Trading Metrics calculated at close of trading on 24-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,409.75 |
4,482.75 |
73.00 |
1.7% |
4,383.00 |
High |
4,479.25 |
4,494.00 |
14.75 |
0.3% |
4,494.00 |
Low |
4,408.00 |
4,234.50 |
-173.50 |
-3.9% |
4,234.50 |
Close |
4,462.50 |
4,262.25 |
-200.25 |
-4.5% |
4,262.25 |
Range |
71.25 |
259.50 |
188.25 |
264.2% |
259.50 |
ATR |
53.36 |
68.09 |
14.72 |
27.6% |
0.00 |
Volume |
194,791 |
497,350 |
302,559 |
155.3% |
1,272,750 |
|
Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,108.75 |
4,945.00 |
4,405.00 |
|
R3 |
4,849.25 |
4,685.50 |
4,333.50 |
|
R2 |
4,589.75 |
4,589.75 |
4,309.75 |
|
R1 |
4,426.00 |
4,426.00 |
4,286.00 |
4,378.00 |
PP |
4,330.25 |
4,330.25 |
4,330.25 |
4,306.25 |
S1 |
4,166.50 |
4,166.50 |
4,238.50 |
4,118.50 |
S2 |
4,070.75 |
4,070.75 |
4,214.75 |
|
S3 |
3,811.25 |
3,907.00 |
4,191.00 |
|
S4 |
3,551.75 |
3,647.50 |
4,119.50 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,108.75 |
4,945.00 |
4,405.00 |
|
R3 |
4,849.25 |
4,685.50 |
4,333.50 |
|
R2 |
4,589.75 |
4,589.75 |
4,309.75 |
|
R1 |
4,426.00 |
4,426.00 |
4,286.00 |
4,378.00 |
PP |
4,330.25 |
4,330.25 |
4,330.25 |
4,306.25 |
S1 |
4,166.50 |
4,166.50 |
4,238.50 |
4,118.50 |
S2 |
4,070.75 |
4,070.75 |
4,214.75 |
|
S3 |
3,811.25 |
3,907.00 |
4,191.00 |
|
S4 |
3,551.75 |
3,647.50 |
4,119.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,494.00 |
4,234.50 |
259.50 |
6.1% |
91.00 |
2.1% |
11% |
True |
True |
254,550 |
10 |
4,494.00 |
4,234.50 |
259.50 |
6.1% |
73.25 |
1.7% |
11% |
True |
True |
272,681 |
20 |
4,537.25 |
4,234.50 |
302.75 |
7.1% |
55.50 |
1.3% |
9% |
False |
True |
153,424 |
40 |
4,537.25 |
4,234.50 |
302.75 |
7.1% |
58.25 |
1.4% |
9% |
False |
True |
76,834 |
60 |
4,576.50 |
4,234.50 |
342.00 |
8.0% |
58.75 |
1.4% |
8% |
False |
True |
51,252 |
80 |
4,576.50 |
4,230.00 |
346.50 |
8.1% |
54.00 |
1.3% |
9% |
False |
False |
38,452 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.8% |
50.00 |
1.2% |
53% |
False |
False |
30,763 |
120 |
4,576.50 |
3,902.00 |
674.50 |
15.8% |
51.75 |
1.2% |
53% |
False |
False |
25,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,597.00 |
2.618 |
5,173.25 |
1.618 |
4,913.75 |
1.000 |
4,753.50 |
0.618 |
4,654.25 |
HIGH |
4,494.00 |
0.618 |
4,394.75 |
0.500 |
4,364.25 |
0.382 |
4,333.75 |
LOW |
4,234.50 |
0.618 |
4,074.25 |
1.000 |
3,975.00 |
1.618 |
3,814.75 |
2.618 |
3,555.25 |
4.250 |
3,131.50 |
|
|
Fisher Pivots for day following 24-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,364.25 |
4,364.25 |
PP |
4,330.25 |
4,330.25 |
S1 |
4,296.25 |
4,296.25 |
|