Trading Metrics calculated at close of trading on 23-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,397.25 |
4,409.75 |
12.50 |
0.3% |
4,446.75 |
High |
4,434.00 |
4,479.25 |
45.25 |
1.0% |
4,454.25 |
Low |
4,391.00 |
4,408.00 |
17.00 |
0.4% |
4,352.50 |
Close |
4,394.50 |
4,462.50 |
68.00 |
1.5% |
4,359.50 |
Range |
43.00 |
71.25 |
28.25 |
65.7% |
101.75 |
ATR |
50.95 |
53.36 |
2.41 |
4.7% |
0.00 |
Volume |
190,665 |
194,791 |
4,126 |
2.2% |
1,454,060 |
|
Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,663.75 |
4,634.25 |
4,501.75 |
|
R3 |
4,592.50 |
4,563.00 |
4,482.00 |
|
R2 |
4,521.25 |
4,521.25 |
4,475.50 |
|
R1 |
4,491.75 |
4,491.75 |
4,469.00 |
4,506.50 |
PP |
4,450.00 |
4,450.00 |
4,450.00 |
4,457.25 |
S1 |
4,420.50 |
4,420.50 |
4,456.00 |
4,435.25 |
S2 |
4,378.75 |
4,378.75 |
4,449.50 |
|
S3 |
4,307.50 |
4,349.25 |
4,443.00 |
|
S4 |
4,236.25 |
4,278.00 |
4,423.25 |
|
|
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 |
4,479.25 |
4,353.50 |
125.75 |
2.8% |
55.00 |
1.2% |
87% |
True |
False |
205,231 |
10 |
4,505.25 |
4,352.50 |
152.75 |
3.4% |
54.00 |
1.2% |
72% |
False |
False |
247,879 |
20 |
4,537.25 |
4,352.50 |
184.75 |
4.1% |
44.25 |
1.0% |
60% |
False |
False |
128,584 |
40 |
4,537.25 |
4,265.00 |
272.25 |
6.1% |
54.00 |
1.2% |
73% |
False |
False |
64,402 |
60 |
4,576.50 |
4,265.00 |
311.50 |
7.0% |
54.75 |
1.2% |
63% |
False |
False |
42,964 |
80 |
4,576.50 |
4,230.00 |
346.50 |
7.8% |
51.00 |
1.1% |
67% |
False |
False |
32,236 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.1% |
47.25 |
1.1% |
83% |
False |
False |
25,789 |
120 |
4,585.75 |
3,902.00 |
683.75 |
15.3% |
51.00 |
1.1% |
82% |
False |
False |
21,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,782.00 |
2.618 |
4,665.75 |
1.618 |
4,594.50 |
1.000 |
4,550.50 |
0.618 |
4,523.25 |
HIGH |
4,479.25 |
0.618 |
4,452.00 |
0.500 |
4,443.50 |
0.382 |
4,435.25 |
LOW |
4,408.00 |
0.618 |
4,364.00 |
1.000 |
4,336.75 |
1.618 |
4,292.75 |
2.618 |
4,221.50 |
4.250 |
4,105.25 |
|
|
Fisher Pivots for day following 23-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,456.25 |
4,453.00 |
PP |
4,450.00 |
4,443.25 |
S1 |
4,443.50 |
4,433.75 |
|