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 |
1,270.4 |
1,277.7 |
7.3 |
0.6% |
1,250.7 |
High |
1,280.2 |
1,286.3 |
6.1 |
0.5% |
1,286.3 |
Low |
1,265.5 |
1,273.2 |
7.7 |
0.6% |
1,242.7 |
Close |
1,278.5 |
1,281.9 |
3.4 |
0.3% |
1,281.9 |
Range |
14.7 |
13.1 |
-1.6 |
-10.9% |
43.6 |
ATR |
17.6 |
17.2 |
-0.3 |
-1.8% |
0.0 |
Volume |
6,745 |
8,602 |
1,857 |
27.5% |
31,101 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.8 |
1,313.9 |
1,289.1 |
|
R3 |
1,306.7 |
1,300.8 |
1,285.5 |
|
R2 |
1,293.6 |
1,293.6 |
1,284.3 |
|
R1 |
1,287.7 |
1,287.7 |
1,283.1 |
1,290.7 |
PP |
1,280.5 |
1,280.5 |
1,280.5 |
1,281.9 |
S1 |
1,274.6 |
1,274.6 |
1,280.7 |
1,277.6 |
S2 |
1,267.4 |
1,267.4 |
1,279.5 |
|
S3 |
1,254.3 |
1,261.5 |
1,278.3 |
|
S4 |
1,241.2 |
1,248.4 |
1,274.7 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.1 |
1,385.1 |
1,305.9 |
|
R3 |
1,357.5 |
1,341.5 |
1,293.9 |
|
R2 |
1,313.9 |
1,313.9 |
1,289.9 |
|
R1 |
1,297.9 |
1,297.9 |
1,285.9 |
1,305.9 |
PP |
1,270.3 |
1,270.3 |
1,270.3 |
1,274.3 |
S1 |
1,254.3 |
1,254.3 |
1,277.9 |
1,262.3 |
S2 |
1,226.7 |
1,226.7 |
1,273.9 |
|
S3 |
1,183.1 |
1,210.7 |
1,269.9 |
|
S4 |
1,139.5 |
1,167.1 |
1,257.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,286.3 |
1,242.7 |
43.6 |
3.4% |
14.0 |
1.1% |
90% |
True |
False |
6,220 |
10 |
1,286.3 |
1,207.0 |
79.3 |
6.2% |
16.5 |
1.3% |
94% |
True |
False |
5,527 |
20 |
1,297.0 |
1,207.0 |
90.0 |
7.0% |
16.2 |
1.3% |
83% |
False |
False |
6,236 |
40 |
1,311.5 |
1,207.0 |
104.5 |
8.2% |
17.2 |
1.3% |
72% |
False |
False |
4,772 |
60 |
1,311.5 |
1,207.0 |
104.5 |
8.2% |
17.1 |
1.3% |
72% |
False |
False |
4,051 |
80 |
1,311.5 |
1,205.5 |
106.0 |
8.3% |
19.0 |
1.5% |
72% |
False |
False |
3,481 |
100 |
1,311.5 |
1,093.9 |
217.6 |
17.0% |
18.9 |
1.5% |
86% |
False |
False |
3,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.0 |
2.618 |
1,320.6 |
1.618 |
1,307.5 |
1.000 |
1,299.4 |
0.618 |
1,294.4 |
HIGH |
1,286.3 |
0.618 |
1,281.3 |
0.500 |
1,279.8 |
0.382 |
1,278.2 |
LOW |
1,273.2 |
0.618 |
1,265.1 |
1.000 |
1,260.1 |
1.618 |
1,252.0 |
2.618 |
1,238.9 |
4.250 |
1,217.5 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,281.2 |
1,277.5 |
PP |
1,280.5 |
1,273.2 |
S1 |
1,279.8 |
1,268.8 |
|