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 |
1,281.8 |
1,284.6 |
2.8 |
0.2% |
1,244.4 |
High |
1,289.7 |
1,296.2 |
6.5 |
0.5% |
1,278.0 |
Low |
1,277.8 |
1,278.8 |
1.0 |
0.1% |
1,236.5 |
Close |
1,285.6 |
1,285.8 |
0.2 |
0.0% |
1,273.4 |
Range |
11.9 |
17.4 |
5.5 |
46.2% |
41.5 |
ATR |
16.7 |
16.7 |
0.1 |
0.3% |
0.0 |
Volume |
554 |
162 |
-392 |
-70.8% |
2,600 |
|
Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.1 |
1,329.9 |
1,295.4 |
|
R3 |
1,321.7 |
1,312.5 |
1,290.6 |
|
R2 |
1,304.3 |
1,304.3 |
1,289.0 |
|
R1 |
1,295.1 |
1,295.1 |
1,287.4 |
1,299.7 |
PP |
1,286.9 |
1,286.9 |
1,286.9 |
1,289.3 |
S1 |
1,277.7 |
1,277.7 |
1,284.2 |
1,282.3 |
S2 |
1,269.5 |
1,269.5 |
1,282.6 |
|
S3 |
1,252.1 |
1,260.3 |
1,281.0 |
|
S4 |
1,234.7 |
1,242.9 |
1,276.2 |
|
|
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 |
1,296.2 |
1,258.1 |
38.1 |
3.0% |
13.9 |
1.1% |
73% |
True |
False |
364 |
10 |
1,296.2 |
1,206.4 |
89.8 |
7.0% |
14.8 |
1.1% |
88% |
True |
False |
689 |
20 |
1,296.2 |
1,199.0 |
97.2 |
7.6% |
16.1 |
1.3% |
89% |
True |
False |
88,804 |
40 |
1,306.0 |
1,199.0 |
107.0 |
8.3% |
17.8 |
1.4% |
81% |
False |
False |
146,479 |
60 |
1,306.0 |
1,199.0 |
107.0 |
8.3% |
18.2 |
1.4% |
81% |
False |
False |
145,284 |
80 |
1,306.0 |
1,199.0 |
107.0 |
8.3% |
19.8 |
1.5% |
81% |
False |
False |
114,511 |
100 |
1,306.0 |
1,098.1 |
207.9 |
16.2% |
20.2 |
1.6% |
90% |
False |
False |
92,957 |
120 |
1,306.0 |
1,059.0 |
247.0 |
19.2% |
19.1 |
1.5% |
92% |
False |
False |
77,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.2 |
2.618 |
1,341.8 |
1.618 |
1,324.4 |
1.000 |
1,313.6 |
0.618 |
1,307.0 |
HIGH |
1,296.2 |
0.618 |
1,289.6 |
0.500 |
1,287.5 |
0.382 |
1,285.4 |
LOW |
1,278.8 |
0.618 |
1,268.0 |
1.000 |
1,261.4 |
1.618 |
1,250.6 |
2.618 |
1,233.2 |
4.250 |
1,204.9 |
|
|
Fisher Pivots for day following 15-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,287.5 |
1,285.4 |
PP |
1,286.9 |
1,285.0 |
S1 |
1,286.4 |
1,284.6 |
|