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 |
1,301.3 |
1,287.5 |
-13.8 |
-1.1% |
1,284.5 |
High |
1,325.2 |
1,308.5 |
-16.7 |
-1.3% |
1,325.2 |
Low |
1,286.6 |
1,285.7 |
-0.9 |
-0.1% |
1,281.3 |
Close |
1,304.6 |
1,301.1 |
-3.5 |
-0.3% |
1,301.1 |
Range |
38.6 |
22.8 |
-15.8 |
-40.9% |
43.9 |
ATR |
18.5 |
18.8 |
0.3 |
1.7% |
0.0 |
Volume |
20,846 |
11,288 |
-9,558 |
-45.9% |
47,427 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.8 |
1,356.8 |
1,313.6 |
|
R3 |
1,344.0 |
1,334.0 |
1,307.4 |
|
R2 |
1,321.2 |
1,321.2 |
1,305.3 |
|
R1 |
1,311.2 |
1,311.2 |
1,303.2 |
1,316.2 |
PP |
1,298.4 |
1,298.4 |
1,298.4 |
1,301.0 |
S1 |
1,288.4 |
1,288.4 |
1,299.0 |
1,293.4 |
S2 |
1,275.6 |
1,275.6 |
1,296.9 |
|
S3 |
1,252.8 |
1,265.6 |
1,294.8 |
|
S4 |
1,230.0 |
1,242.8 |
1,288.6 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.2 |
1,411.6 |
1,325.2 |
|
R3 |
1,390.3 |
1,367.7 |
1,313.2 |
|
R2 |
1,346.4 |
1,346.4 |
1,309.1 |
|
R1 |
1,323.8 |
1,323.8 |
1,305.1 |
1,335.1 |
PP |
1,302.5 |
1,302.5 |
1,302.5 |
1,308.2 |
S1 |
1,279.9 |
1,279.9 |
1,297.1 |
1,291.2 |
S2 |
1,258.6 |
1,258.6 |
1,293.1 |
|
S3 |
1,214.7 |
1,236.0 |
1,289.0 |
|
S4 |
1,170.8 |
1,192.1 |
1,277.0 |
|
|
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 |
1,281.3 |
43.9 |
3.4% |
21.7 |
1.7% |
45% |
False |
False |
9,485 |
10 |
1,325.2 |
1,242.7 |
82.5 |
6.3% |
17.8 |
1.4% |
71% |
False |
False |
7,852 |
20 |
1,325.2 |
1,207.0 |
118.2 |
9.1% |
17.3 |
1.3% |
80% |
False |
False |
6,830 |
40 |
1,325.2 |
1,207.0 |
118.2 |
9.1% |
17.7 |
1.4% |
80% |
False |
False |
5,743 |
60 |
1,325.2 |
1,207.0 |
118.2 |
9.1% |
17.4 |
1.3% |
80% |
False |
False |
4,542 |
80 |
1,325.2 |
1,207.0 |
118.2 |
9.1% |
18.8 |
1.4% |
80% |
False |
False |
3,983 |
100 |
1,325.2 |
1,114.1 |
211.1 |
16.2% |
19.4 |
1.5% |
89% |
False |
False |
3,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,405.4 |
2.618 |
1,368.2 |
1.618 |
1,345.4 |
1.000 |
1,331.3 |
0.618 |
1,322.6 |
HIGH |
1,308.5 |
0.618 |
1,299.8 |
0.500 |
1,297.1 |
0.382 |
1,294.4 |
LOW |
1,285.7 |
0.618 |
1,271.6 |
1.000 |
1,262.9 |
1.618 |
1,248.8 |
2.618 |
1,226.0 |
4.250 |
1,188.8 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,299.8 |
1,305.5 |
PP |
1,298.4 |
1,304.0 |
S1 |
1,297.1 |
1,302.6 |
|