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 |
17,737 |
17,986 |
249 |
1.4% |
17,639 |
High |
17,969 |
18,025 |
56 |
0.3% |
18,025 |
Low |
17,737 |
17,182 |
-555 |
-3.1% |
17,182 |
Close |
17,915 |
17,247 |
-668 |
-3.7% |
17,247 |
Range |
232 |
843 |
611 |
263.4% |
843 |
ATR |
177 |
224 |
48 |
26.9% |
0 |
Volume |
145,954 |
440,328 |
294,374 |
201.7% |
987,177 |
|
Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,014 |
19,473 |
17,711 |
|
R3 |
19,171 |
18,630 |
17,479 |
|
R2 |
18,328 |
18,328 |
17,402 |
|
R1 |
17,787 |
17,787 |
17,324 |
17,636 |
PP |
17,485 |
17,485 |
17,485 |
17,409 |
S1 |
16,944 |
16,944 |
17,170 |
16,793 |
S2 |
16,642 |
16,642 |
17,093 |
|
S3 |
15,799 |
16,101 |
17,015 |
|
S4 |
14,956 |
15,258 |
16,783 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,014 |
19,473 |
17,711 |
|
R3 |
19,171 |
18,630 |
17,479 |
|
R2 |
18,328 |
18,328 |
17,402 |
|
R1 |
17,787 |
17,787 |
17,324 |
17,636 |
PP |
17,485 |
17,485 |
17,485 |
17,409 |
S1 |
16,944 |
16,944 |
17,170 |
16,793 |
S2 |
16,642 |
16,642 |
17,093 |
|
S3 |
15,799 |
16,101 |
17,015 |
|
S4 |
14,956 |
15,258 |
16,783 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,025 |
17,182 |
843 |
4.9% |
307 |
1.8% |
8% |
True |
True |
197,435 |
10 |
18,025 |
17,182 |
843 |
4.9% |
251 |
1.5% |
8% |
True |
True |
197,425 |
20 |
18,025 |
17,182 |
843 |
4.9% |
192 |
1.1% |
8% |
True |
True |
109,450 |
40 |
18,025 |
17,182 |
843 |
4.9% |
186 |
1.1% |
8% |
True |
True |
54,927 |
60 |
18,025 |
17,182 |
843 |
4.9% |
175 |
1.0% |
8% |
True |
True |
36,649 |
80 |
18,025 |
16,650 |
1,375 |
8.0% |
162 |
0.9% |
43% |
True |
False |
27,502 |
100 |
18,025 |
15,450 |
2,575 |
14.9% |
153 |
0.9% |
70% |
True |
False |
22,004 |
120 |
18,025 |
15,450 |
2,575 |
14.9% |
156 |
0.9% |
70% |
True |
False |
18,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,608 |
2.618 |
20,232 |
1.618 |
19,389 |
1.000 |
18,868 |
0.618 |
18,546 |
HIGH |
18,025 |
0.618 |
17,703 |
0.500 |
17,604 |
0.382 |
17,504 |
LOW |
17,182 |
0.618 |
16,661 |
1.000 |
16,339 |
1.618 |
15,818 |
2.618 |
14,975 |
4.250 |
13,599 |
|
|
Fisher Pivots for day following 24-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,604 |
17,604 |
PP |
17,485 |
17,485 |
S1 |
17,366 |
17,366 |
|