Trading Metrics calculated at close of trading on 30-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
15,610 |
15,870 |
260 |
1.7% |
15,715 |
High |
15,885 |
15,880 |
-5 |
0.0% |
16,720 |
Low |
15,435 |
15,530 |
95 |
0.6% |
14,990 |
Close |
15,810 |
15,820 |
10 |
0.1% |
15,245 |
Range |
450 |
350 |
-100 |
-22.2% |
1,730 |
ATR |
475 |
466 |
-9 |
-1.9% |
0 |
Volume |
15,291 |
20,405 |
5,114 |
33.4% |
113,265 |
|
Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,793 |
16,657 |
16,013 |
|
R3 |
16,443 |
16,307 |
15,916 |
|
R2 |
16,093 |
16,093 |
15,884 |
|
R1 |
15,957 |
15,957 |
15,852 |
15,850 |
PP |
15,743 |
15,743 |
15,743 |
15,690 |
S1 |
15,607 |
15,607 |
15,788 |
15,500 |
S2 |
15,393 |
15,393 |
15,756 |
|
S3 |
15,043 |
15,257 |
15,724 |
|
S4 |
14,693 |
14,907 |
15,628 |
|
|
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 |
10.9% |
702 |
4.4% |
48% |
False |
False |
27,757 |
10 |
16,720 |
14,990 |
1,730 |
10.9% |
554 |
3.5% |
48% |
False |
False |
21,182 |
20 |
16,895 |
14,990 |
1,905 |
12.0% |
472 |
3.0% |
44% |
False |
False |
17,684 |
40 |
17,300 |
14,990 |
2,310 |
14.6% |
369 |
2.3% |
36% |
False |
False |
8,913 |
60 |
17,830 |
14,990 |
2,840 |
18.0% |
313 |
2.0% |
29% |
False |
False |
5,943 |
80 |
17,830 |
14,990 |
2,840 |
18.0% |
242 |
1.5% |
29% |
False |
False |
4,457 |
100 |
17,830 |
14,990 |
2,840 |
18.0% |
194 |
1.2% |
29% |
False |
False |
3,566 |
120 |
17,830 |
14,990 |
2,840 |
18.0% |
162 |
1.0% |
29% |
False |
False |
2,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,368 |
2.618 |
16,796 |
1.618 |
16,446 |
1.000 |
16,230 |
0.618 |
16,096 |
HIGH |
15,880 |
0.618 |
15,746 |
0.500 |
15,705 |
0.382 |
15,664 |
LOW |
15,530 |
0.618 |
15,314 |
1.000 |
15,180 |
1.618 |
14,964 |
2.618 |
14,614 |
4.250 |
14,043 |
|
|
Fisher Pivots for day following 30-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
15,782 |
15,704 |
PP |
15,743 |
15,588 |
S1 |
15,705 |
15,473 |
|