Trading Metrics calculated at close of trading on 23-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
5,235.0 |
5,219.0 |
-16.0 |
-0.3% |
5,181.0 |
High |
5,250.0 |
5,244.0 |
-6.0 |
-0.1% |
5,193.0 |
Low |
5,210.0 |
5,211.0 |
1.0 |
0.0% |
5,073.0 |
Close |
5,217.0 |
5,234.0 |
17.0 |
0.3% |
5,117.0 |
Range |
40.0 |
33.0 |
-7.0 |
-17.5% |
120.0 |
ATR |
55.1 |
53.5 |
-1.6 |
-2.9% |
0.0 |
Volume |
20,673 |
20,040 |
-633 |
-3.1% |
322,886 |
|
Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,328.7 |
5,314.3 |
5,252.2 |
|
R3 |
5,295.7 |
5,281.3 |
5,243.1 |
|
R2 |
5,262.7 |
5,262.7 |
5,240.1 |
|
R1 |
5,248.3 |
5,248.3 |
5,237.0 |
5,255.5 |
PP |
5,229.7 |
5,229.7 |
5,229.7 |
5,233.3 |
S1 |
5,215.3 |
5,215.3 |
5,231.0 |
5,222.5 |
S2 |
5,196.7 |
5,196.7 |
5,228.0 |
|
S3 |
5,163.7 |
5,182.3 |
5,224.9 |
|
S4 |
5,130.7 |
5,149.3 |
5,215.9 |
|
|
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 |
5,094.0 |
156.0 |
3.0% |
41.2 |
0.8% |
90% |
False |
False |
23,233 |
10 |
5,340.0 |
5,073.0 |
267.0 |
5.1% |
48.0 |
0.9% |
60% |
False |
False |
43,627 |
20 |
5,372.0 |
5,073.0 |
299.0 |
5.7% |
38.3 |
0.7% |
54% |
False |
False |
21,934 |
40 |
5,372.0 |
5,073.0 |
299.0 |
5.7% |
31.8 |
0.6% |
54% |
False |
False |
11,004 |
60 |
5,372.0 |
4,836.0 |
536.0 |
10.2% |
28.9 |
0.6% |
74% |
False |
False |
7,373 |
80 |
5,372.0 |
4,810.0 |
562.0 |
10.7% |
23.1 |
0.4% |
75% |
False |
False |
5,533 |
100 |
5,372.0 |
4,600.0 |
772.0 |
14.7% |
20.5 |
0.4% |
82% |
False |
False |
4,428 |
120 |
5,372.0 |
4,600.0 |
772.0 |
14.7% |
17.1 |
0.3% |
82% |
False |
False |
3,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,384.3 |
2.618 |
5,330.4 |
1.618 |
5,297.4 |
1.000 |
5,277.0 |
0.618 |
5,264.4 |
HIGH |
5,244.0 |
0.618 |
5,231.4 |
0.500 |
5,227.5 |
0.382 |
5,223.6 |
LOW |
5,211.0 |
0.618 |
5,190.6 |
1.000 |
5,178.0 |
1.618 |
5,157.6 |
2.618 |
5,124.6 |
4.250 |
5,070.8 |
|
|
Fisher Pivots for day following 23-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
5,231.8 |
5,230.3 |
PP |
5,229.7 |
5,226.7 |
S1 |
5,227.5 |
5,223.0 |
|