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 |
5,109.0 |
5,167.0 |
58.0 |
1.1% |
5,181.0 |
High |
5,127.0 |
5,215.0 |
88.0 |
1.7% |
5,193.0 |
Low |
5,094.0 |
5,160.0 |
66.0 |
1.3% |
5,073.0 |
Close |
5,117.0 |
5,197.0 |
80.0 |
1.6% |
5,117.0 |
Range |
33.0 |
55.0 |
22.0 |
66.7% |
120.0 |
ATR |
54.0 |
57.1 |
3.1 |
5.8% |
0.0 |
Volume |
24,321 |
26,542 |
2,221 |
9.1% |
322,886 |
|
Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,355.7 |
5,331.3 |
5,227.3 |
|
R3 |
5,300.7 |
5,276.3 |
5,212.1 |
|
R2 |
5,245.7 |
5,245.7 |
5,207.1 |
|
R1 |
5,221.3 |
5,221.3 |
5,202.0 |
5,233.5 |
PP |
5,190.7 |
5,190.7 |
5,190.7 |
5,196.8 |
S1 |
5,166.3 |
5,166.3 |
5,192.0 |
5,178.5 |
S2 |
5,135.7 |
5,135.7 |
5,186.9 |
|
S3 |
5,080.7 |
5,111.3 |
5,181.9 |
|
S4 |
5,025.7 |
5,056.3 |
5,166.8 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,487.7 |
5,422.3 |
5,183.0 |
|
R3 |
5,367.7 |
5,302.3 |
5,150.0 |
|
R2 |
5,247.7 |
5,247.7 |
5,139.0 |
|
R1 |
5,182.3 |
5,182.3 |
5,128.0 |
5,155.0 |
PP |
5,127.7 |
5,127.7 |
5,127.7 |
5,114.0 |
S1 |
5,062.3 |
5,062.3 |
5,106.0 |
5,035.0 |
S2 |
5,007.7 |
5,007.7 |
5,095.0 |
|
S3 |
4,887.7 |
4,942.3 |
5,084.0 |
|
S4 |
4,767.7 |
4,822.3 |
5,051.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,215.0 |
5,073.0 |
142.0 |
2.7% |
54.6 |
1.1% |
87% |
True |
False |
69,885 |
10 |
5,341.0 |
5,073.0 |
268.0 |
5.2% |
47.0 |
0.9% |
46% |
False |
False |
37,276 |
20 |
5,372.0 |
5,073.0 |
299.0 |
5.8% |
39.6 |
0.8% |
41% |
False |
False |
18,673 |
40 |
5,372.0 |
5,073.0 |
299.0 |
5.8% |
30.9 |
0.6% |
41% |
False |
False |
9,383 |
60 |
5,372.0 |
4,836.0 |
536.0 |
10.3% |
27.5 |
0.5% |
67% |
False |
False |
6,284 |
80 |
5,372.0 |
4,775.0 |
597.0 |
11.5% |
21.7 |
0.4% |
71% |
False |
False |
4,716 |
100 |
5,372.0 |
4,600.0 |
772.0 |
14.9% |
19.4 |
0.4% |
77% |
False |
False |
3,775 |
120 |
5,372.0 |
4,600.0 |
772.0 |
14.9% |
16.1 |
0.3% |
77% |
False |
False |
3,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,448.8 |
2.618 |
5,359.0 |
1.618 |
5,304.0 |
1.000 |
5,270.0 |
0.618 |
5,249.0 |
HIGH |
5,215.0 |
0.618 |
5,194.0 |
0.500 |
5,187.5 |
0.382 |
5,181.0 |
LOW |
5,160.0 |
0.618 |
5,126.0 |
1.000 |
5,105.0 |
1.618 |
5,071.0 |
2.618 |
5,016.0 |
4.250 |
4,926.3 |
|
|
Fisher Pivots for day following 20-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
5,193.8 |
5,179.3 |
PP |
5,190.7 |
5,161.7 |
S1 |
5,187.5 |
5,144.0 |
|