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 |
1,278.1 |
1,272.5 |
-5.6 |
-0.4% |
1,284.5 |
High |
1,279.5 |
1,281.1 |
1.6 |
0.1% |
1,325.2 |
Low |
1,270.4 |
1,263.5 |
-6.9 |
-0.5% |
1,281.3 |
Close |
1,276.3 |
1,269.3 |
-7.0 |
-0.5% |
1,301.1 |
Range |
9.1 |
17.6 |
8.5 |
93.4% |
43.9 |
ATR |
18.6 |
18.5 |
-0.1 |
-0.4% |
0.0 |
Volume |
4,098 |
5,435 |
1,337 |
32.6% |
47,427 |
|
Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.1 |
1,314.3 |
1,279.0 |
|
R3 |
1,306.5 |
1,296.7 |
1,274.1 |
|
R2 |
1,288.9 |
1,288.9 |
1,272.5 |
|
R1 |
1,279.1 |
1,279.1 |
1,270.9 |
1,275.2 |
PP |
1,271.3 |
1,271.3 |
1,271.3 |
1,269.4 |
S1 |
1,261.5 |
1,261.5 |
1,267.7 |
1,257.6 |
S2 |
1,253.7 |
1,253.7 |
1,266.1 |
|
S3 |
1,236.1 |
1,243.9 |
1,264.5 |
|
S4 |
1,218.5 |
1,226.3 |
1,259.6 |
|
|
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 |
1,308.5 |
1,263.5 |
45.0 |
3.5% |
18.8 |
1.5% |
13% |
False |
True |
7,366 |
10 |
1,325.2 |
1,263.5 |
61.7 |
4.9% |
19.3 |
1.5% |
9% |
False |
True |
8,157 |
20 |
1,325.2 |
1,207.0 |
118.2 |
9.3% |
18.0 |
1.4% |
53% |
False |
False |
6,636 |
40 |
1,325.2 |
1,207.0 |
118.2 |
9.3% |
18.1 |
1.4% |
53% |
False |
False |
6,209 |
60 |
1,325.2 |
1,207.0 |
118.2 |
9.3% |
17.3 |
1.4% |
53% |
False |
False |
4,886 |
80 |
1,325.2 |
1,207.0 |
118.2 |
9.3% |
18.5 |
1.5% |
53% |
False |
False |
4,196 |
100 |
1,325.2 |
1,126.1 |
199.1 |
15.7% |
19.7 |
1.6% |
72% |
False |
False |
3,743 |
120 |
1,325.2 |
1,066.0 |
259.2 |
20.4% |
18.5 |
1.5% |
78% |
False |
False |
3,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,355.9 |
2.618 |
1,327.2 |
1.618 |
1,309.6 |
1.000 |
1,298.7 |
0.618 |
1,292.0 |
HIGH |
1,281.1 |
0.618 |
1,274.4 |
0.500 |
1,272.3 |
0.382 |
1,270.2 |
LOW |
1,263.5 |
0.618 |
1,252.6 |
1.000 |
1,245.9 |
1.618 |
1,235.0 |
2.618 |
1,217.4 |
4.250 |
1,188.7 |
|
|
Fisher Pivots for day following 23-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,272.3 |
1,283.6 |
PP |
1,271.3 |
1,278.8 |
S1 |
1,270.3 |
1,274.1 |
|