Trading Metrics calculated at close of trading on 16-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,294.3 |
1,301.3 |
7.0 |
0.5% |
1,250.7 |
High |
1,306.1 |
1,325.2 |
19.1 |
1.5% |
1,286.3 |
Low |
1,287.6 |
1,286.6 |
-1.0 |
-0.1% |
1,242.7 |
Close |
1,294.4 |
1,304.6 |
10.2 |
0.8% |
1,281.9 |
Range |
18.5 |
38.6 |
20.1 |
108.6% |
43.6 |
ATR |
17.0 |
18.5 |
1.5 |
9.1% |
0.0 |
Volume |
6,803 |
20,846 |
14,043 |
206.4% |
31,101 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,421.3 |
1,401.5 |
1,325.8 |
|
R3 |
1,382.7 |
1,362.9 |
1,315.2 |
|
R2 |
1,344.1 |
1,344.1 |
1,311.7 |
|
R1 |
1,324.3 |
1,324.3 |
1,308.1 |
1,334.2 |
PP |
1,305.5 |
1,305.5 |
1,305.5 |
1,310.4 |
S1 |
1,285.7 |
1,285.7 |
1,301.1 |
1,295.6 |
S2 |
1,266.9 |
1,266.9 |
1,297.5 |
|
S3 |
1,228.3 |
1,247.1 |
1,294.0 |
|
S4 |
1,189.7 |
1,208.5 |
1,283.4 |
|
|
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 |
1,325.2 |
1,273.2 |
52.0 |
4.0% |
19.8 |
1.5% |
60% |
True |
False |
8,948 |
10 |
1,325.2 |
1,214.9 |
110.3 |
8.5% |
19.4 |
1.5% |
81% |
True |
False |
7,415 |
20 |
1,325.2 |
1,207.0 |
118.2 |
9.1% |
17.0 |
1.3% |
83% |
True |
False |
7,058 |
40 |
1,325.2 |
1,207.0 |
118.2 |
9.1% |
17.8 |
1.4% |
83% |
True |
False |
5,531 |
60 |
1,325.2 |
1,207.0 |
118.2 |
9.1% |
17.5 |
1.3% |
83% |
True |
False |
4,392 |
80 |
1,325.2 |
1,207.0 |
118.2 |
9.1% |
18.9 |
1.5% |
83% |
True |
False |
3,855 |
100 |
1,325.2 |
1,111.5 |
213.7 |
16.4% |
19.3 |
1.5% |
90% |
True |
False |
3,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,489.3 |
2.618 |
1,426.3 |
1.618 |
1,387.7 |
1.000 |
1,363.8 |
0.618 |
1,349.1 |
HIGH |
1,325.2 |
0.618 |
1,310.5 |
0.500 |
1,305.9 |
0.382 |
1,301.3 |
LOW |
1,286.6 |
0.618 |
1,262.7 |
1.000 |
1,248.0 |
1.618 |
1,224.1 |
2.618 |
1,185.5 |
4.250 |
1,122.6 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,305.9 |
1,305.1 |
PP |
1,305.5 |
1,304.9 |
S1 |
1,305.0 |
1,304.8 |
|