Trading Metrics calculated at close of trading on 20-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
15,645 |
15,715 |
70 |
0.4% |
16,350 |
High |
15,830 |
16,140 |
310 |
2.0% |
16,355 |
Low |
15,505 |
15,715 |
210 |
1.4% |
15,320 |
Close |
15,640 |
15,900 |
260 |
1.7% |
15,640 |
Range |
325 |
425 |
100 |
30.8% |
1,035 |
ATR |
350 |
361 |
11 |
3.1% |
0 |
Volume |
15,923 |
13,160 |
-2,763 |
-17.4% |
87,232 |
|
Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,193 |
16,972 |
16,134 |
|
R3 |
16,768 |
16,547 |
16,017 |
|
R2 |
16,343 |
16,343 |
15,978 |
|
R1 |
16,122 |
16,122 |
15,939 |
16,233 |
PP |
15,918 |
15,918 |
15,918 |
15,974 |
S1 |
15,697 |
15,697 |
15,861 |
15,808 |
S2 |
15,493 |
15,493 |
15,822 |
|
S3 |
15,068 |
15,272 |
15,783 |
|
S4 |
14,643 |
14,847 |
15,666 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,877 |
18,293 |
16,209 |
|
R3 |
17,842 |
17,258 |
15,925 |
|
R2 |
16,807 |
16,807 |
15,830 |
|
R1 |
16,223 |
16,223 |
15,735 |
15,998 |
PP |
15,772 |
15,772 |
15,772 |
15,659 |
S1 |
15,188 |
15,188 |
15,545 |
14,963 |
S2 |
14,737 |
14,737 |
15,450 |
|
S3 |
13,702 |
14,153 |
15,356 |
|
S4 |
12,667 |
13,118 |
15,071 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,140 |
15,320 |
820 |
5.2% |
420 |
2.6% |
71% |
True |
False |
16,743 |
10 |
16,895 |
15,320 |
1,575 |
9.9% |
384 |
2.4% |
37% |
False |
False |
14,883 |
20 |
17,300 |
15,320 |
1,980 |
12.5% |
345 |
2.2% |
29% |
False |
False |
8,672 |
40 |
17,830 |
15,320 |
2,510 |
15.8% |
303 |
1.9% |
23% |
False |
False |
4,345 |
60 |
17,830 |
15,320 |
2,510 |
15.8% |
240 |
1.5% |
23% |
False |
False |
2,897 |
80 |
17,830 |
15,320 |
2,510 |
15.8% |
183 |
1.1% |
23% |
False |
False |
2,173 |
100 |
17,830 |
15,145 |
2,685 |
16.9% |
146 |
0.9% |
28% |
False |
False |
1,738 |
120 |
19,030 |
15,145 |
3,885 |
24.4% |
122 |
0.8% |
19% |
False |
False |
1,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,946 |
2.618 |
17,253 |
1.618 |
16,828 |
1.000 |
16,565 |
0.618 |
16,403 |
HIGH |
16,140 |
0.618 |
15,978 |
0.500 |
15,928 |
0.382 |
15,877 |
LOW |
15,715 |
0.618 |
15,452 |
1.000 |
15,290 |
1.618 |
15,027 |
2.618 |
14,602 |
4.250 |
13,909 |
|
|
Fisher Pivots for day following 20-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
15,928 |
15,843 |
PP |
15,918 |
15,787 |
S1 |
15,909 |
15,730 |
|