Trading Metrics calculated at close of trading on 20-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,282.4 |
1,293.0 |
10.6 |
0.8% |
1,278.3 |
High |
1,302.7 |
1,296.8 |
-5.9 |
-0.5% |
1,318.9 |
Low |
1,278.8 |
1,280.8 |
2.0 |
0.2% |
1,275.2 |
Close |
1,294.8 |
1,292.1 |
-2.7 |
-0.2% |
1,294.8 |
Range |
23.9 |
16.0 |
-7.9 |
-33.1% |
43.7 |
ATR |
19.3 |
19.1 |
-0.2 |
-1.2% |
0.0 |
Volume |
211,622 |
193,799 |
-17,823 |
-8.4% |
1,161,088 |
|
Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.9 |
1,331.0 |
1,300.9 |
|
R3 |
1,321.9 |
1,315.0 |
1,296.5 |
|
R2 |
1,305.9 |
1,305.9 |
1,295.0 |
|
R1 |
1,299.0 |
1,299.0 |
1,293.6 |
1,294.5 |
PP |
1,289.9 |
1,289.9 |
1,289.9 |
1,287.6 |
S1 |
1,283.0 |
1,283.0 |
1,290.6 |
1,278.5 |
S2 |
1,273.9 |
1,273.9 |
1,289.2 |
|
S3 |
1,257.9 |
1,267.0 |
1,287.7 |
|
S4 |
1,241.9 |
1,251.0 |
1,283.3 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.4 |
1,404.8 |
1,318.8 |
|
R3 |
1,383.7 |
1,361.1 |
1,306.8 |
|
R2 |
1,340.0 |
1,340.0 |
1,302.8 |
|
R1 |
1,317.4 |
1,317.4 |
1,298.8 |
1,328.7 |
PP |
1,296.3 |
1,296.3 |
1,296.3 |
1,302.0 |
S1 |
1,273.7 |
1,273.7 |
1,290.8 |
1,285.0 |
S2 |
1,252.6 |
1,252.6 |
1,286.8 |
|
S3 |
1,208.9 |
1,230.0 |
1,282.8 |
|
S4 |
1,165.2 |
1,186.3 |
1,270.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,318.9 |
1,278.6 |
40.3 |
3.1% |
22.4 |
1.7% |
33% |
False |
False |
230,415 |
10 |
1,318.9 |
1,236.9 |
82.0 |
6.3% |
18.9 |
1.5% |
67% |
False |
False |
197,119 |
20 |
1,318.9 |
1,201.5 |
117.4 |
9.1% |
18.2 |
1.4% |
77% |
False |
False |
177,587 |
40 |
1,318.9 |
1,201.5 |
117.4 |
9.1% |
18.2 |
1.4% |
77% |
False |
False |
101,479 |
60 |
1,318.9 |
1,201.5 |
117.4 |
9.1% |
18.1 |
1.4% |
77% |
False |
False |
69,116 |
80 |
1,318.9 |
1,201.5 |
117.4 |
9.1% |
19.1 |
1.5% |
77% |
False |
False |
52,795 |
100 |
1,318.9 |
1,111.3 |
207.6 |
16.1% |
19.6 |
1.5% |
87% |
False |
False |
42,674 |
120 |
1,318.9 |
1,059.5 |
259.4 |
20.1% |
18.3 |
1.4% |
90% |
False |
False |
35,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.8 |
2.618 |
1,338.7 |
1.618 |
1,322.7 |
1.000 |
1,312.8 |
0.618 |
1,306.7 |
HIGH |
1,296.8 |
0.618 |
1,290.7 |
0.500 |
1,288.8 |
0.382 |
1,286.9 |
LOW |
1,280.8 |
0.618 |
1,270.9 |
1.000 |
1,264.8 |
1.618 |
1,254.9 |
2.618 |
1,238.9 |
4.250 |
1,212.8 |
|
|
Fisher Pivots for day following 20-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,291.0 |
1,298.9 |
PP |
1,289.9 |
1,296.6 |
S1 |
1,288.8 |
1,294.4 |
|