Trading Metrics calculated at close of trading on 13-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,267.6 |
1,276.2 |
8.6 |
0.7% |
1,244.4 |
High |
1,278.0 |
1,287.3 |
9.3 |
0.7% |
1,278.0 |
Low |
1,265.3 |
1,273.0 |
7.7 |
0.6% |
1,236.5 |
Close |
1,273.4 |
1,284.4 |
11.0 |
0.9% |
1,273.4 |
Range |
12.7 |
14.3 |
1.6 |
12.6% |
41.5 |
ATR |
17.3 |
17.1 |
-0.2 |
-1.2% |
0.0 |
Volume |
397 |
328 |
-69 |
-17.4% |
2,600 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.5 |
1,318.7 |
1,292.3 |
|
R3 |
1,310.2 |
1,304.4 |
1,288.3 |
|
R2 |
1,295.9 |
1,295.9 |
1,287.0 |
|
R1 |
1,290.1 |
1,290.1 |
1,285.7 |
1,293.0 |
PP |
1,281.6 |
1,281.6 |
1,281.6 |
1,283.0 |
S1 |
1,275.8 |
1,275.8 |
1,283.1 |
1,278.7 |
S2 |
1,267.3 |
1,267.3 |
1,281.8 |
|
S3 |
1,253.0 |
1,261.5 |
1,280.5 |
|
S4 |
1,238.7 |
1,247.2 |
1,276.5 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.1 |
1,371.8 |
1,296.2 |
|
R3 |
1,345.6 |
1,330.3 |
1,284.8 |
|
R2 |
1,304.1 |
1,304.1 |
1,281.0 |
|
R1 |
1,288.8 |
1,288.8 |
1,277.2 |
1,296.5 |
PP |
1,262.6 |
1,262.6 |
1,262.6 |
1,266.5 |
S1 |
1,247.3 |
1,247.3 |
1,269.6 |
1,255.0 |
S2 |
1,221.1 |
1,221.1 |
1,265.8 |
|
S3 |
1,179.6 |
1,205.8 |
1,262.0 |
|
S4 |
1,138.1 |
1,164.3 |
1,250.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,287.3 |
1,236.5 |
50.8 |
4.0% |
13.1 |
1.0% |
94% |
True |
False |
358 |
10 |
1,287.3 |
1,199.0 |
88.3 |
6.9% |
15.1 |
1.2% |
97% |
True |
False |
1,532 |
20 |
1,290.4 |
1,199.0 |
91.4 |
7.1% |
16.3 |
1.3% |
93% |
False |
False |
108,967 |
40 |
1,306.0 |
1,199.0 |
107.0 |
8.3% |
18.1 |
1.4% |
80% |
False |
False |
155,613 |
60 |
1,306.0 |
1,199.0 |
107.0 |
8.3% |
18.3 |
1.4% |
80% |
False |
False |
146,616 |
80 |
1,306.0 |
1,199.0 |
107.0 |
8.3% |
19.9 |
1.5% |
80% |
False |
False |
114,568 |
100 |
1,306.0 |
1,093.1 |
212.9 |
16.6% |
20.1 |
1.6% |
90% |
False |
False |
93,060 |
120 |
1,306.0 |
1,059.0 |
247.0 |
19.2% |
19.0 |
1.5% |
91% |
False |
False |
77,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.1 |
2.618 |
1,324.7 |
1.618 |
1,310.4 |
1.000 |
1,301.6 |
0.618 |
1,296.1 |
HIGH |
1,287.3 |
0.618 |
1,281.8 |
0.500 |
1,280.2 |
0.382 |
1,278.5 |
LOW |
1,273.0 |
0.618 |
1,264.2 |
1.000 |
1,258.7 |
1.618 |
1,249.9 |
2.618 |
1,235.6 |
4.250 |
1,212.2 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,283.0 |
1,280.5 |
PP |
1,281.6 |
1,276.6 |
S1 |
1,280.2 |
1,272.7 |
|