Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,931.91 |
17,969.98 |
38.07 |
0.2% |
17,891.50 |
High |
18,016.00 |
18,005.22 |
-10.78 |
-0.1% |
17,899.24 |
Low |
17,931.91 |
17,915.88 |
-16.03 |
-0.1% |
17,664.79 |
Close |
18,005.05 |
17,985.19 |
-19.86 |
-0.1% |
17,807.06 |
Range |
84.09 |
89.34 |
5.25 |
6.2% |
234.45 |
ATR |
147.49 |
143.34 |
-4.15 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,236.78 |
18,200.33 |
18,034.33 |
|
R3 |
18,147.44 |
18,110.99 |
18,009.76 |
|
R2 |
18,058.10 |
18,058.10 |
18,001.57 |
|
R1 |
18,021.65 |
18,021.65 |
17,993.38 |
18,039.88 |
PP |
17,968.76 |
17,968.76 |
17,968.76 |
17,977.88 |
S1 |
17,932.31 |
17,932.31 |
17,977.00 |
17,950.54 |
S2 |
17,879.42 |
17,879.42 |
17,968.81 |
|
S3 |
17,790.08 |
17,842.97 |
17,960.62 |
|
S4 |
17,700.74 |
17,753.63 |
17,936.05 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,493.71 |
18,384.84 |
17,936.01 |
|
R3 |
18,259.26 |
18,150.39 |
17,871.53 |
|
R2 |
18,024.81 |
18,024.81 |
17,850.04 |
|
R1 |
17,915.94 |
17,915.94 |
17,828.55 |
17,853.15 |
PP |
17,790.36 |
17,790.36 |
17,790.36 |
17,758.97 |
S1 |
17,681.49 |
17,681.49 |
17,785.57 |
17,618.70 |
S2 |
17,555.91 |
17,555.91 |
17,764.08 |
|
S3 |
17,321.46 |
17,447.04 |
17,742.59 |
|
S4 |
17,087.01 |
17,212.59 |
17,678.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,016.00 |
17,689.68 |
326.32 |
1.8% |
102.16 |
0.6% |
91% |
False |
False |
|
10 |
18,016.00 |
17,664.79 |
351.21 |
2.0% |
109.87 |
0.6% |
91% |
False |
False |
|
20 |
18,016.00 |
17,331.07 |
684.93 |
3.8% |
146.48 |
0.8% |
96% |
False |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
146.19 |
0.8% |
78% |
False |
False |
|
60 |
18,167.63 |
17,204.07 |
963.56 |
5.4% |
148.51 |
0.8% |
81% |
False |
False |
|
80 |
18,167.63 |
16,165.86 |
2,001.77 |
11.1% |
159.58 |
0.9% |
91% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
188.17 |
1.0% |
93% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
202.41 |
1.1% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,384.92 |
2.618 |
18,239.11 |
1.618 |
18,149.77 |
1.000 |
18,094.56 |
0.618 |
18,060.43 |
HIGH |
18,005.22 |
0.618 |
17,971.09 |
0.500 |
17,960.55 |
0.382 |
17,950.01 |
LOW |
17,915.88 |
0.618 |
17,860.67 |
1.000 |
17,826.54 |
1.618 |
17,771.33 |
2.618 |
17,681.99 |
4.250 |
17,536.19 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,976.98 |
17,978.77 |
PP |
17,968.76 |
17,972.36 |
S1 |
17,960.55 |
17,965.94 |
|