Trading Metrics calculated at close of trading on 30-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,281.25 |
4,375.00 |
93.75 |
2.2% |
4,383.00 |
High |
4,380.00 |
4,410.50 |
30.50 |
0.7% |
4,494.00 |
Low |
4,268.25 |
4,338.50 |
70.25 |
1.6% |
4,234.50 |
Close |
4,362.75 |
4,407.00 |
44.25 |
1.0% |
4,262.25 |
Range |
111.75 |
72.00 |
-39.75 |
-35.6% |
259.50 |
ATR |
75.85 |
75.58 |
-0.28 |
-0.4% |
0.00 |
Volume |
260,013 |
242,965 |
-17,048 |
-6.6% |
1,272,750 |
|
Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,601.25 |
4,576.25 |
4,446.50 |
|
R3 |
4,529.25 |
4,504.25 |
4,426.75 |
|
R2 |
4,457.25 |
4,457.25 |
4,420.25 |
|
R1 |
4,432.25 |
4,432.25 |
4,413.50 |
4,444.75 |
PP |
4,385.25 |
4,385.25 |
4,385.25 |
4,391.50 |
S1 |
4,360.25 |
4,360.25 |
4,400.50 |
4,372.75 |
S2 |
4,313.25 |
4,313.25 |
4,393.75 |
|
S3 |
4,241.25 |
4,288.25 |
4,387.25 |
|
S4 |
4,169.25 |
4,216.25 |
4,367.50 |
|
|
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 |
4,167.75 |
326.25 |
7.4% |
130.25 |
3.0% |
73% |
False |
False |
334,369 |
10 |
4,494.00 |
4,167.75 |
326.25 |
7.4% |
92.50 |
2.1% |
73% |
False |
False |
269,800 |
20 |
4,537.25 |
4,167.75 |
369.50 |
8.4% |
68.50 |
1.6% |
65% |
False |
False |
211,903 |
40 |
4,537.25 |
4,167.75 |
369.50 |
8.4% |
61.75 |
1.4% |
65% |
False |
False |
106,186 |
60 |
4,576.50 |
4,167.75 |
408.75 |
9.3% |
61.25 |
1.4% |
59% |
False |
False |
70,820 |
80 |
4,576.50 |
4,167.75 |
408.75 |
9.3% |
57.75 |
1.3% |
59% |
False |
False |
53,133 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.3% |
52.50 |
1.2% |
75% |
False |
False |
42,508 |
120 |
4,576.50 |
3,902.00 |
674.50 |
15.3% |
53.50 |
1.2% |
75% |
False |
False |
35,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,716.50 |
2.618 |
4,599.00 |
1.618 |
4,527.00 |
1.000 |
4,482.50 |
0.618 |
4,455.00 |
HIGH |
4,410.50 |
0.618 |
4,383.00 |
0.500 |
4,374.50 |
0.382 |
4,366.00 |
LOW |
4,338.50 |
0.618 |
4,294.00 |
1.000 |
4,266.50 |
1.618 |
4,222.00 |
2.618 |
4,150.00 |
4.250 |
4,032.50 |
|
|
Fisher Pivots for day following 30-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,396.25 |
4,369.00 |
PP |
4,385.25 |
4,331.25 |
S1 |
4,374.50 |
4,293.25 |
|