Trading Metrics calculated at close of trading on 16-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,284.6 |
1,296.3 |
11.7 |
0.9% |
1,244.4 |
High |
1,296.2 |
1,316.4 |
20.2 |
1.6% |
1,278.0 |
Low |
1,278.8 |
1,281.1 |
2.3 |
0.2% |
1,236.5 |
Close |
1,285.8 |
1,296.1 |
10.3 |
0.8% |
1,273.4 |
Range |
17.4 |
35.3 |
17.9 |
102.9% |
41.5 |
ATR |
16.7 |
18.1 |
1.3 |
7.9% |
0.0 |
Volume |
162 |
251 |
89 |
54.9% |
2,600 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.8 |
1,385.2 |
1,315.5 |
|
R3 |
1,368.5 |
1,349.9 |
1,305.8 |
|
R2 |
1,333.2 |
1,333.2 |
1,302.6 |
|
R1 |
1,314.6 |
1,314.6 |
1,299.3 |
1,306.3 |
PP |
1,297.9 |
1,297.9 |
1,297.9 |
1,293.7 |
S1 |
1,279.3 |
1,279.3 |
1,292.9 |
1,271.0 |
S2 |
1,262.6 |
1,262.6 |
1,289.6 |
|
S3 |
1,227.3 |
1,244.0 |
1,286.4 |
|
S4 |
1,192.0 |
1,208.7 |
1,276.7 |
|
|
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 |
1,316.4 |
1,265.3 |
51.1 |
3.9% |
18.3 |
1.4% |
60% |
True |
False |
338 |
10 |
1,316.4 |
1,206.4 |
110.0 |
8.5% |
17.5 |
1.4% |
82% |
True |
False |
551 |
20 |
1,316.4 |
1,199.0 |
117.4 |
9.1% |
16.5 |
1.3% |
83% |
True |
False |
77,137 |
40 |
1,316.4 |
1,199.0 |
117.4 |
9.1% |
18.3 |
1.4% |
83% |
True |
False |
142,354 |
60 |
1,316.4 |
1,199.0 |
117.4 |
9.1% |
18.5 |
1.4% |
83% |
True |
False |
144,332 |
80 |
1,316.4 |
1,199.0 |
117.4 |
9.1% |
20.0 |
1.5% |
83% |
True |
False |
114,399 |
100 |
1,316.4 |
1,108.0 |
208.4 |
16.1% |
20.5 |
1.6% |
90% |
True |
False |
92,743 |
120 |
1,316.4 |
1,059.0 |
257.4 |
19.9% |
19.3 |
1.5% |
92% |
True |
False |
77,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,466.4 |
2.618 |
1,408.8 |
1.618 |
1,373.5 |
1.000 |
1,351.7 |
0.618 |
1,338.2 |
HIGH |
1,316.4 |
0.618 |
1,302.9 |
0.500 |
1,298.8 |
0.382 |
1,294.6 |
LOW |
1,281.1 |
0.618 |
1,259.3 |
1.000 |
1,245.8 |
1.618 |
1,224.0 |
2.618 |
1,188.7 |
4.250 |
1,131.1 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,298.8 |
1,297.1 |
PP |
1,297.9 |
1,296.8 |
S1 |
1,297.0 |
1,296.4 |
|