Trading Metrics calculated at close of trading on 21-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,296.6 |
1,298.8 |
2.2 |
0.2% |
1,284.5 |
High |
1,301.4 |
1,303.6 |
2.2 |
0.2% |
1,325.2 |
Low |
1,287.3 |
1,273.4 |
-13.9 |
-1.1% |
1,281.3 |
Close |
1,298.4 |
1,278.8 |
-19.6 |
-1.5% |
1,301.1 |
Range |
14.1 |
30.2 |
16.1 |
114.2% |
43.9 |
ATR |
18.5 |
19.3 |
0.8 |
4.5% |
0.0 |
Volume |
6,507 |
9,504 |
2,997 |
46.1% |
47,427 |
|
Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.9 |
1,357.5 |
1,295.4 |
|
R3 |
1,345.7 |
1,327.3 |
1,287.1 |
|
R2 |
1,315.5 |
1,315.5 |
1,284.3 |
|
R1 |
1,297.1 |
1,297.1 |
1,281.6 |
1,291.2 |
PP |
1,285.3 |
1,285.3 |
1,285.3 |
1,282.3 |
S1 |
1,266.9 |
1,266.9 |
1,276.0 |
1,261.0 |
S2 |
1,255.1 |
1,255.1 |
1,273.3 |
|
S3 |
1,224.9 |
1,236.7 |
1,270.5 |
|
S4 |
1,194.7 |
1,206.5 |
1,262.2 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.2 |
1,411.6 |
1,325.2 |
|
R3 |
1,390.3 |
1,367.7 |
1,313.2 |
|
R2 |
1,346.4 |
1,346.4 |
1,309.1 |
|
R1 |
1,323.8 |
1,323.8 |
1,305.1 |
1,335.1 |
PP |
1,302.5 |
1,302.5 |
1,302.5 |
1,308.2 |
S1 |
1,279.9 |
1,279.9 |
1,297.1 |
1,291.2 |
S2 |
1,258.6 |
1,258.6 |
1,293.1 |
|
S3 |
1,214.7 |
1,236.0 |
1,289.0 |
|
S4 |
1,170.8 |
1,192.1 |
1,277.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,325.2 |
1,273.4 |
51.8 |
4.1% |
24.8 |
1.9% |
10% |
False |
True |
10,989 |
10 |
1,325.2 |
1,251.3 |
73.9 |
5.8% |
20.2 |
1.6% |
37% |
False |
False |
8,605 |
20 |
1,325.2 |
1,207.0 |
118.2 |
9.2% |
18.4 |
1.4% |
61% |
False |
False |
7,052 |
40 |
1,325.2 |
1,207.0 |
118.2 |
9.2% |
18.0 |
1.4% |
61% |
False |
False |
6,071 |
60 |
1,325.2 |
1,207.0 |
118.2 |
9.2% |
17.6 |
1.4% |
61% |
False |
False |
4,763 |
80 |
1,325.2 |
1,207.0 |
118.2 |
9.2% |
18.8 |
1.5% |
61% |
False |
False |
4,153 |
100 |
1,325.2 |
1,114.1 |
211.1 |
16.5% |
19.6 |
1.5% |
78% |
False |
False |
3,660 |
120 |
1,325.2 |
1,063.1 |
262.1 |
20.5% |
18.4 |
1.4% |
82% |
False |
False |
3,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,432.0 |
2.618 |
1,382.7 |
1.618 |
1,352.5 |
1.000 |
1,333.8 |
0.618 |
1,322.3 |
HIGH |
1,303.6 |
0.618 |
1,292.1 |
0.500 |
1,288.5 |
0.382 |
1,284.9 |
LOW |
1,273.4 |
0.618 |
1,254.7 |
1.000 |
1,243.2 |
1.618 |
1,224.5 |
2.618 |
1,194.3 |
4.250 |
1,145.1 |
|
|
Fisher Pivots for day following 21-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,288.5 |
1,291.0 |
PP |
1,285.3 |
1,286.9 |
S1 |
1,282.0 |
1,282.9 |
|