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 |
17,302 |
17,670 |
368 |
2.1% |
17,639 |
High |
17,694 |
17,828 |
134 |
0.8% |
18,025 |
Low |
17,255 |
17,557 |
302 |
1.8% |
17,182 |
Close |
17,624 |
17,819 |
195 |
1.1% |
17,247 |
Range |
439 |
271 |
-168 |
-38.3% |
843 |
ATR |
252 |
253 |
1 |
0.5% |
0 |
Volume |
170,563 |
173,079 |
2,516 |
1.5% |
987,177 |
|
Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,548 |
18,454 |
17,968 |
|
R3 |
18,277 |
18,183 |
17,894 |
|
R2 |
18,006 |
18,006 |
17,869 |
|
R1 |
17,912 |
17,912 |
17,844 |
17,959 |
PP |
17,735 |
17,735 |
17,735 |
17,758 |
S1 |
17,641 |
17,641 |
17,794 |
17,688 |
S2 |
17,464 |
17,464 |
17,769 |
|
S3 |
17,193 |
17,370 |
17,745 |
|
S4 |
16,922 |
17,099 |
17,670 |
|
|
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 |
6.0% |
439 |
2.5% |
81% |
False |
False |
254,376 |
10 |
18,025 |
16,961 |
1,064 |
6.0% |
307 |
1.7% |
81% |
False |
False |
198,682 |
20 |
18,025 |
16,961 |
1,064 |
6.0% |
232 |
1.3% |
81% |
False |
False |
150,946 |
40 |
18,025 |
16,961 |
1,064 |
6.0% |
202 |
1.1% |
81% |
False |
False |
75,705 |
60 |
18,025 |
16,961 |
1,064 |
6.0% |
188 |
1.1% |
81% |
False |
False |
50,504 |
80 |
18,025 |
16,670 |
1,355 |
7.6% |
174 |
1.0% |
85% |
False |
False |
37,895 |
100 |
18,025 |
15,450 |
2,575 |
14.5% |
162 |
0.9% |
92% |
False |
False |
30,319 |
120 |
18,025 |
15,450 |
2,575 |
14.5% |
163 |
0.9% |
92% |
False |
False |
25,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,980 |
2.618 |
18,538 |
1.618 |
18,267 |
1.000 |
18,099 |
0.618 |
17,996 |
HIGH |
17,828 |
0.618 |
17,725 |
0.500 |
17,693 |
0.382 |
17,661 |
LOW |
17,557 |
0.618 |
17,390 |
1.000 |
17,286 |
1.618 |
17,119 |
2.618 |
16,848 |
4.250 |
16,405 |
|
|
Fisher Pivots for day following 30-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,777 |
17,681 |
PP |
17,735 |
17,542 |
S1 |
17,693 |
17,404 |
|