Trading Metrics calculated at close of trading on 22-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
5,200.0 |
5,235.0 |
35.0 |
0.7% |
5,181.0 |
High |
5,241.0 |
5,250.0 |
9.0 |
0.2% |
5,193.0 |
Low |
5,196.0 |
5,210.0 |
14.0 |
0.3% |
5,073.0 |
Close |
5,215.0 |
5,217.0 |
2.0 |
0.0% |
5,117.0 |
Range |
45.0 |
40.0 |
-5.0 |
-11.1% |
120.0 |
ATR |
56.3 |
55.1 |
-1.2 |
-2.1% |
0.0 |
Volume |
24,593 |
20,673 |
-3,920 |
-15.9% |
322,886 |
|
Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,345.7 |
5,321.3 |
5,239.0 |
|
R3 |
5,305.7 |
5,281.3 |
5,228.0 |
|
R2 |
5,265.7 |
5,265.7 |
5,224.3 |
|
R1 |
5,241.3 |
5,241.3 |
5,220.7 |
5,233.5 |
PP |
5,225.7 |
5,225.7 |
5,225.7 |
5,221.8 |
S1 |
5,201.3 |
5,201.3 |
5,213.3 |
5,193.5 |
S2 |
5,185.7 |
5,185.7 |
5,209.7 |
|
S3 |
5,145.7 |
5,161.3 |
5,206.0 |
|
S4 |
5,105.7 |
5,121.3 |
5,195.0 |
|
|
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 |
5,250.0 |
5,073.0 |
177.0 |
3.4% |
50.0 |
1.0% |
81% |
True |
False |
25,803 |
10 |
5,340.0 |
5,073.0 |
267.0 |
5.1% |
48.1 |
0.9% |
54% |
False |
False |
41,704 |
20 |
5,372.0 |
5,073.0 |
299.0 |
5.7% |
39.5 |
0.8% |
48% |
False |
False |
20,935 |
40 |
5,372.0 |
5,073.0 |
299.0 |
5.7% |
32.9 |
0.6% |
48% |
False |
False |
10,512 |
60 |
5,372.0 |
4,836.0 |
536.0 |
10.3% |
28.3 |
0.5% |
71% |
False |
False |
7,039 |
80 |
5,372.0 |
4,778.0 |
594.0 |
11.4% |
22.8 |
0.4% |
74% |
False |
False |
5,282 |
100 |
5,372.0 |
4,600.0 |
772.0 |
14.8% |
20.2 |
0.4% |
80% |
False |
False |
4,228 |
120 |
5,372.0 |
4,600.0 |
772.0 |
14.8% |
16.8 |
0.3% |
80% |
False |
False |
3,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,420.0 |
2.618 |
5,354.7 |
1.618 |
5,314.7 |
1.000 |
5,290.0 |
0.618 |
5,274.7 |
HIGH |
5,250.0 |
0.618 |
5,234.7 |
0.500 |
5,230.0 |
0.382 |
5,225.3 |
LOW |
5,210.0 |
0.618 |
5,185.3 |
1.000 |
5,170.0 |
1.618 |
5,145.3 |
2.618 |
5,105.3 |
4.250 |
5,040.0 |
|
|
Fisher Pivots for day following 22-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
5,230.0 |
5,213.0 |
PP |
5,225.7 |
5,209.0 |
S1 |
5,221.3 |
5,205.0 |
|