Trading Metrics calculated at close of trading on 21-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,293.0 |
1,292.5 |
-0.5 |
0.0% |
1,278.3 |
High |
1,296.8 |
1,297.4 |
0.6 |
0.0% |
1,318.9 |
Low |
1,280.8 |
1,267.1 |
-13.7 |
-1.1% |
1,275.2 |
Close |
1,292.1 |
1,272.5 |
-19.6 |
-1.5% |
1,294.8 |
Range |
16.0 |
30.3 |
14.3 |
89.4% |
43.7 |
ATR |
19.1 |
19.9 |
0.8 |
4.2% |
0.0 |
Volume |
193,799 |
207,162 |
13,363 |
6.9% |
1,161,088 |
|
Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.9 |
1,351.5 |
1,289.2 |
|
R3 |
1,339.6 |
1,321.2 |
1,280.8 |
|
R2 |
1,309.3 |
1,309.3 |
1,278.1 |
|
R1 |
1,290.9 |
1,290.9 |
1,275.3 |
1,285.0 |
PP |
1,279.0 |
1,279.0 |
1,279.0 |
1,276.0 |
S1 |
1,260.6 |
1,260.6 |
1,269.7 |
1,254.7 |
S2 |
1,248.7 |
1,248.7 |
1,266.9 |
|
S3 |
1,218.4 |
1,230.3 |
1,264.2 |
|
S4 |
1,188.1 |
1,200.0 |
1,255.8 |
|
|
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 |
1,267.1 |
51.8 |
4.1% |
25.5 |
2.0% |
10% |
False |
True |
233,234 |
10 |
1,318.9 |
1,245.5 |
73.4 |
5.8% |
20.8 |
1.6% |
37% |
False |
False |
205,784 |
20 |
1,318.9 |
1,201.5 |
117.4 |
9.2% |
19.1 |
1.5% |
60% |
False |
False |
183,645 |
40 |
1,318.9 |
1,201.5 |
117.4 |
9.2% |
18.7 |
1.5% |
60% |
False |
False |
106,541 |
60 |
1,318.9 |
1,201.5 |
117.4 |
9.2% |
18.4 |
1.4% |
60% |
False |
False |
72,526 |
80 |
1,318.9 |
1,201.5 |
117.4 |
9.2% |
19.2 |
1.5% |
60% |
False |
False |
55,370 |
100 |
1,318.9 |
1,111.3 |
207.6 |
16.3% |
19.8 |
1.6% |
78% |
False |
False |
44,729 |
120 |
1,318.9 |
1,059.5 |
259.4 |
20.4% |
18.5 |
1.5% |
82% |
False |
False |
37,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.2 |
2.618 |
1,376.7 |
1.618 |
1,346.4 |
1.000 |
1,327.7 |
0.618 |
1,316.1 |
HIGH |
1,297.4 |
0.618 |
1,285.8 |
0.500 |
1,282.3 |
0.382 |
1,278.7 |
LOW |
1,267.1 |
0.618 |
1,248.4 |
1.000 |
1,236.8 |
1.618 |
1,218.1 |
2.618 |
1,187.8 |
4.250 |
1,138.3 |
|
|
Fisher Pivots for day following 21-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,282.3 |
1,284.9 |
PP |
1,279.0 |
1,280.8 |
S1 |
1,275.8 |
1,276.6 |
|