Trading Metrics calculated at close of trading on 27-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,986 |
17,185 |
-801 |
-4.5% |
17,639 |
High |
18,025 |
17,276 |
-749 |
-4.2% |
18,025 |
Low |
17,182 |
16,961 |
-221 |
-1.3% |
17,182 |
Close |
17,247 |
16,985 |
-262 |
-1.5% |
17,247 |
Range |
843 |
315 |
-528 |
-62.6% |
843 |
ATR |
224 |
231 |
6 |
2.9% |
0 |
Volume |
440,328 |
296,661 |
-143,667 |
-32.6% |
987,177 |
|
Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,019 |
17,817 |
17,158 |
|
R3 |
17,704 |
17,502 |
17,072 |
|
R2 |
17,389 |
17,389 |
17,043 |
|
R1 |
17,187 |
17,187 |
17,014 |
17,131 |
PP |
17,074 |
17,074 |
17,074 |
17,046 |
S1 |
16,872 |
16,872 |
16,956 |
16,816 |
S2 |
16,759 |
16,759 |
16,927 |
|
S3 |
16,444 |
16,557 |
16,899 |
|
S4 |
16,129 |
16,242 |
16,812 |
|
|
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 |
16,961 |
1,064 |
6.3% |
327 |
1.9% |
2% |
False |
True |
227,685 |
10 |
18,025 |
16,961 |
1,064 |
6.3% |
264 |
1.6% |
2% |
False |
True |
206,643 |
20 |
18,025 |
16,961 |
1,064 |
6.3% |
205 |
1.2% |
2% |
False |
True |
124,267 |
40 |
18,025 |
16,961 |
1,064 |
6.3% |
189 |
1.1% |
2% |
False |
True |
62,342 |
60 |
18,025 |
16,961 |
1,064 |
6.3% |
177 |
1.0% |
2% |
False |
True |
41,593 |
80 |
18,025 |
16,670 |
1,355 |
8.0% |
164 |
1.0% |
23% |
False |
False |
31,210 |
100 |
18,025 |
15,450 |
2,575 |
15.2% |
154 |
0.9% |
60% |
False |
False |
24,970 |
120 |
18,025 |
15,450 |
2,575 |
15.2% |
158 |
0.9% |
60% |
False |
False |
20,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,615 |
2.618 |
18,101 |
1.618 |
17,786 |
1.000 |
17,591 |
0.618 |
17,471 |
HIGH |
17,276 |
0.618 |
17,156 |
0.500 |
17,119 |
0.382 |
17,081 |
LOW |
16,961 |
0.618 |
16,766 |
1.000 |
16,646 |
1.618 |
16,451 |
2.618 |
16,136 |
4.250 |
15,622 |
|
|
Fisher Pivots for day following 27-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,119 |
17,493 |
PP |
17,074 |
17,324 |
S1 |
17,030 |
17,154 |
|