Trading Metrics calculated at close of trading on 30-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,313.9 |
1,321.0 |
7.1 |
0.5% |
1,293.0 |
High |
1,331.0 |
1,326.5 |
-4.5 |
-0.3% |
1,362.6 |
Low |
1,313.3 |
1,315.3 |
2.0 |
0.2% |
1,252.8 |
Close |
1,326.9 |
1,320.6 |
-6.3 |
-0.5% |
1,322.4 |
Range |
17.7 |
11.2 |
-6.5 |
-36.7% |
109.8 |
ATR |
24.3 |
23.4 |
-0.9 |
-3.7% |
0.0 |
Volume |
176,817 |
192,947 |
16,130 |
9.1% |
1,260,470 |
|
Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.4 |
1,348.7 |
1,326.8 |
|
R3 |
1,343.2 |
1,337.5 |
1,323.7 |
|
R2 |
1,332.0 |
1,332.0 |
1,322.7 |
|
R1 |
1,326.3 |
1,326.3 |
1,321.6 |
1,323.6 |
PP |
1,320.8 |
1,320.8 |
1,320.8 |
1,319.4 |
S1 |
1,315.1 |
1,315.1 |
1,319.6 |
1,312.4 |
S2 |
1,309.6 |
1,309.6 |
1,318.5 |
|
S3 |
1,298.4 |
1,303.9 |
1,317.5 |
|
S4 |
1,287.2 |
1,292.7 |
1,314.4 |
|
|
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% |
35.8 |
2.7% |
62% |
False |
False |
279,661 |
10 |
1,362.6 |
1,252.8 |
109.8 |
8.3% |
27.7 |
2.1% |
62% |
False |
False |
229,615 |
20 |
1,362.6 |
1,209.1 |
153.5 |
11.6% |
23.7 |
1.8% |
73% |
False |
False |
213,278 |
40 |
1,362.6 |
1,201.5 |
161.1 |
12.2% |
20.3 |
1.5% |
74% |
False |
False |
146,118 |
60 |
1,362.6 |
1,201.5 |
161.1 |
12.2% |
19.6 |
1.5% |
74% |
False |
False |
100,176 |
80 |
1,362.6 |
1,201.5 |
161.1 |
12.2% |
20.0 |
1.5% |
74% |
False |
False |
76,123 |
100 |
1,362.6 |
1,183.1 |
179.5 |
13.6% |
20.7 |
1.6% |
77% |
False |
False |
61,428 |
120 |
1,362.6 |
1,074.0 |
288.6 |
21.9% |
19.6 |
1.5% |
85% |
False |
False |
51,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.1 |
2.618 |
1,355.8 |
1.618 |
1,344.6 |
1.000 |
1,337.7 |
0.618 |
1,333.4 |
HIGH |
1,326.5 |
0.618 |
1,322.2 |
0.500 |
1,320.9 |
0.382 |
1,319.6 |
LOW |
1,315.3 |
0.618 |
1,308.4 |
1.000 |
1,304.1 |
1.618 |
1,297.2 |
2.618 |
1,286.0 |
4.250 |
1,267.7 |
|
|
Fisher Pivots for day following 30-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,320.9 |
1,320.3 |
PP |
1,320.8 |
1,319.9 |
S1 |
1,320.7 |
1,319.6 |
|