Trading Metrics calculated at close of trading on 14-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,830.50 |
17,710.77 |
-119.73 |
-0.7% |
17,825.69 |
High |
17,893.28 |
17,733.92 |
-159.36 |
-0.9% |
18,016.00 |
Low |
17,731.35 |
17,595.79 |
-135.56 |
-0.8% |
17,812.34 |
Close |
17,732.48 |
17,674.82 |
-57.66 |
-0.3% |
17,865.34 |
Range |
161.93 |
138.13 |
-23.80 |
-14.7% |
203.66 |
ATR |
146.62 |
146.01 |
-0.61 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,082.57 |
18,016.82 |
17,750.79 |
|
R3 |
17,944.44 |
17,878.69 |
17,712.81 |
|
R2 |
17,806.31 |
17,806.31 |
17,700.14 |
|
R1 |
17,740.56 |
17,740.56 |
17,687.48 |
17,704.37 |
PP |
17,668.18 |
17,668.18 |
17,668.18 |
17,650.08 |
S1 |
17,602.43 |
17,602.43 |
17,662.16 |
17,566.24 |
S2 |
17,530.05 |
17,530.05 |
17,649.50 |
|
S3 |
17,391.92 |
17,464.30 |
17,636.83 |
|
S4 |
17,253.79 |
17,326.17 |
17,598.85 |
|
|
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 |
17,595.79 |
420.21 |
2.4% |
119.99 |
0.7% |
19% |
False |
True |
|
10 |
18,016.00 |
17,595.79 |
420.21 |
2.4% |
121.67 |
0.7% |
19% |
False |
True |
|
20 |
18,016.00 |
17,331.07 |
684.93 |
3.9% |
136.85 |
0.8% |
50% |
False |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
149.15 |
0.8% |
41% |
False |
False |
|
60 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
146.53 |
0.8% |
41% |
False |
False |
|
80 |
18,167.63 |
16,165.86 |
2,001.77 |
11.3% |
158.38 |
0.9% |
75% |
False |
False |
|
100 |
18,167.63 |
15,503.01 |
2,664.62 |
15.1% |
180.99 |
1.0% |
82% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.4% |
199.04 |
1.1% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,320.97 |
2.618 |
18,095.54 |
1.618 |
17,957.41 |
1.000 |
17,872.05 |
0.618 |
17,819.28 |
HIGH |
17,733.92 |
0.618 |
17,681.15 |
0.500 |
17,664.86 |
0.382 |
17,648.56 |
LOW |
17,595.79 |
0.618 |
17,510.43 |
1.000 |
17,457.66 |
1.618 |
17,372.30 |
2.618 |
17,234.17 |
4.250 |
17,008.74 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,671.50 |
17,767.31 |
PP |
17,668.18 |
17,736.48 |
S1 |
17,664.86 |
17,705.65 |
|