Trading Metrics calculated at close of trading on 21-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
15,715 |
15,995 |
280 |
1.8% |
16,350 |
High |
16,140 |
16,340 |
200 |
1.2% |
16,355 |
Low |
15,715 |
15,810 |
95 |
0.6% |
15,320 |
Close |
15,900 |
16,205 |
305 |
1.9% |
15,640 |
Range |
425 |
530 |
105 |
24.7% |
1,035 |
ATR |
361 |
373 |
12 |
3.3% |
0 |
Volume |
13,160 |
14,675 |
1,515 |
11.5% |
87,232 |
|
Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,708 |
17,487 |
16,497 |
|
R3 |
17,178 |
16,957 |
16,351 |
|
R2 |
16,648 |
16,648 |
16,302 |
|
R1 |
16,427 |
16,427 |
16,254 |
16,538 |
PP |
16,118 |
16,118 |
16,118 |
16,174 |
S1 |
15,897 |
15,897 |
16,157 |
16,008 |
S2 |
15,588 |
15,588 |
16,108 |
|
S3 |
15,058 |
15,367 |
16,059 |
|
S4 |
14,528 |
14,837 |
15,914 |
|
|
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 |
16,340 |
15,320 |
1,020 |
6.3% |
448 |
2.8% |
87% |
True |
False |
16,312 |
10 |
16,895 |
15,320 |
1,575 |
9.7% |
406 |
2.5% |
56% |
False |
False |
15,331 |
20 |
17,300 |
15,320 |
1,980 |
12.2% |
360 |
2.2% |
45% |
False |
False |
9,404 |
40 |
17,595 |
15,320 |
2,275 |
14.0% |
309 |
1.9% |
39% |
False |
False |
4,712 |
60 |
17,830 |
15,320 |
2,510 |
15.5% |
247 |
1.5% |
35% |
False |
False |
3,142 |
80 |
17,830 |
15,320 |
2,510 |
15.5% |
189 |
1.2% |
35% |
False |
False |
2,356 |
100 |
17,830 |
15,145 |
2,685 |
16.6% |
151 |
0.9% |
39% |
False |
False |
1,885 |
120 |
18,815 |
15,145 |
3,670 |
22.6% |
126 |
0.8% |
29% |
False |
False |
1,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,593 |
2.618 |
17,728 |
1.618 |
17,198 |
1.000 |
16,870 |
0.618 |
16,668 |
HIGH |
16,340 |
0.618 |
16,138 |
0.500 |
16,075 |
0.382 |
16,013 |
LOW |
15,810 |
0.618 |
15,483 |
1.000 |
15,280 |
1.618 |
14,953 |
2.618 |
14,423 |
4.250 |
13,558 |
|
|
Fisher Pivots for day following 21-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
16,162 |
16,111 |
PP |
16,118 |
16,017 |
S1 |
16,075 |
15,923 |
|