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 |
17,938.82 |
17,830.50 |
-108.32 |
-0.6% |
17,825.69 |
High |
17,938.82 |
17,893.28 |
-45.54 |
-0.3% |
18,016.00 |
Low |
17,812.34 |
17,731.35 |
-80.99 |
-0.5% |
17,812.34 |
Close |
17,865.34 |
17,732.48 |
-132.86 |
-0.7% |
17,865.34 |
Range |
126.48 |
161.93 |
35.45 |
28.0% |
203.66 |
ATR |
145.44 |
146.62 |
1.18 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,271.49 |
18,163.92 |
17,821.54 |
|
R3 |
18,109.56 |
18,001.99 |
17,777.01 |
|
R2 |
17,947.63 |
17,947.63 |
17,762.17 |
|
R1 |
17,840.06 |
17,840.06 |
17,747.32 |
17,812.88 |
PP |
17,785.70 |
17,785.70 |
17,785.70 |
17,772.12 |
S1 |
17,678.13 |
17,678.13 |
17,717.64 |
17,650.95 |
S2 |
17,623.77 |
17,623.77 |
17,702.79 |
|
S3 |
17,461.84 |
17,516.20 |
17,687.95 |
|
S4 |
17,299.91 |
17,354.27 |
17,643.42 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,508.87 |
18,390.77 |
17,977.35 |
|
R3 |
18,305.21 |
18,187.11 |
17,921.35 |
|
R2 |
18,101.55 |
18,101.55 |
17,902.68 |
|
R1 |
17,983.45 |
17,983.45 |
17,884.01 |
18,042.50 |
PP |
17,897.89 |
17,897.89 |
17,897.89 |
17,927.42 |
S1 |
17,779.79 |
17,779.79 |
17,846.67 |
17,838.84 |
S2 |
17,694.23 |
17,694.23 |
17,828.00 |
|
S3 |
17,490.57 |
17,576.13 |
17,809.33 |
|
S4 |
17,286.91 |
17,372.47 |
17,753.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,016.00 |
17,731.35 |
284.65 |
1.6% |
105.77 |
0.6% |
0% |
False |
True |
|
10 |
18,016.00 |
17,664.79 |
351.21 |
2.0% |
125.38 |
0.7% |
19% |
False |
False |
|
20 |
18,016.00 |
17,331.07 |
684.93 |
3.9% |
141.15 |
0.8% |
59% |
False |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
149.73 |
0.8% |
48% |
False |
False |
|
60 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
146.54 |
0.8% |
48% |
False |
False |
|
80 |
18,167.63 |
16,165.86 |
2,001.77 |
11.3% |
158.31 |
0.9% |
78% |
False |
False |
|
100 |
18,167.63 |
15,503.01 |
2,664.62 |
15.0% |
182.95 |
1.0% |
84% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
199.18 |
1.1% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,581.48 |
2.618 |
18,317.21 |
1.618 |
18,155.28 |
1.000 |
18,055.21 |
0.618 |
17,993.35 |
HIGH |
17,893.28 |
0.618 |
17,831.42 |
0.500 |
17,812.32 |
0.382 |
17,793.21 |
LOW |
17,731.35 |
0.618 |
17,631.28 |
1.000 |
17,569.42 |
1.618 |
17,469.35 |
2.618 |
17,307.42 |
4.250 |
17,043.15 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,812.32 |
17,868.29 |
PP |
17,785.70 |
17,823.02 |
S1 |
17,759.09 |
17,777.75 |
|