Trading Metrics calculated at close of trading on 22-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
15,995 |
16,180 |
185 |
1.2% |
16,350 |
High |
16,340 |
16,230 |
-110 |
-0.7% |
16,355 |
Low |
15,810 |
16,020 |
210 |
1.3% |
15,320 |
Close |
16,205 |
16,025 |
-180 |
-1.1% |
15,640 |
Range |
530 |
210 |
-320 |
-60.4% |
1,035 |
ATR |
373 |
361 |
-12 |
-3.1% |
0 |
Volume |
14,675 |
13,302 |
-1,373 |
-9.4% |
87,232 |
|
Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,722 |
16,583 |
16,141 |
|
R3 |
16,512 |
16,373 |
16,083 |
|
R2 |
16,302 |
16,302 |
16,064 |
|
R1 |
16,163 |
16,163 |
16,044 |
16,128 |
PP |
16,092 |
16,092 |
16,092 |
16,074 |
S1 |
15,953 |
15,953 |
16,006 |
15,918 |
S2 |
15,882 |
15,882 |
15,987 |
|
S3 |
15,672 |
15,743 |
15,967 |
|
S4 |
15,462 |
15,533 |
15,910 |
|
|
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 |
6.4% |
432 |
2.7% |
69% |
False |
False |
16,123 |
10 |
16,845 |
15,320 |
1,525 |
9.5% |
400 |
2.5% |
46% |
False |
False |
15,307 |
20 |
17,300 |
15,320 |
1,980 |
12.4% |
355 |
2.2% |
36% |
False |
False |
10,065 |
40 |
17,595 |
15,320 |
2,275 |
14.2% |
314 |
2.0% |
31% |
False |
False |
5,045 |
60 |
17,830 |
15,320 |
2,510 |
15.7% |
249 |
1.6% |
28% |
False |
False |
3,363 |
80 |
17,830 |
15,320 |
2,510 |
15.7% |
192 |
1.2% |
28% |
False |
False |
2,523 |
100 |
17,830 |
15,145 |
2,685 |
16.8% |
153 |
1.0% |
33% |
False |
False |
2,018 |
120 |
18,685 |
15,145 |
3,540 |
22.1% |
128 |
0.8% |
25% |
False |
False |
1,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,123 |
2.618 |
16,780 |
1.618 |
16,570 |
1.000 |
16,440 |
0.618 |
16,360 |
HIGH |
16,230 |
0.618 |
16,150 |
0.500 |
16,125 |
0.382 |
16,100 |
LOW |
16,020 |
0.618 |
15,890 |
1.000 |
15,810 |
1.618 |
15,680 |
2.618 |
15,470 |
4.250 |
15,128 |
|
|
Fisher Pivots for day following 22-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
16,125 |
16,028 |
PP |
16,092 |
16,027 |
S1 |
16,058 |
16,026 |
|