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 |
5,181.0 |
5,157.0 |
-24.0 |
-0.5% |
5,266.0 |
High |
5,193.0 |
5,157.0 |
-36.0 |
-0.7% |
5,341.0 |
Low |
5,145.0 |
5,097.0 |
-48.0 |
-0.9% |
5,246.0 |
Close |
5,152.0 |
5,107.0 |
-45.0 |
-0.9% |
5,268.0 |
Range |
48.0 |
60.0 |
12.0 |
25.0% |
95.0 |
ATR |
51.7 |
52.3 |
0.6 |
1.1% |
0.0 |
Volume |
180,948 |
84,728 |
-96,220 |
-53.2% |
23,338 |
|
Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,300.3 |
5,263.7 |
5,140.0 |
|
R3 |
5,240.3 |
5,203.7 |
5,123.5 |
|
R2 |
5,180.3 |
5,180.3 |
5,118.0 |
|
R1 |
5,143.7 |
5,143.7 |
5,112.5 |
5,132.0 |
PP |
5,120.3 |
5,120.3 |
5,120.3 |
5,114.5 |
S1 |
5,083.7 |
5,083.7 |
5,101.5 |
5,072.0 |
S2 |
5,060.3 |
5,060.3 |
5,096.0 |
|
S3 |
5,000.3 |
5,023.7 |
5,090.5 |
|
S4 |
4,940.3 |
4,963.7 |
5,074.0 |
|
|
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 |
5,340.0 |
5,097.0 |
243.0 |
4.8% |
46.2 |
0.9% |
4% |
False |
True |
57,605 |
10 |
5,341.0 |
5,097.0 |
244.0 |
4.8% |
40.3 |
0.8% |
4% |
False |
True |
28,910 |
20 |
5,372.0 |
5,097.0 |
275.0 |
5.4% |
36.0 |
0.7% |
4% |
False |
True |
14,500 |
40 |
5,372.0 |
5,097.0 |
275.0 |
5.4% |
27.4 |
0.5% |
4% |
False |
True |
7,301 |
60 |
5,372.0 |
4,836.0 |
536.0 |
10.5% |
25.2 |
0.5% |
51% |
False |
False |
4,890 |
80 |
5,372.0 |
4,775.0 |
597.0 |
11.7% |
19.7 |
0.4% |
56% |
False |
False |
3,669 |
100 |
5,372.0 |
4,600.0 |
772.0 |
15.1% |
17.7 |
0.3% |
66% |
False |
False |
2,938 |
120 |
5,372.0 |
4,600.0 |
772.0 |
15.1% |
14.8 |
0.3% |
66% |
False |
False |
2,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,412.0 |
2.618 |
5,314.1 |
1.618 |
5,254.1 |
1.000 |
5,217.0 |
0.618 |
5,194.1 |
HIGH |
5,157.0 |
0.618 |
5,134.1 |
0.500 |
5,127.0 |
0.382 |
5,119.9 |
LOW |
5,097.0 |
0.618 |
5,059.9 |
1.000 |
5,037.0 |
1.618 |
4,999.9 |
2.618 |
4,939.9 |
4.250 |
4,842.0 |
|
|
Fisher Pivots for day following 15-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
5,127.0 |
5,191.0 |
PP |
5,120.3 |
5,163.0 |
S1 |
5,113.7 |
5,135.0 |
|