Trading Metrics calculated at close of trading on 27-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,254.3 |
1,322.3 |
68.0 |
5.4% |
1,293.0 |
High |
1,362.6 |
1,340.0 |
-22.6 |
-1.7% |
1,362.6 |
Low |
1,252.8 |
1,320.8 |
68.0 |
5.4% |
1,252.8 |
Close |
1,322.4 |
1,324.7 |
2.3 |
0.2% |
1,322.4 |
Range |
109.8 |
19.2 |
-90.6 |
-82.5% |
109.8 |
ATR |
25.6 |
25.1 |
-0.5 |
-1.8% |
0.0 |
Volume |
574,241 |
258,326 |
-315,915 |
-55.0% |
1,260,470 |
|
Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.1 |
1,374.6 |
1,335.3 |
|
R3 |
1,366.9 |
1,355.4 |
1,330.0 |
|
R2 |
1,347.7 |
1,347.7 |
1,328.2 |
|
R1 |
1,336.2 |
1,336.2 |
1,326.5 |
1,342.0 |
PP |
1,328.5 |
1,328.5 |
1,328.5 |
1,331.4 |
S1 |
1,317.0 |
1,317.0 |
1,322.9 |
1,322.8 |
S2 |
1,309.3 |
1,309.3 |
1,321.2 |
|
S3 |
1,290.1 |
1,297.8 |
1,319.4 |
|
S4 |
1,270.9 |
1,278.6 |
1,314.1 |
|
|
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% |
37.4 |
2.8% |
65% |
False |
False |
264,999 |
10 |
1,362.6 |
1,252.8 |
109.8 |
8.3% |
29.9 |
2.3% |
65% |
False |
False |
247,707 |
20 |
1,362.6 |
1,201.5 |
161.1 |
12.2% |
23.3 |
1.8% |
76% |
False |
False |
210,409 |
40 |
1,362.6 |
1,201.5 |
161.1 |
12.2% |
20.4 |
1.5% |
76% |
False |
False |
133,553 |
60 |
1,362.6 |
1,201.5 |
161.1 |
12.2% |
19.6 |
1.5% |
76% |
False |
False |
90,865 |
80 |
1,362.6 |
1,201.5 |
161.1 |
12.2% |
20.1 |
1.5% |
76% |
False |
False |
69,178 |
100 |
1,362.6 |
1,142.5 |
220.1 |
16.6% |
20.9 |
1.6% |
83% |
False |
False |
55,871 |
120 |
1,362.6 |
1,074.0 |
288.6 |
21.8% |
19.6 |
1.5% |
87% |
False |
False |
46,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,421.6 |
2.618 |
1,390.3 |
1.618 |
1,371.1 |
1.000 |
1,359.2 |
0.618 |
1,351.9 |
HIGH |
1,340.0 |
0.618 |
1,332.7 |
0.500 |
1,330.4 |
0.382 |
1,328.1 |
LOW |
1,320.8 |
0.618 |
1,308.9 |
1.000 |
1,301.6 |
1.618 |
1,289.7 |
2.618 |
1,270.5 |
4.250 |
1,239.2 |
|
|
Fisher Pivots for day following 27-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,330.4 |
1,319.0 |
PP |
1,328.5 |
1,313.4 |
S1 |
1,326.6 |
1,307.7 |
|