Trading Metrics calculated at close of trading on 13-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,277.7 |
1,284.5 |
6.8 |
0.5% |
1,250.7 |
High |
1,286.3 |
1,296.0 |
9.7 |
0.8% |
1,286.3 |
Low |
1,273.2 |
1,281.3 |
8.1 |
0.6% |
1,242.7 |
Close |
1,281.9 |
1,292.9 |
11.0 |
0.9% |
1,281.9 |
Range |
13.1 |
14.7 |
1.6 |
12.2% |
43.6 |
ATR |
17.2 |
17.1 |
-0.2 |
-1.1% |
0.0 |
Volume |
8,602 |
5,343 |
-3,259 |
-37.9% |
31,101 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.2 |
1,328.2 |
1,301.0 |
|
R3 |
1,319.5 |
1,313.5 |
1,296.9 |
|
R2 |
1,304.8 |
1,304.8 |
1,295.6 |
|
R1 |
1,298.8 |
1,298.8 |
1,294.2 |
1,301.8 |
PP |
1,290.1 |
1,290.1 |
1,290.1 |
1,291.6 |
S1 |
1,284.1 |
1,284.1 |
1,291.6 |
1,287.1 |
S2 |
1,275.4 |
1,275.4 |
1,290.2 |
|
S3 |
1,260.7 |
1,269.4 |
1,288.9 |
|
S4 |
1,246.0 |
1,254.7 |
1,284.8 |
|
|
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 |
1,296.0 |
1,242.7 |
53.3 |
4.1% |
15.1 |
1.2% |
94% |
True |
False |
6,247 |
10 |
1,296.0 |
1,207.0 |
89.0 |
6.9% |
16.3 |
1.3% |
97% |
True |
False |
5,604 |
20 |
1,297.0 |
1,207.0 |
90.0 |
7.0% |
16.3 |
1.3% |
95% |
False |
False |
6,366 |
40 |
1,311.5 |
1,207.0 |
104.5 |
8.1% |
17.3 |
1.3% |
82% |
False |
False |
4,871 |
60 |
1,311.5 |
1,207.0 |
104.5 |
8.1% |
17.1 |
1.3% |
82% |
False |
False |
4,086 |
80 |
1,311.5 |
1,205.5 |
106.0 |
8.2% |
18.7 |
1.4% |
82% |
False |
False |
3,523 |
100 |
1,311.5 |
1,095.0 |
216.5 |
16.7% |
18.8 |
1.5% |
91% |
False |
False |
3,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.5 |
2.618 |
1,334.5 |
1.618 |
1,319.8 |
1.000 |
1,310.7 |
0.618 |
1,305.1 |
HIGH |
1,296.0 |
0.618 |
1,290.4 |
0.500 |
1,288.7 |
0.382 |
1,286.9 |
LOW |
1,281.3 |
0.618 |
1,272.2 |
1.000 |
1,266.6 |
1.618 |
1,257.5 |
2.618 |
1,242.8 |
4.250 |
1,218.8 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,291.5 |
1,288.9 |
PP |
1,290.1 |
1,284.8 |
S1 |
1,288.7 |
1,280.8 |
|