Trading Metrics calculated at close of trading on 21-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,383.00 |
4,398.50 |
15.50 |
0.4% |
4,446.75 |
High |
4,436.75 |
4,415.75 |
-21.00 |
-0.5% |
4,454.25 |
Low |
4,383.00 |
4,388.25 |
5.25 |
0.1% |
4,352.50 |
Close |
4,390.00 |
4,400.25 |
10.25 |
0.2% |
4,359.50 |
Range |
53.75 |
27.50 |
-26.25 |
-48.8% |
101.75 |
ATR |
53.41 |
51.56 |
-1.85 |
-3.5% |
0.00 |
Volume |
195,423 |
194,521 |
-902 |
-0.5% |
1,454,060 |
|
Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,484.00 |
4,469.50 |
4,415.50 |
|
R3 |
4,456.50 |
4,442.00 |
4,407.75 |
|
R2 |
4,429.00 |
4,429.00 |
4,405.25 |
|
R1 |
4,414.50 |
4,414.50 |
4,402.75 |
4,421.75 |
PP |
4,401.50 |
4,401.50 |
4,401.50 |
4,405.00 |
S1 |
4,387.00 |
4,387.00 |
4,397.75 |
4,394.25 |
S2 |
4,374.00 |
4,374.00 |
4,395.25 |
|
S3 |
4,346.50 |
4,359.50 |
4,392.75 |
|
S4 |
4,319.00 |
4,332.00 |
4,385.00 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,694.00 |
4,628.50 |
4,415.50 |
|
R3 |
4,592.25 |
4,526.75 |
4,387.50 |
|
R2 |
4,490.50 |
4,490.50 |
4,378.25 |
|
R1 |
4,425.00 |
4,425.00 |
4,368.75 |
4,407.00 |
PP |
4,388.75 |
4,388.75 |
4,388.75 |
4,379.75 |
S1 |
4,323.25 |
4,323.25 |
4,350.25 |
4,305.00 |
S2 |
4,287.00 |
4,287.00 |
4,340.75 |
|
S3 |
4,185.25 |
4,221.50 |
4,331.50 |
|
S4 |
4,083.50 |
4,119.75 |
4,303.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,436.75 |
4,352.50 |
84.25 |
1.9% |
53.50 |
1.2% |
57% |
False |
False |
240,491 |
10 |
4,522.25 |
4,352.50 |
169.75 |
3.9% |
48.00 |
1.1% |
28% |
False |
False |
217,141 |
20 |
4,537.25 |
4,334.75 |
202.50 |
4.6% |
46.00 |
1.0% |
32% |
False |
False |
109,379 |
40 |
4,537.25 |
4,265.00 |
272.25 |
6.2% |
54.00 |
1.2% |
50% |
False |
False |
54,773 |
60 |
4,576.50 |
4,265.00 |
311.50 |
7.1% |
55.25 |
1.3% |
43% |
False |
False |
36,548 |
80 |
4,576.50 |
4,181.00 |
395.50 |
9.0% |
51.50 |
1.2% |
55% |
False |
False |
27,418 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.3% |
47.00 |
1.1% |
74% |
False |
False |
21,935 |
120 |
4,637.25 |
3,902.00 |
735.25 |
16.7% |
50.00 |
1.1% |
68% |
False |
False |
18,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,532.50 |
2.618 |
4,487.75 |
1.618 |
4,460.25 |
1.000 |
4,443.25 |
0.618 |
4,432.75 |
HIGH |
4,415.75 |
0.618 |
4,405.25 |
0.500 |
4,402.00 |
0.382 |
4,398.75 |
LOW |
4,388.25 |
0.618 |
4,371.25 |
1.000 |
4,360.75 |
1.618 |
4,343.75 |
2.618 |
4,316.25 |
4.250 |
4,271.50 |
|
|
Fisher Pivots for day following 21-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,402.00 |
4,398.50 |
PP |
4,401.50 |
4,396.75 |
S1 |
4,400.75 |
4,395.00 |
|