Trading Metrics calculated at close of trading on 24-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,268.1 |
1,254.3 |
-13.8 |
-1.1% |
1,293.0 |
High |
1,274.9 |
1,362.6 |
87.7 |
6.9% |
1,362.6 |
Low |
1,256.9 |
1,252.8 |
-4.1 |
-0.3% |
1,252.8 |
Close |
1,263.1 |
1,322.4 |
59.3 |
4.7% |
1,322.4 |
Range |
18.0 |
109.8 |
91.8 |
510.0% |
109.8 |
ATR |
19.1 |
25.6 |
6.5 |
34.0% |
0.0 |
Volume |
152,586 |
574,241 |
421,655 |
276.3% |
1,260,470 |
|
Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,642.0 |
1,592.0 |
1,382.8 |
|
R3 |
1,532.2 |
1,482.2 |
1,352.6 |
|
R2 |
1,422.4 |
1,422.4 |
1,342.5 |
|
R1 |
1,372.4 |
1,372.4 |
1,332.5 |
1,397.4 |
PP |
1,312.6 |
1,312.6 |
1,312.6 |
1,325.1 |
S1 |
1,262.6 |
1,262.6 |
1,312.3 |
1,287.6 |
S2 |
1,202.8 |
1,202.8 |
1,302.3 |
|
S3 |
1,093.0 |
1,152.8 |
1,292.2 |
|
S4 |
983.2 |
1,043.0 |
1,262.0 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,642.0 |
1,592.0 |
1,382.8 |
|
R3 |
1,532.2 |
1,482.2 |
1,352.6 |
|
R2 |
1,422.4 |
1,422.4 |
1,342.5 |
|
R1 |
1,372.4 |
1,372.4 |
1,332.5 |
1,397.4 |
PP |
1,312.6 |
1,312.6 |
1,312.6 |
1,325.1 |
S1 |
1,262.6 |
1,262.6 |
1,312.3 |
1,287.6 |
S2 |
1,202.8 |
1,202.8 |
1,302.3 |
|
S3 |
1,093.0 |
1,152.8 |
1,292.2 |
|
S4 |
983.2 |
1,043.0 |
1,262.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,362.6 |
1,252.8 |
109.8 |
8.3% |
36.8 |
2.8% |
63% |
True |
True |
252,094 |
10 |
1,362.6 |
1,252.8 |
109.8 |
8.3% |
29.5 |
2.2% |
63% |
True |
True |
242,155 |
20 |
1,362.6 |
1,201.5 |
161.1 |
12.2% |
23.2 |
1.8% |
75% |
True |
False |
207,493 |
40 |
1,362.6 |
1,201.5 |
161.1 |
12.2% |
20.7 |
1.6% |
75% |
True |
False |
127,577 |
60 |
1,362.6 |
1,201.5 |
161.1 |
12.2% |
19.7 |
1.5% |
75% |
True |
False |
86,692 |
80 |
1,362.6 |
1,201.5 |
161.1 |
12.2% |
20.2 |
1.5% |
75% |
True |
False |
66,014 |
100 |
1,362.6 |
1,127.9 |
234.7 |
17.7% |
20.9 |
1.6% |
83% |
True |
False |
53,296 |
120 |
1,362.6 |
1,074.0 |
288.6 |
21.8% |
19.5 |
1.5% |
86% |
True |
False |
44,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,829.3 |
2.618 |
1,650.1 |
1.618 |
1,540.3 |
1.000 |
1,472.4 |
0.618 |
1,430.5 |
HIGH |
1,362.6 |
0.618 |
1,320.7 |
0.500 |
1,307.7 |
0.382 |
1,294.7 |
LOW |
1,252.8 |
0.618 |
1,184.9 |
1.000 |
1,143.0 |
1.618 |
1,075.1 |
2.618 |
965.3 |
4.250 |
786.2 |
|
|
Fisher Pivots for day following 24-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,317.5 |
1,317.5 |
PP |
1,312.6 |
1,312.6 |
S1 |
1,307.7 |
1,307.7 |
|