Trading Metrics calculated at close of trading on 20-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
9,659.5 |
9,865.0 |
205.5 |
2.1% |
9,699.0 |
High |
9,712.5 |
9,985.0 |
272.5 |
2.8% |
9,742.0 |
Low |
9,565.0 |
9,838.0 |
273.0 |
2.9% |
9,421.0 |
Close |
9,601.0 |
9,951.5 |
350.5 |
3.7% |
9,601.0 |
Range |
147.5 |
147.0 |
-0.5 |
-0.3% |
321.0 |
ATR |
169.2 |
184.5 |
15.3 |
9.1% |
0.0 |
Volume |
102,929 |
97,314 |
-5,615 |
-5.5% |
413,730 |
|
Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,365.8 |
10,305.7 |
10,032.4 |
|
R3 |
10,218.8 |
10,158.7 |
9,991.9 |
|
R2 |
10,071.8 |
10,071.8 |
9,978.5 |
|
R1 |
10,011.7 |
10,011.7 |
9,965.0 |
10,041.8 |
PP |
9,924.8 |
9,924.8 |
9,924.8 |
9,939.9 |
S1 |
9,864.7 |
9,864.7 |
9,938.0 |
9,894.8 |
S2 |
9,777.8 |
9,777.8 |
9,924.6 |
|
S3 |
9,630.8 |
9,717.7 |
9,911.1 |
|
S4 |
9,483.8 |
9,570.7 |
9,870.7 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,551.0 |
10,397.0 |
9,777.6 |
|
R3 |
10,230.0 |
10,076.0 |
9,689.3 |
|
R2 |
9,909.0 |
9,909.0 |
9,659.9 |
|
R1 |
9,755.0 |
9,755.0 |
9,630.4 |
9,671.5 |
PP |
9,588.0 |
9,588.0 |
9,588.0 |
9,546.3 |
S1 |
9,434.0 |
9,434.0 |
9,571.6 |
9,350.5 |
S2 |
9,267.0 |
9,267.0 |
9,542.2 |
|
S3 |
8,946.0 |
9,113.0 |
9,512.7 |
|
S4 |
8,625.0 |
8,792.0 |
9,424.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,985.0 |
9,421.0 |
564.0 |
5.7% |
154.7 |
1.6% |
94% |
True |
False |
90,154 |
10 |
10,300.0 |
9,421.0 |
879.0 |
8.8% |
163.3 |
1.6% |
60% |
False |
False |
55,175 |
20 |
10,357.0 |
9,421.0 |
936.0 |
9.4% |
149.4 |
1.5% |
57% |
False |
False |
27,765 |
40 |
10,416.0 |
9,421.0 |
995.0 |
10.0% |
147.8 |
1.5% |
53% |
False |
False |
13,967 |
60 |
10,508.0 |
9,421.0 |
1,087.0 |
10.9% |
147.2 |
1.5% |
49% |
False |
False |
9,365 |
80 |
10,508.0 |
9,268.0 |
1,240.0 |
12.5% |
138.6 |
1.4% |
55% |
False |
False |
7,049 |
100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.8% |
141.1 |
1.4% |
69% |
False |
False |
5,648 |
120 |
10,891.0 |
8,732.0 |
2,159.0 |
21.7% |
141.3 |
1.4% |
56% |
False |
False |
4,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,609.8 |
2.618 |
10,369.8 |
1.618 |
10,222.8 |
1.000 |
10,132.0 |
0.618 |
10,075.8 |
HIGH |
9,985.0 |
0.618 |
9,928.8 |
0.500 |
9,911.5 |
0.382 |
9,894.2 |
LOW |
9,838.0 |
0.618 |
9,747.2 |
1.000 |
9,691.0 |
1.618 |
9,600.2 |
2.618 |
9,453.2 |
4.250 |
9,213.3 |
|
|
Fisher Pivots for day following 20-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
9,938.2 |
9,868.7 |
PP |
9,924.8 |
9,785.8 |
S1 |
9,911.5 |
9,703.0 |
|