Trading Metrics calculated at close of trading on 22-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,398.50 |
4,397.25 |
-1.25 |
0.0% |
4,446.75 |
High |
4,415.75 |
4,434.00 |
18.25 |
0.4% |
4,454.25 |
Low |
4,388.25 |
4,391.00 |
2.75 |
0.1% |
4,352.50 |
Close |
4,400.25 |
4,394.50 |
-5.75 |
-0.1% |
4,359.50 |
Range |
27.50 |
43.00 |
15.50 |
56.4% |
101.75 |
ATR |
51.56 |
50.95 |
-0.61 |
-1.2% |
0.00 |
Volume |
194,521 |
190,665 |
-3,856 |
-2.0% |
1,454,060 |
|
Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,535.50 |
4,508.00 |
4,418.25 |
|
R3 |
4,492.50 |
4,465.00 |
4,406.25 |
|
R2 |
4,449.50 |
4,449.50 |
4,402.50 |
|
R1 |
4,422.00 |
4,422.00 |
4,398.50 |
4,414.25 |
PP |
4,406.50 |
4,406.50 |
4,406.50 |
4,402.50 |
S1 |
4,379.00 |
4,379.00 |
4,390.50 |
4,371.25 |
S2 |
4,363.50 |
4,363.50 |
4,386.50 |
|
S3 |
4,320.50 |
4,336.00 |
4,382.75 |
|
S4 |
4,277.50 |
4,293.00 |
4,370.75 |
|
|
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% |
54.25 |
1.2% |
50% |
False |
False |
229,512 |
10 |
4,514.25 |
4,352.50 |
161.75 |
3.7% |
49.75 |
1.1% |
26% |
False |
False |
234,558 |
20 |
4,537.25 |
4,352.50 |
184.75 |
4.2% |
42.75 |
1.0% |
23% |
False |
False |
118,877 |
40 |
4,537.25 |
4,265.00 |
272.25 |
6.2% |
53.75 |
1.2% |
48% |
False |
False |
59,539 |
60 |
4,576.50 |
4,265.00 |
311.50 |
7.1% |
54.50 |
1.2% |
42% |
False |
False |
39,724 |
80 |
4,576.50 |
4,221.00 |
355.50 |
8.1% |
51.25 |
1.2% |
49% |
False |
False |
29,801 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.3% |
47.00 |
1.1% |
73% |
False |
False |
23,841 |
120 |
4,585.75 |
3,902.00 |
683.75 |
15.6% |
50.25 |
1.1% |
72% |
False |
False |
19,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,616.75 |
2.618 |
4,546.50 |
1.618 |
4,503.50 |
1.000 |
4,477.00 |
0.618 |
4,460.50 |
HIGH |
4,434.00 |
0.618 |
4,417.50 |
0.500 |
4,412.50 |
0.382 |
4,407.50 |
LOW |
4,391.00 |
0.618 |
4,364.50 |
1.000 |
4,348.00 |
1.618 |
4,321.50 |
2.618 |
4,278.50 |
4.250 |
4,208.25 |
|
|
Fisher Pivots for day following 22-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,412.50 |
4,410.00 |
PP |
4,406.50 |
4,404.75 |
S1 |
4,400.50 |
4,399.50 |
|