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 |
5,114.0 |
5,109.0 |
-5.0 |
-0.1% |
5,181.0 |
High |
5,150.0 |
5,127.0 |
-23.0 |
-0.4% |
5,193.0 |
Low |
5,073.0 |
5,094.0 |
21.0 |
0.4% |
5,073.0 |
Close |
5,074.0 |
5,117.0 |
43.0 |
0.8% |
5,117.0 |
Range |
77.0 |
33.0 |
-44.0 |
-57.1% |
120.0 |
ATR |
54.1 |
54.0 |
-0.1 |
-0.1% |
0.0 |
Volume |
32,889 |
24,321 |
-8,568 |
-26.1% |
322,886 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,211.7 |
5,197.3 |
5,135.2 |
|
R3 |
5,178.7 |
5,164.3 |
5,126.1 |
|
R2 |
5,145.7 |
5,145.7 |
5,123.1 |
|
R1 |
5,131.3 |
5,131.3 |
5,120.0 |
5,138.5 |
PP |
5,112.7 |
5,112.7 |
5,112.7 |
5,116.3 |
S1 |
5,098.3 |
5,098.3 |
5,114.0 |
5,105.5 |
S2 |
5,079.7 |
5,079.7 |
5,111.0 |
|
S3 |
5,046.7 |
5,065.3 |
5,107.9 |
|
S4 |
5,013.7 |
5,032.3 |
5,098.9 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,487.7 |
5,422.3 |
5,183.0 |
|
R3 |
5,367.7 |
5,302.3 |
5,150.0 |
|
R2 |
5,247.7 |
5,247.7 |
5,139.0 |
|
R1 |
5,182.3 |
5,182.3 |
5,128.0 |
5,155.0 |
PP |
5,127.7 |
5,127.7 |
5,127.7 |
5,114.0 |
S1 |
5,062.3 |
5,062.3 |
5,106.0 |
5,035.0 |
S2 |
5,007.7 |
5,007.7 |
5,095.0 |
|
S3 |
4,887.7 |
4,942.3 |
5,084.0 |
|
S4 |
4,767.7 |
4,822.3 |
5,051.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,285.0 |
5,073.0 |
212.0 |
4.1% |
51.4 |
1.0% |
21% |
False |
False |
67,748 |
10 |
5,341.0 |
5,073.0 |
268.0 |
5.2% |
42.6 |
0.8% |
16% |
False |
False |
34,627 |
20 |
5,372.0 |
5,073.0 |
299.0 |
5.8% |
38.0 |
0.7% |
15% |
False |
False |
17,351 |
40 |
5,372.0 |
5,073.0 |
299.0 |
5.8% |
30.1 |
0.6% |
15% |
False |
False |
8,722 |
60 |
5,372.0 |
4,836.0 |
536.0 |
10.5% |
26.6 |
0.5% |
52% |
False |
False |
5,842 |
80 |
5,372.0 |
4,775.0 |
597.0 |
11.7% |
21.1 |
0.4% |
57% |
False |
False |
4,385 |
100 |
5,372.0 |
4,600.0 |
772.0 |
15.1% |
18.8 |
0.4% |
67% |
False |
False |
3,510 |
120 |
5,372.0 |
4,600.0 |
772.0 |
15.1% |
15.7 |
0.3% |
67% |
False |
False |
2,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,267.3 |
2.618 |
5,213.4 |
1.618 |
5,180.4 |
1.000 |
5,160.0 |
0.618 |
5,147.4 |
HIGH |
5,127.0 |
0.618 |
5,114.4 |
0.500 |
5,110.5 |
0.382 |
5,106.6 |
LOW |
5,094.0 |
0.618 |
5,073.6 |
1.000 |
5,061.0 |
1.618 |
5,040.6 |
2.618 |
5,007.6 |
4.250 |
4,953.8 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
5,114.8 |
5,116.3 |
PP |
5,112.7 |
5,115.7 |
S1 |
5,110.5 |
5,115.0 |
|