Trading Metrics calculated at close of trading on 15-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,710.77 |
17,703.65 |
-7.12 |
0.0% |
17,825.69 |
High |
17,733.92 |
17,762.96 |
29.04 |
0.2% |
18,016.00 |
Low |
17,595.79 |
17,629.01 |
33.22 |
0.2% |
17,812.34 |
Close |
17,674.82 |
17,640.17 |
-34.65 |
-0.2% |
17,865.34 |
Range |
138.13 |
133.95 |
-4.18 |
-3.0% |
203.66 |
ATR |
146.01 |
145.15 |
-0.86 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,079.23 |
17,993.65 |
17,713.84 |
|
R3 |
17,945.28 |
17,859.70 |
17,677.01 |
|
R2 |
17,811.33 |
17,811.33 |
17,664.73 |
|
R1 |
17,725.75 |
17,725.75 |
17,652.45 |
17,701.57 |
PP |
17,677.38 |
17,677.38 |
17,677.38 |
17,665.29 |
S1 |
17,591.80 |
17,591.80 |
17,627.89 |
17,567.62 |
S2 |
17,543.43 |
17,543.43 |
17,615.61 |
|
S3 |
17,409.48 |
17,457.85 |
17,603.33 |
|
S4 |
17,275.53 |
17,323.90 |
17,566.50 |
|
|
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 |
18,005.22 |
17,595.79 |
409.43 |
2.3% |
129.97 |
0.7% |
11% |
False |
False |
|
10 |
18,016.00 |
17,595.79 |
420.21 |
2.4% |
120.63 |
0.7% |
11% |
False |
False |
|
20 |
18,016.00 |
17,331.07 |
684.93 |
3.9% |
131.97 |
0.7% |
45% |
False |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
149.53 |
0.8% |
37% |
False |
False |
|
60 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
147.20 |
0.8% |
37% |
False |
False |
|
80 |
18,167.63 |
16,165.86 |
2,001.77 |
11.3% |
156.96 |
0.9% |
74% |
False |
False |
|
100 |
18,167.63 |
15,503.01 |
2,664.62 |
15.1% |
180.17 |
1.0% |
80% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.4% |
198.42 |
1.1% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,332.25 |
2.618 |
18,113.64 |
1.618 |
17,979.69 |
1.000 |
17,896.91 |
0.618 |
17,845.74 |
HIGH |
17,762.96 |
0.618 |
17,711.79 |
0.500 |
17,695.99 |
0.382 |
17,680.18 |
LOW |
17,629.01 |
0.618 |
17,546.23 |
1.000 |
17,495.06 |
1.618 |
17,412.28 |
2.618 |
17,278.33 |
4.250 |
17,059.72 |
|
|
Fisher Pivots for day following 15-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,695.99 |
17,744.54 |
PP |
17,677.38 |
17,709.75 |
S1 |
17,658.78 |
17,674.96 |
|