Trading Metrics calculated at close of trading on 24-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
16,080 |
16,670 |
590 |
3.7% |
15,715 |
High |
16,615 |
16,720 |
105 |
0.6% |
16,720 |
Low |
16,080 |
14,990 |
-1,090 |
-6.8% |
14,990 |
Close |
16,590 |
15,245 |
-1,345 |
-8.1% |
15,245 |
Range |
535 |
1,730 |
1,195 |
223.4% |
1,730 |
ATR |
378 |
474 |
97 |
25.6% |
0 |
Volume |
15,981 |
56,147 |
40,166 |
251.3% |
113,265 |
|
Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,842 |
19,773 |
16,197 |
|
R3 |
19,112 |
18,043 |
15,721 |
|
R2 |
17,382 |
17,382 |
15,562 |
|
R1 |
16,313 |
16,313 |
15,404 |
15,983 |
PP |
15,652 |
15,652 |
15,652 |
15,486 |
S1 |
14,583 |
14,583 |
15,087 |
14,253 |
S2 |
13,922 |
13,922 |
14,928 |
|
S3 |
12,192 |
12,853 |
14,769 |
|
S4 |
10,462 |
11,123 |
14,294 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,842 |
19,773 |
16,197 |
|
R3 |
19,112 |
18,043 |
15,721 |
|
R2 |
17,382 |
17,382 |
15,562 |
|
R1 |
16,313 |
16,313 |
15,404 |
15,983 |
PP |
15,652 |
15,652 |
15,652 |
15,486 |
S1 |
14,583 |
14,583 |
15,087 |
14,253 |
S2 |
13,922 |
13,922 |
14,928 |
|
S3 |
12,192 |
12,853 |
14,769 |
|
S4 |
10,462 |
11,123 |
14,294 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,720 |
14,990 |
1,730 |
11.3% |
686 |
4.5% |
15% |
True |
True |
22,653 |
10 |
16,720 |
14,990 |
1,730 |
11.3% |
550 |
3.6% |
15% |
True |
True |
20,049 |
20 |
17,300 |
14,990 |
2,310 |
15.2% |
447 |
2.9% |
11% |
False |
True |
13,658 |
40 |
17,300 |
14,990 |
2,310 |
15.2% |
335 |
2.2% |
11% |
False |
True |
6,847 |
60 |
17,830 |
14,990 |
2,840 |
18.6% |
286 |
1.9% |
9% |
False |
True |
4,565 |
80 |
17,830 |
14,990 |
2,840 |
18.6% |
220 |
1.4% |
9% |
False |
True |
3,424 |
100 |
17,830 |
14,990 |
2,840 |
18.6% |
176 |
1.2% |
9% |
False |
True |
2,739 |
120 |
18,315 |
14,990 |
3,325 |
21.8% |
147 |
1.0% |
8% |
False |
True |
2,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,073 |
2.618 |
21,249 |
1.618 |
19,519 |
1.000 |
18,450 |
0.618 |
17,789 |
HIGH |
16,720 |
0.618 |
16,059 |
0.500 |
15,855 |
0.382 |
15,651 |
LOW |
14,990 |
0.618 |
13,921 |
1.000 |
13,260 |
1.618 |
12,191 |
2.618 |
10,461 |
4.250 |
7,638 |
|
|
Fisher Pivots for day following 24-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
15,855 |
15,855 |
PP |
15,652 |
15,652 |
S1 |
15,448 |
15,448 |
|