Trading Metrics calculated at close of trading on 28-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
5,049.0 |
5,005.0 |
-44.0 |
-0.9% |
5,167.0 |
High |
5,105.0 |
5,063.0 |
-42.0 |
-0.8% |
5,278.0 |
Low |
5,016.0 |
4,993.0 |
-23.0 |
-0.5% |
5,024.0 |
Close |
5,068.0 |
5,044.0 |
-24.0 |
-0.5% |
5,071.0 |
Range |
89.0 |
70.0 |
-19.0 |
-21.3% |
254.0 |
ATR |
69.4 |
69.8 |
0.4 |
0.6% |
0.0 |
Volume |
33,115 |
41,659 |
8,544 |
25.8% |
157,261 |
|
Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,243.3 |
5,213.7 |
5,082.5 |
|
R3 |
5,173.3 |
5,143.7 |
5,063.3 |
|
R2 |
5,103.3 |
5,103.3 |
5,056.8 |
|
R1 |
5,073.7 |
5,073.7 |
5,050.4 |
5,088.5 |
PP |
5,033.3 |
5,033.3 |
5,033.3 |
5,040.8 |
S1 |
5,003.7 |
5,003.7 |
5,037.6 |
5,018.5 |
S2 |
4,963.3 |
4,963.3 |
5,031.2 |
|
S3 |
4,893.3 |
4,933.7 |
5,024.8 |
|
S4 |
4,823.3 |
4,863.7 |
5,005.5 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,886.3 |
5,732.7 |
5,210.7 |
|
R3 |
5,632.3 |
5,478.7 |
5,140.9 |
|
R2 |
5,378.3 |
5,378.3 |
5,117.6 |
|
R1 |
5,224.7 |
5,224.7 |
5,094.3 |
5,174.5 |
PP |
5,124.3 |
5,124.3 |
5,124.3 |
5,099.3 |
S1 |
4,970.7 |
4,970.7 |
5,047.7 |
4,920.5 |
S2 |
4,870.3 |
4,870.3 |
5,024.4 |
|
S3 |
4,616.3 |
4,716.7 |
5,001.2 |
|
S4 |
4,362.3 |
4,462.7 |
4,931.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,278.0 |
4,993.0 |
285.0 |
5.7% |
97.2 |
1.9% |
18% |
False |
True |
36,180 |
10 |
5,278.0 |
4,993.0 |
285.0 |
5.7% |
75.6 |
1.5% |
18% |
False |
True |
37,397 |
20 |
5,351.0 |
4,993.0 |
358.0 |
7.1% |
56.6 |
1.1% |
14% |
False |
True |
28,918 |
40 |
5,372.0 |
4,993.0 |
379.0 |
7.5% |
40.7 |
0.8% |
13% |
False |
True |
14,505 |
60 |
5,372.0 |
4,836.0 |
536.0 |
10.6% |
34.3 |
0.7% |
39% |
False |
False |
9,708 |
80 |
5,372.0 |
4,836.0 |
536.0 |
10.6% |
28.2 |
0.6% |
39% |
False |
False |
7,285 |
100 |
5,372.0 |
4,600.0 |
772.0 |
15.3% |
24.7 |
0.5% |
58% |
False |
False |
5,829 |
120 |
5,372.0 |
4,600.0 |
772.0 |
15.3% |
20.6 |
0.4% |
58% |
False |
False |
4,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,360.5 |
2.618 |
5,246.3 |
1.618 |
5,176.3 |
1.000 |
5,133.0 |
0.618 |
5,106.3 |
HIGH |
5,063.0 |
0.618 |
5,036.3 |
0.500 |
5,028.0 |
0.382 |
5,019.7 |
LOW |
4,993.0 |
0.618 |
4,949.7 |
1.000 |
4,923.0 |
1.618 |
4,879.7 |
2.618 |
4,809.7 |
4.250 |
4,695.5 |
|
|
Fisher Pivots for day following 28-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
5,038.7 |
5,135.5 |
PP |
5,033.3 |
5,105.0 |
S1 |
5,028.0 |
5,074.5 |
|