Trading Metrics calculated at close of trading on 29-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,328.3 |
1,313.9 |
-14.4 |
-1.1% |
1,293.0 |
High |
1,329.5 |
1,331.0 |
1.5 |
0.1% |
1,362.6 |
Low |
1,308.2 |
1,313.3 |
5.1 |
0.4% |
1,252.8 |
Close |
1,317.9 |
1,326.9 |
9.0 |
0.7% |
1,322.4 |
Range |
21.3 |
17.7 |
-3.6 |
-16.9% |
109.8 |
ATR |
24.8 |
24.3 |
-0.5 |
-2.1% |
0.0 |
Volume |
195,976 |
176,817 |
-19,159 |
-9.8% |
1,260,470 |
|
Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.8 |
1,369.6 |
1,336.6 |
|
R3 |
1,359.1 |
1,351.9 |
1,331.8 |
|
R2 |
1,341.4 |
1,341.4 |
1,330.1 |
|
R1 |
1,334.2 |
1,334.2 |
1,328.5 |
1,337.8 |
PP |
1,323.7 |
1,323.7 |
1,323.7 |
1,325.6 |
S1 |
1,316.5 |
1,316.5 |
1,325.3 |
1,320.1 |
S2 |
1,306.0 |
1,306.0 |
1,323.7 |
|
S3 |
1,288.3 |
1,298.8 |
1,322.0 |
|
S4 |
1,270.6 |
1,281.1 |
1,317.2 |
|
|
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% |
37.2 |
2.8% |
67% |
False |
False |
271,589 |
10 |
1,362.6 |
1,252.8 |
109.8 |
8.3% |
30.5 |
2.3% |
67% |
False |
False |
245,735 |
20 |
1,362.6 |
1,209.1 |
153.5 |
11.6% |
23.5 |
1.8% |
77% |
False |
False |
209,260 |
40 |
1,362.6 |
1,201.5 |
161.1 |
12.1% |
20.5 |
1.5% |
78% |
False |
False |
141,692 |
60 |
1,362.6 |
1,201.5 |
161.1 |
12.1% |
19.7 |
1.5% |
78% |
False |
False |
96,991 |
80 |
1,362.6 |
1,201.5 |
161.1 |
12.1% |
20.1 |
1.5% |
78% |
False |
False |
73,747 |
100 |
1,362.6 |
1,166.9 |
195.7 |
14.7% |
20.9 |
1.6% |
82% |
False |
False |
59,543 |
120 |
1,362.6 |
1,074.0 |
288.6 |
21.7% |
19.6 |
1.5% |
88% |
False |
False |
49,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.2 |
2.618 |
1,377.3 |
1.618 |
1,359.6 |
1.000 |
1,348.7 |
0.618 |
1,341.9 |
HIGH |
1,331.0 |
0.618 |
1,324.2 |
0.500 |
1,322.2 |
0.382 |
1,320.1 |
LOW |
1,313.3 |
0.618 |
1,302.4 |
1.000 |
1,295.6 |
1.618 |
1,284.7 |
2.618 |
1,267.0 |
4.250 |
1,238.1 |
|
|
Fisher Pivots for day following 29-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,325.3 |
1,326.0 |
PP |
1,323.7 |
1,325.0 |
S1 |
1,322.2 |
1,324.1 |
|