Trading Metrics calculated at close of trading on 29-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,176.25 |
4,281.25 |
105.00 |
2.5% |
4,383.00 |
High |
4,284.50 |
4,380.00 |
95.50 |
2.2% |
4,494.00 |
Low |
4,176.00 |
4,268.25 |
92.25 |
2.2% |
4,234.50 |
Close |
4,281.00 |
4,362.75 |
81.75 |
1.9% |
4,262.25 |
Range |
108.50 |
111.75 |
3.25 |
3.0% |
259.50 |
ATR |
73.09 |
75.85 |
2.76 |
3.8% |
0.00 |
Volume |
258,268 |
260,013 |
1,745 |
0.7% |
1,272,750 |
|
Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,672.25 |
4,629.25 |
4,424.25 |
|
R3 |
4,560.50 |
4,517.50 |
4,393.50 |
|
R2 |
4,448.75 |
4,448.75 |
4,383.25 |
|
R1 |
4,405.75 |
4,405.75 |
4,373.00 |
4,427.25 |
PP |
4,337.00 |
4,337.00 |
4,337.00 |
4,347.75 |
S1 |
4,294.00 |
4,294.00 |
4,352.50 |
4,315.50 |
S2 |
4,225.25 |
4,225.25 |
4,342.25 |
|
S3 |
4,113.50 |
4,182.25 |
4,332.00 |
|
S4 |
4,001.75 |
4,070.50 |
4,301.25 |
|
|
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 |
7.5% |
130.25 |
3.0% |
60% |
False |
False |
324,734 |
10 |
4,494.00 |
4,167.75 |
326.25 |
7.5% |
92.25 |
2.1% |
60% |
False |
False |
277,123 |
20 |
4,537.25 |
4,167.75 |
369.50 |
8.5% |
67.25 |
1.5% |
53% |
False |
False |
199,836 |
40 |
4,537.25 |
4,167.75 |
369.50 |
8.5% |
61.00 |
1.4% |
53% |
False |
False |
100,114 |
60 |
4,576.50 |
4,167.75 |
408.75 |
9.4% |
61.00 |
1.4% |
48% |
False |
False |
66,771 |
80 |
4,576.50 |
4,167.75 |
408.75 |
9.4% |
57.00 |
1.3% |
48% |
False |
False |
50,096 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.5% |
52.25 |
1.2% |
68% |
False |
False |
40,078 |
120 |
4,576.50 |
3,902.00 |
674.50 |
15.5% |
53.75 |
1.2% |
68% |
False |
False |
33,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,855.00 |
2.618 |
4,672.50 |
1.618 |
4,560.75 |
1.000 |
4,491.75 |
0.618 |
4,449.00 |
HIGH |
4,380.00 |
0.618 |
4,337.25 |
0.500 |
4,324.00 |
0.382 |
4,311.00 |
LOW |
4,268.25 |
0.618 |
4,199.25 |
1.000 |
4,156.50 |
1.618 |
4,087.50 |
2.618 |
3,975.75 |
4.250 |
3,793.25 |
|
|
Fisher Pivots for day following 29-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,350.00 |
4,333.00 |
PP |
4,337.00 |
4,303.50 |
S1 |
4,324.00 |
4,274.00 |
|