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 |
1,296.3 |
1,280.3 |
-16.0 |
-1.2% |
1,276.2 |
High |
1,316.4 |
1,300.1 |
-16.3 |
-1.2% |
1,316.4 |
Low |
1,281.1 |
1,280.3 |
-0.8 |
-0.1% |
1,273.0 |
Close |
1,296.1 |
1,292.5 |
-3.6 |
-0.3% |
1,292.5 |
Range |
35.3 |
19.8 |
-15.5 |
-43.9% |
43.4 |
ATR |
18.1 |
18.2 |
0.1 |
0.7% |
0.0 |
Volume |
251 |
129 |
-122 |
-48.6% |
1,424 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.4 |
1,341.2 |
1,303.4 |
|
R3 |
1,330.6 |
1,321.4 |
1,297.9 |
|
R2 |
1,310.8 |
1,310.8 |
1,296.1 |
|
R1 |
1,301.6 |
1,301.6 |
1,294.3 |
1,306.2 |
PP |
1,291.0 |
1,291.0 |
1,291.0 |
1,293.3 |
S1 |
1,281.8 |
1,281.8 |
1,290.7 |
1,286.4 |
S2 |
1,271.2 |
1,271.2 |
1,288.9 |
|
S3 |
1,251.4 |
1,262.0 |
1,287.1 |
|
S4 |
1,231.6 |
1,242.2 |
1,281.6 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.2 |
1,401.7 |
1,316.4 |
|
R3 |
1,380.8 |
1,358.3 |
1,304.4 |
|
R2 |
1,337.4 |
1,337.4 |
1,300.5 |
|
R1 |
1,314.9 |
1,314.9 |
1,296.5 |
1,326.2 |
PP |
1,294.0 |
1,294.0 |
1,294.0 |
1,299.6 |
S1 |
1,271.5 |
1,271.5 |
1,288.5 |
1,282.8 |
S2 |
1,250.6 |
1,250.6 |
1,284.5 |
|
S3 |
1,207.2 |
1,228.1 |
1,280.6 |
|
S4 |
1,163.8 |
1,184.7 |
1,268.6 |
|
|
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 |
1,273.0 |
43.4 |
3.4% |
19.7 |
1.5% |
45% |
False |
False |
284 |
10 |
1,316.4 |
1,236.5 |
79.9 |
6.2% |
15.7 |
1.2% |
70% |
False |
False |
402 |
20 |
1,316.4 |
1,199.0 |
117.4 |
9.1% |
16.6 |
1.3% |
80% |
False |
False |
63,641 |
40 |
1,316.4 |
1,199.0 |
117.4 |
9.1% |
18.1 |
1.4% |
80% |
False |
False |
135,534 |
60 |
1,316.4 |
1,199.0 |
117.4 |
9.1% |
18.2 |
1.4% |
80% |
False |
False |
143,039 |
80 |
1,316.4 |
1,199.0 |
117.4 |
9.1% |
19.8 |
1.5% |
80% |
False |
False |
114,276 |
100 |
1,316.4 |
1,110.0 |
206.4 |
16.0% |
20.5 |
1.6% |
88% |
False |
False |
92,648 |
120 |
1,316.4 |
1,059.0 |
257.4 |
19.9% |
19.5 |
1.5% |
91% |
False |
False |
77,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.3 |
2.618 |
1,351.9 |
1.618 |
1,332.1 |
1.000 |
1,319.9 |
0.618 |
1,312.3 |
HIGH |
1,300.1 |
0.618 |
1,292.5 |
0.500 |
1,290.2 |
0.382 |
1,287.9 |
LOW |
1,280.3 |
0.618 |
1,268.1 |
1.000 |
1,260.5 |
1.618 |
1,248.3 |
2.618 |
1,228.5 |
4.250 |
1,196.2 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,291.7 |
1,297.6 |
PP |
1,291.0 |
1,295.9 |
S1 |
1,290.2 |
1,294.2 |
|