Trading Metrics calculated at close of trading on 22-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,292.5 |
1,271.4 |
-21.1 |
-1.6% |
1,278.3 |
High |
1,297.4 |
1,273.5 |
-23.9 |
-1.8% |
1,318.9 |
Low |
1,267.1 |
1,263.8 |
-3.3 |
-0.3% |
1,275.2 |
Close |
1,272.5 |
1,270.0 |
-2.5 |
-0.2% |
1,294.8 |
Range |
30.3 |
9.7 |
-20.6 |
-68.0% |
43.7 |
ATR |
19.9 |
19.2 |
-0.7 |
-3.7% |
0.0 |
Volume |
207,162 |
132,682 |
-74,480 |
-36.0% |
1,161,088 |
|
Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.2 |
1,293.8 |
1,275.3 |
|
R3 |
1,288.5 |
1,284.1 |
1,272.7 |
|
R2 |
1,278.8 |
1,278.8 |
1,271.8 |
|
R1 |
1,274.4 |
1,274.4 |
1,270.9 |
1,271.8 |
PP |
1,269.1 |
1,269.1 |
1,269.1 |
1,267.8 |
S1 |
1,264.7 |
1,264.7 |
1,269.1 |
1,262.1 |
S2 |
1,259.4 |
1,259.4 |
1,268.2 |
|
S3 |
1,249.7 |
1,255.0 |
1,267.3 |
|
S4 |
1,240.0 |
1,245.3 |
1,264.7 |
|
|
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 |
1,263.8 |
55.1 |
4.3% |
23.7 |
1.9% |
11% |
False |
True |
219,882 |
10 |
1,318.9 |
1,259.4 |
59.5 |
4.7% |
19.6 |
1.5% |
18% |
False |
False |
200,880 |
20 |
1,318.9 |
1,201.5 |
117.4 |
9.2% |
18.2 |
1.4% |
58% |
False |
False |
184,139 |
40 |
1,318.9 |
1,201.5 |
117.4 |
9.2% |
18.6 |
1.5% |
58% |
False |
False |
109,725 |
60 |
1,318.9 |
1,201.5 |
117.4 |
9.2% |
18.1 |
1.4% |
58% |
False |
False |
74,654 |
80 |
1,318.9 |
1,201.5 |
117.4 |
9.2% |
19.0 |
1.5% |
58% |
False |
False |
56,992 |
100 |
1,318.9 |
1,121.0 |
197.9 |
15.6% |
19.8 |
1.6% |
75% |
False |
False |
46,047 |
120 |
1,318.9 |
1,059.5 |
259.4 |
20.4% |
18.6 |
1.5% |
81% |
False |
False |
38,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,314.7 |
2.618 |
1,298.9 |
1.618 |
1,289.2 |
1.000 |
1,283.2 |
0.618 |
1,279.5 |
HIGH |
1,273.5 |
0.618 |
1,269.8 |
0.500 |
1,268.7 |
0.382 |
1,267.5 |
LOW |
1,263.8 |
0.618 |
1,257.8 |
1.000 |
1,254.1 |
1.618 |
1,248.1 |
2.618 |
1,238.4 |
4.250 |
1,222.6 |
|
|
Fisher Pivots for day following 22-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,269.6 |
1,280.6 |
PP |
1,269.1 |
1,277.1 |
S1 |
1,268.7 |
1,273.5 |
|