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 |
17,969.98 |
17,938.82 |
-31.16 |
-0.2% |
17,825.69 |
High |
18,005.22 |
17,938.82 |
-66.40 |
-0.4% |
18,016.00 |
Low |
17,915.88 |
17,812.34 |
-103.54 |
-0.6% |
17,812.34 |
Close |
17,985.19 |
17,865.34 |
-119.85 |
-0.7% |
17,865.34 |
Range |
89.34 |
126.48 |
37.14 |
41.6% |
203.66 |
ATR |
143.34 |
145.44 |
2.11 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,251.61 |
18,184.95 |
17,934.90 |
|
R3 |
18,125.13 |
18,058.47 |
17,900.12 |
|
R2 |
17,998.65 |
17,998.65 |
17,888.53 |
|
R1 |
17,931.99 |
17,931.99 |
17,876.93 |
17,902.08 |
PP |
17,872.17 |
17,872.17 |
17,872.17 |
17,857.21 |
S1 |
17,805.51 |
17,805.51 |
17,853.75 |
17,775.60 |
S2 |
17,745.69 |
17,745.69 |
17,842.15 |
|
S3 |
17,619.21 |
17,679.03 |
17,830.56 |
|
S4 |
17,492.73 |
17,552.55 |
17,795.78 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,508.87 |
18,390.77 |
17,977.35 |
|
R3 |
18,305.21 |
18,187.11 |
17,921.35 |
|
R2 |
18,101.55 |
18,101.55 |
17,902.68 |
|
R1 |
17,983.45 |
17,983.45 |
17,884.01 |
18,042.50 |
PP |
17,897.89 |
17,897.89 |
17,897.89 |
17,927.42 |
S1 |
17,779.79 |
17,779.79 |
17,846.67 |
17,838.84 |
S2 |
17,694.23 |
17,694.23 |
17,828.00 |
|
S3 |
17,490.57 |
17,576.13 |
17,809.33 |
|
S4 |
17,286.91 |
17,372.47 |
17,753.33 |
|
|
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 |
17,812.34 |
203.66 |
1.1% |
98.76 |
0.6% |
26% |
False |
True |
|
10 |
18,016.00 |
17,664.79 |
351.21 |
2.0% |
114.04 |
0.6% |
57% |
False |
False |
|
20 |
18,016.00 |
17,331.07 |
684.93 |
3.8% |
144.16 |
0.8% |
78% |
False |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
147.44 |
0.8% |
64% |
False |
False |
|
60 |
18,167.63 |
17,297.65 |
869.98 |
4.9% |
147.70 |
0.8% |
65% |
False |
False |
|
80 |
18,167.63 |
16,165.86 |
2,001.77 |
11.2% |
157.80 |
0.9% |
85% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
186.72 |
1.0% |
89% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
200.94 |
1.1% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,476.36 |
2.618 |
18,269.94 |
1.618 |
18,143.46 |
1.000 |
18,065.30 |
0.618 |
18,016.98 |
HIGH |
17,938.82 |
0.618 |
17,890.50 |
0.500 |
17,875.58 |
0.382 |
17,860.66 |
LOW |
17,812.34 |
0.618 |
17,734.18 |
1.000 |
17,685.86 |
1.618 |
17,607.70 |
2.618 |
17,481.22 |
4.250 |
17,274.80 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,875.58 |
17,914.17 |
PP |
17,872.17 |
17,897.89 |
S1 |
17,868.75 |
17,881.62 |
|