
671 |
60 |
5,372.0 |
4,836.0 |
536.0 |
10.2% |
23.4 |
0.4% |
81% |
False |
False |
464 |
80 |
5,372.0 |
4,773.0 |
599.0 |
11.4% |
18.3 |
0.3% |
83% |
False |
False |
348 |
100 |
5,372.0 |
4,600.0 |
772.0 |
14.7% |
16.6 |
0.3% |
87% |
False |
False |
281 |
120 |
5,372.0 |
4,600.0 |
772.0 |
14.7% |
13.9 |
0.3% |
87% |
False |
False |
234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,450.8 |
2.618 |
5,387.1 |
1.618 |
5,348.1 |
1.000 |
5,324.0 |
0.618 |
5,309.1 |
HIGH |
5,285.0 |
0.618 |
5,270.1 |
0.500 |
5,265.5 |
0.382 |
5,260.9 |
LOW |
5,246.0 |
0.618 |
5,221.9 |
1.000 |
5,207.0 |
1.618 |
5,182.9 |
2.618 |
5,143.9 |
4.250 |
5,080.3 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
5,267.2 |
5,293.0 |
PP |
5,266.3 |
5,284.7 |
S1 |
5,265.5 |
5,276.3 |
|