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 |
17,602.23 |
17,733.44 |
131.21 |
0.7% |
17,830.50 |
High |
17,754.91 |
17,733.44 |
-21.47 |
-0.1% |
17,893.28 |
Low |
17,471.29 |
17,602.78 |
131.49 |
0.8% |
17,471.29 |
Close |
17,733.10 |
17,675.16 |
-57.94 |
-0.3% |
17,675.16 |
Range |
283.62 |
130.66 |
-152.96 |
-53.9% |
421.99 |
ATR |
155.04 |
153.30 |
-1.74 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,062.44 |
17,999.46 |
17,747.02 |
|
R3 |
17,931.78 |
17,868.80 |
17,711.09 |
|
R2 |
17,801.12 |
17,801.12 |
17,699.11 |
|
R1 |
17,738.14 |
17,738.14 |
17,687.14 |
17,704.30 |
PP |
17,670.46 |
17,670.46 |
17,670.46 |
17,653.54 |
S1 |
17,607.48 |
17,607.48 |
17,663.18 |
17,573.64 |
S2 |
17,539.80 |
17,539.80 |
17,651.21 |
|
S3 |
17,409.14 |
17,476.82 |
17,639.23 |
|
S4 |
17,278.48 |
17,346.16 |
17,603.30 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,945.88 |
18,732.51 |
17,907.25 |
|
R3 |
18,523.89 |
18,310.52 |
17,791.21 |
|
R2 |
18,101.90 |
18,101.90 |
17,752.52 |
|
R1 |
17,888.53 |
17,888.53 |
17,713.84 |
17,784.22 |
PP |
17,679.91 |
17,679.91 |
17,679.91 |
17,627.76 |
S1 |
17,466.54 |
17,466.54 |
17,636.48 |
17,362.23 |
S2 |
17,257.92 |
17,257.92 |
17,597.80 |
|
S3 |
16,835.93 |
17,044.55 |
17,559.11 |
|
S4 |
16,413.94 |
16,622.56 |
17,443.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,893.28 |
17,471.29 |
421.99 |
2.4% |
169.66 |
1.0% |
48% |
False |
False |
|
10 |
18,016.00 |
17,471.29 |
544.71 |
3.1% |
134.21 |
0.8% |
37% |
False |
False |
|
20 |
18,016.00 |
17,437.32 |
578.68 |
3.3% |
132.63 |
0.8% |
41% |
False |
False |
|
40 |
18,084.66 |
17,331.07 |
753.59 |
4.3% |
152.89 |
0.9% |
46% |
False |
False |
|
60 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
150.58 |
0.9% |
41% |
False |
False |
|
80 |
18,167.63 |
16,458.42 |
1,709.21 |
9.7% |
155.29 |
0.9% |
71% |
False |
False |
|
100 |
18,167.63 |
15,503.01 |
2,664.62 |
15.1% |
179.33 |
1.0% |
82% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.4% |
199.85 |
1.1% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,288.75 |
2.618 |
18,075.51 |
1.618 |
17,944.85 |
1.000 |
17,864.10 |
0.618 |
17,814.19 |
HIGH |
17,733.44 |
0.618 |
17,683.53 |
0.500 |
17,668.11 |
0.382 |
17,652.69 |
LOW |
17,602.78 |
0.618 |
17,522.03 |
1.000 |
17,472.12 |
1.618 |
17,391.37 |
2.618 |
17,260.71 |
4.250 |
17,047.48 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,672.81 |
17,655.82 |
PP |
17,670.46 |
17,636.47 |
S1 |
17,668.11 |
17,617.13 |
|