Trading Metrics calculated at close of trading on 24-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,272.5 |
1,260.8 |
-11.7 |
-0.9% |
1,296.6 |
High |
1,281.1 |
1,368.9 |
87.8 |
6.9% |
1,368.9 |
Low |
1,263.5 |
1,259.1 |
-4.4 |
-0.3% |
1,259.1 |
Close |
1,269.3 |
1,328.8 |
59.5 |
4.7% |
1,328.8 |
Range |
17.6 |
109.8 |
92.2 |
523.9% |
109.8 |
ATR |
18.5 |
25.0 |
6.5 |
35.2% |
0.0 |
Volume |
5,435 |
35,913 |
30,478 |
560.8% |
61,457 |
|
Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,648.3 |
1,598.4 |
1,389.2 |
|
R3 |
1,538.5 |
1,488.6 |
1,359.0 |
|
R2 |
1,428.7 |
1,428.7 |
1,348.9 |
|
R1 |
1,378.8 |
1,378.8 |
1,338.9 |
1,403.8 |
PP |
1,318.9 |
1,318.9 |
1,318.9 |
1,331.4 |
S1 |
1,269.0 |
1,269.0 |
1,318.7 |
1,294.0 |
S2 |
1,209.1 |
1,209.1 |
1,308.7 |
|
S3 |
1,099.3 |
1,159.2 |
1,298.6 |
|
S4 |
989.5 |
1,049.4 |
1,268.4 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,648.3 |
1,598.4 |
1,389.2 |
|
R3 |
1,538.5 |
1,488.6 |
1,359.0 |
|
R2 |
1,428.7 |
1,428.7 |
1,348.9 |
|
R1 |
1,378.8 |
1,378.8 |
1,338.9 |
1,403.8 |
PP |
1,318.9 |
1,318.9 |
1,318.9 |
1,331.4 |
S1 |
1,269.0 |
1,269.0 |
1,318.7 |
1,294.0 |
S2 |
1,209.1 |
1,209.1 |
1,308.7 |
|
S3 |
1,099.3 |
1,159.2 |
1,298.6 |
|
S4 |
989.5 |
1,049.4 |
1,268.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,368.9 |
1,259.1 |
109.8 |
8.3% |
36.2 |
2.7% |
63% |
True |
True |
12,291 |
10 |
1,368.9 |
1,259.1 |
109.8 |
8.3% |
28.9 |
2.2% |
63% |
True |
True |
10,888 |
20 |
1,368.9 |
1,207.0 |
161.9 |
12.2% |
22.7 |
1.7% |
75% |
True |
False |
8,207 |
40 |
1,368.9 |
1,207.0 |
161.9 |
12.2% |
20.0 |
1.5% |
75% |
True |
False |
7,055 |
60 |
1,368.9 |
1,207.0 |
161.9 |
12.2% |
18.9 |
1.4% |
75% |
True |
False |
5,474 |
80 |
1,368.9 |
1,207.0 |
161.9 |
12.2% |
19.7 |
1.5% |
75% |
True |
False |
4,616 |
100 |
1,368.9 |
1,127.5 |
241.4 |
18.2% |
20.7 |
1.6% |
83% |
True |
False |
4,099 |
120 |
1,368.9 |
1,073.7 |
295.2 |
22.2% |
19.3 |
1.5% |
86% |
True |
False |
3,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,835.6 |
2.618 |
1,656.4 |
1.618 |
1,546.6 |
1.000 |
1,478.7 |
0.618 |
1,436.8 |
HIGH |
1,368.9 |
0.618 |
1,327.0 |
0.500 |
1,314.0 |
0.382 |
1,301.0 |
LOW |
1,259.1 |
0.618 |
1,191.2 |
1.000 |
1,149.3 |
1.618 |
1,081.4 |
2.618 |
971.6 |
4.250 |
792.5 |
|
|
Fisher Pivots for day following 24-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,323.9 |
1,323.9 |
PP |
1,318.9 |
1,318.9 |
S1 |
1,314.0 |
1,314.0 |
|