Trading Metrics calculated at close of trading on 23-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
16,180 |
16,080 |
-100 |
-0.6% |
16,350 |
High |
16,230 |
16,615 |
385 |
2.4% |
16,355 |
Low |
16,020 |
16,080 |
60 |
0.4% |
15,320 |
Close |
16,025 |
16,590 |
565 |
3.5% |
15,640 |
Range |
210 |
535 |
325 |
154.8% |
1,035 |
ATR |
361 |
378 |
16 |
4.5% |
0 |
Volume |
13,302 |
15,981 |
2,679 |
20.1% |
87,232 |
|
Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,033 |
17,847 |
16,884 |
|
R3 |
17,498 |
17,312 |
16,737 |
|
R2 |
16,963 |
16,963 |
16,688 |
|
R1 |
16,777 |
16,777 |
16,639 |
16,870 |
PP |
16,428 |
16,428 |
16,428 |
16,475 |
S1 |
16,242 |
16,242 |
16,541 |
16,335 |
S2 |
15,893 |
15,893 |
16,492 |
|
S3 |
15,358 |
15,707 |
16,443 |
|
S4 |
14,823 |
15,172 |
16,296 |
|
|
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 |
16,615 |
15,505 |
1,110 |
6.7% |
405 |
2.4% |
98% |
True |
False |
14,608 |
10 |
16,740 |
15,320 |
1,420 |
8.6% |
424 |
2.6% |
89% |
False |
False |
15,795 |
20 |
17,300 |
15,320 |
1,980 |
11.9% |
370 |
2.2% |
64% |
False |
False |
10,856 |
40 |
17,580 |
15,320 |
2,260 |
13.6% |
322 |
1.9% |
56% |
False |
False |
5,444 |
60 |
17,830 |
15,320 |
2,510 |
15.1% |
258 |
1.6% |
51% |
False |
False |
3,630 |
80 |
17,830 |
15,320 |
2,510 |
15.1% |
199 |
1.2% |
51% |
False |
False |
2,722 |
100 |
17,830 |
15,145 |
2,685 |
16.2% |
159 |
1.0% |
54% |
False |
False |
2,178 |
120 |
18,315 |
15,145 |
3,170 |
19.1% |
132 |
0.8% |
46% |
False |
False |
1,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,889 |
2.618 |
18,016 |
1.618 |
17,481 |
1.000 |
17,150 |
0.618 |
16,946 |
HIGH |
16,615 |
0.618 |
16,411 |
0.500 |
16,348 |
0.382 |
16,284 |
LOW |
16,080 |
0.618 |
15,749 |
1.000 |
15,545 |
1.618 |
15,214 |
2.618 |
14,679 |
4.250 |
13,806 |
|
|
Fisher Pivots for day following 23-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
16,509 |
16,464 |
PP |
16,428 |
16,338 |
S1 |
16,348 |
16,213 |
|