Trading Metrics calculated at close of trading on 28-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,322.3 |
1,328.3 |
6.0 |
0.5% |
1,293.0 |
High |
1,340.0 |
1,329.5 |
-10.5 |
-0.8% |
1,362.6 |
Low |
1,320.8 |
1,308.2 |
-12.6 |
-1.0% |
1,252.8 |
Close |
1,324.7 |
1,317.9 |
-6.8 |
-0.5% |
1,322.4 |
Range |
19.2 |
21.3 |
2.1 |
10.9% |
109.8 |
ATR |
25.1 |
24.8 |
-0.3 |
-1.1% |
0.0 |
Volume |
258,326 |
195,976 |
-62,350 |
-24.1% |
1,260,470 |
|
Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.4 |
1,371.5 |
1,329.6 |
|
R3 |
1,361.1 |
1,350.2 |
1,323.8 |
|
R2 |
1,339.8 |
1,339.8 |
1,321.8 |
|
R1 |
1,328.9 |
1,328.9 |
1,319.9 |
1,323.7 |
PP |
1,318.5 |
1,318.5 |
1,318.5 |
1,316.0 |
S1 |
1,307.6 |
1,307.6 |
1,315.9 |
1,302.4 |
S2 |
1,297.2 |
1,297.2 |
1,314.0 |
|
S3 |
1,275.9 |
1,286.3 |
1,312.0 |
|
S4 |
1,254.6 |
1,265.0 |
1,306.2 |
|
|
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% |
35.6 |
2.7% |
59% |
False |
False |
262,762 |
10 |
1,362.6 |
1,252.8 |
109.8 |
8.3% |
30.6 |
2.3% |
59% |
False |
False |
247,998 |
20 |
1,362.6 |
1,208.2 |
154.4 |
11.7% |
23.4 |
1.8% |
71% |
False |
False |
208,400 |
40 |
1,362.6 |
1,201.5 |
161.1 |
12.2% |
20.5 |
1.6% |
72% |
False |
False |
137,947 |
60 |
1,362.6 |
1,201.5 |
161.1 |
12.2% |
19.8 |
1.5% |
72% |
False |
False |
94,098 |
80 |
1,362.6 |
1,201.5 |
161.1 |
12.2% |
20.0 |
1.5% |
72% |
False |
False |
71,597 |
100 |
1,362.6 |
1,148.8 |
213.8 |
16.2% |
21.0 |
1.6% |
79% |
False |
False |
57,803 |
120 |
1,362.6 |
1,074.0 |
288.6 |
21.9% |
19.6 |
1.5% |
85% |
False |
False |
48,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,420.0 |
2.618 |
1,385.3 |
1.618 |
1,364.0 |
1.000 |
1,350.8 |
0.618 |
1,342.7 |
HIGH |
1,329.5 |
0.618 |
1,321.4 |
0.500 |
1,318.9 |
0.382 |
1,316.3 |
LOW |
1,308.2 |
0.618 |
1,295.0 |
1.000 |
1,286.9 |
1.618 |
1,273.7 |
2.618 |
1,252.4 |
4.250 |
1,217.7 |
|
|
Fisher Pivots for day following 28-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,318.9 |
1,314.5 |
PP |
1,318.5 |
1,311.1 |
S1 |
1,318.2 |
1,307.7 |
|