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 |
1,276.2 |
1,281.8 |
5.6 |
0.4% |
1,244.4 |
High |
1,287.3 |
1,289.7 |
2.4 |
0.2% |
1,278.0 |
Low |
1,273.0 |
1,277.8 |
4.8 |
0.4% |
1,236.5 |
Close |
1,284.4 |
1,285.6 |
1.2 |
0.1% |
1,273.4 |
Range |
14.3 |
11.9 |
-2.4 |
-16.8% |
41.5 |
ATR |
17.1 |
16.7 |
-0.4 |
-2.2% |
0.0 |
Volume |
328 |
554 |
226 |
68.9% |
2,600 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.1 |
1,314.7 |
1,292.1 |
|
R3 |
1,308.2 |
1,302.8 |
1,288.9 |
|
R2 |
1,296.3 |
1,296.3 |
1,287.8 |
|
R1 |
1,290.9 |
1,290.9 |
1,286.7 |
1,293.6 |
PP |
1,284.4 |
1,284.4 |
1,284.4 |
1,285.7 |
S1 |
1,279.0 |
1,279.0 |
1,284.5 |
1,281.7 |
S2 |
1,272.5 |
1,272.5 |
1,283.4 |
|
S3 |
1,260.6 |
1,267.1 |
1,282.3 |
|
S4 |
1,248.7 |
1,255.2 |
1,279.1 |
|
|
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 |
1,289.7 |
1,247.3 |
42.4 |
3.3% |
13.8 |
1.1% |
90% |
True |
False |
413 |
10 |
1,289.7 |
1,205.4 |
84.3 |
6.6% |
14.5 |
1.1% |
95% |
True |
False |
944 |
20 |
1,289.7 |
1,199.0 |
90.7 |
7.1% |
16.0 |
1.2% |
95% |
True |
False |
99,055 |
40 |
1,306.0 |
1,199.0 |
107.0 |
8.3% |
18.1 |
1.4% |
81% |
False |
False |
151,910 |
60 |
1,306.0 |
1,199.0 |
107.0 |
8.3% |
18.2 |
1.4% |
81% |
False |
False |
146,228 |
80 |
1,306.0 |
1,199.0 |
107.0 |
8.3% |
19.9 |
1.5% |
81% |
False |
False |
114,535 |
100 |
1,306.0 |
1,094.5 |
211.5 |
16.5% |
20.1 |
1.6% |
90% |
False |
False |
93,008 |
120 |
1,306.0 |
1,059.0 |
247.0 |
19.2% |
19.0 |
1.5% |
92% |
False |
False |
77,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.3 |
2.618 |
1,320.9 |
1.618 |
1,309.0 |
1.000 |
1,301.6 |
0.618 |
1,297.1 |
HIGH |
1,289.7 |
0.618 |
1,285.2 |
0.500 |
1,283.8 |
0.382 |
1,282.3 |
LOW |
1,277.8 |
0.618 |
1,270.4 |
1.000 |
1,265.9 |
1.618 |
1,258.5 |
2.618 |
1,246.6 |
4.250 |
1,227.2 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,285.0 |
1,282.9 |
PP |
1,284.4 |
1,280.2 |
S1 |
1,283.8 |
1,277.5 |
|