Trading Metrics calculated at close of trading on 23-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,271.4 |
1,268.1 |
-3.3 |
-0.3% |
1,278.3 |
High |
1,273.5 |
1,274.9 |
1.4 |
0.1% |
1,318.9 |
Low |
1,263.8 |
1,256.9 |
-6.9 |
-0.5% |
1,275.2 |
Close |
1,270.0 |
1,263.1 |
-6.9 |
-0.5% |
1,294.8 |
Range |
9.7 |
18.0 |
8.3 |
85.6% |
43.7 |
ATR |
19.2 |
19.1 |
-0.1 |
-0.4% |
0.0 |
Volume |
132,682 |
152,586 |
19,904 |
15.0% |
1,161,088 |
|
Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.0 |
1,309.0 |
1,273.0 |
|
R3 |
1,301.0 |
1,291.0 |
1,268.1 |
|
R2 |
1,283.0 |
1,283.0 |
1,266.4 |
|
R1 |
1,273.0 |
1,273.0 |
1,264.8 |
1,269.0 |
PP |
1,265.0 |
1,265.0 |
1,265.0 |
1,263.0 |
S1 |
1,255.0 |
1,255.0 |
1,261.5 |
1,251.0 |
S2 |
1,247.0 |
1,247.0 |
1,259.8 |
|
S3 |
1,229.0 |
1,237.0 |
1,258.2 |
|
S4 |
1,211.0 |
1,219.0 |
1,253.2 |
|
|
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 |
1,302.7 |
1,256.9 |
45.8 |
3.6% |
19.6 |
1.6% |
14% |
False |
True |
179,570 |
10 |
1,318.9 |
1,256.9 |
62.0 |
4.9% |
19.9 |
1.6% |
10% |
False |
True |
200,812 |
20 |
1,318.9 |
1,201.5 |
117.4 |
9.3% |
18.5 |
1.5% |
52% |
False |
False |
186,420 |
40 |
1,318.9 |
1,201.5 |
117.4 |
9.3% |
18.8 |
1.5% |
52% |
False |
False |
113,426 |
60 |
1,318.9 |
1,201.5 |
117.4 |
9.3% |
18.1 |
1.4% |
52% |
False |
False |
77,145 |
80 |
1,318.9 |
1,201.5 |
117.4 |
9.3% |
19.0 |
1.5% |
52% |
False |
False |
58,866 |
100 |
1,318.9 |
1,125.3 |
193.6 |
15.3% |
19.9 |
1.6% |
71% |
False |
False |
47,568 |
120 |
1,318.9 |
1,065.7 |
253.2 |
20.0% |
18.7 |
1.5% |
78% |
False |
False |
39,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.4 |
2.618 |
1,322.0 |
1.618 |
1,304.0 |
1.000 |
1,292.9 |
0.618 |
1,286.0 |
HIGH |
1,274.9 |
0.618 |
1,268.0 |
0.500 |
1,265.9 |
0.382 |
1,263.8 |
LOW |
1,256.9 |
0.618 |
1,245.8 |
1.000 |
1,238.9 |
1.618 |
1,227.8 |
2.618 |
1,209.8 |
4.250 |
1,180.4 |
|
|
Fisher Pivots for day following 23-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,265.9 |
1,277.2 |
PP |
1,265.0 |
1,272.5 |
S1 |
1,264.0 |
1,267.8 |
|