Trading Metrics calculated at close of trading on 27-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,482.75 |
4,250.00 |
-232.75 |
-5.2% |
4,383.00 |
High |
4,494.00 |
4,267.75 |
-226.25 |
-5.0% |
4,494.00 |
Low |
4,234.50 |
4,167.75 |
-66.75 |
-1.6% |
4,234.50 |
Close |
4,262.25 |
4,178.00 |
-84.25 |
-2.0% |
4,262.25 |
Range |
259.50 |
100.00 |
-159.50 |
-61.5% |
259.50 |
ATR |
68.09 |
70.37 |
2.28 |
3.3% |
0.00 |
Volume |
497,350 |
413,249 |
-84,101 |
-16.9% |
1,272,750 |
|
Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,504.50 |
4,441.25 |
4,233.00 |
|
R3 |
4,404.50 |
4,341.25 |
4,205.50 |
|
R2 |
4,304.50 |
4,304.50 |
4,196.25 |
|
R1 |
4,241.25 |
4,241.25 |
4,187.25 |
4,223.00 |
PP |
4,204.50 |
4,204.50 |
4,204.50 |
4,195.25 |
S1 |
4,141.25 |
4,141.25 |
4,168.75 |
4,123.00 |
S2 |
4,104.50 |
4,104.50 |
4,159.75 |
|
S3 |
4,004.50 |
4,041.25 |
4,150.50 |
|
S4 |
3,904.50 |
3,941.25 |
4,123.00 |
|
|
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 |
4,167.75 |
326.25 |
7.8% |
100.25 |
2.4% |
3% |
False |
True |
298,115 |
10 |
4,494.00 |
4,167.75 |
326.25 |
7.8% |
79.00 |
1.9% |
3% |
False |
True |
282,170 |
20 |
4,537.25 |
4,167.75 |
369.50 |
8.8% |
59.50 |
1.4% |
3% |
False |
True |
174,069 |
40 |
4,537.25 |
4,167.75 |
369.50 |
8.8% |
58.25 |
1.4% |
3% |
False |
True |
87,163 |
60 |
4,576.50 |
4,167.75 |
408.75 |
9.8% |
59.00 |
1.4% |
3% |
False |
True |
58,135 |
80 |
4,576.50 |
4,167.75 |
408.75 |
9.8% |
55.00 |
1.3% |
3% |
False |
True |
43,618 |
100 |
4,576.50 |
3,902.00 |
674.50 |
16.1% |
50.25 |
1.2% |
41% |
False |
False |
34,895 |
120 |
4,576.50 |
3,902.00 |
674.50 |
16.1% |
52.25 |
1.3% |
41% |
False |
False |
29,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,692.75 |
2.618 |
4,529.50 |
1.618 |
4,429.50 |
1.000 |
4,367.75 |
0.618 |
4,329.50 |
HIGH |
4,267.75 |
0.618 |
4,229.50 |
0.500 |
4,217.75 |
0.382 |
4,206.00 |
LOW |
4,167.75 |
0.618 |
4,106.00 |
1.000 |
4,067.75 |
1.618 |
4,006.00 |
2.618 |
3,906.00 |
4.250 |
3,742.75 |
|
|
Fisher Pivots for day following 27-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,217.75 |
4,331.00 |
PP |
4,204.50 |
4,280.00 |
S1 |
4,191.25 |
4,229.00 |
|