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 |
1,328.8 |
1,334.5 |
5.7 |
0.4% |
1,296.6 |
High |
1,346.2 |
1,336.0 |
-10.2 |
-0.8% |
1,368.9 |
Low |
1,327.4 |
1,314.8 |
-12.6 |
-0.9% |
1,259.1 |
Close |
1,331.2 |
1,324.8 |
-6.4 |
-0.5% |
1,328.8 |
Range |
18.8 |
21.2 |
2.4 |
12.8% |
109.8 |
ATR |
24.6 |
24.3 |
-0.2 |
-1.0% |
0.0 |
Volume |
10,867 |
18,025 |
7,158 |
65.9% |
61,457 |
|
Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.8 |
1,378.0 |
1,336.5 |
|
R3 |
1,367.6 |
1,356.8 |
1,330.6 |
|
R2 |
1,346.4 |
1,346.4 |
1,328.7 |
|
R1 |
1,335.6 |
1,335.6 |
1,326.7 |
1,330.4 |
PP |
1,325.2 |
1,325.2 |
1,325.2 |
1,322.6 |
S1 |
1,314.4 |
1,314.4 |
1,322.9 |
1,309.2 |
S2 |
1,304.0 |
1,304.0 |
1,320.9 |
|
S3 |
1,282.8 |
1,293.2 |
1,319.0 |
|
S4 |
1,261.6 |
1,272.0 |
1,313.1 |
|
|
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% |
35.3 |
2.7% |
60% |
False |
False |
14,867 |
10 |
1,368.9 |
1,259.1 |
109.8 |
8.3% |
30.1 |
2.3% |
60% |
False |
False |
12,928 |
20 |
1,368.9 |
1,214.0 |
154.9 |
11.7% |
22.9 |
1.7% |
72% |
False |
False |
9,075 |
40 |
1,368.9 |
1,207.0 |
161.9 |
12.2% |
19.9 |
1.5% |
73% |
False |
False |
7,516 |
60 |
1,368.9 |
1,207.0 |
161.9 |
12.2% |
19.0 |
1.4% |
73% |
False |
False |
5,878 |
80 |
1,368.9 |
1,207.0 |
161.9 |
12.2% |
19.5 |
1.5% |
73% |
False |
False |
4,893 |
100 |
1,368.9 |
1,150.0 |
218.9 |
16.5% |
20.7 |
1.6% |
80% |
False |
False |
4,344 |
120 |
1,368.9 |
1,073.7 |
295.2 |
22.3% |
19.4 |
1.5% |
85% |
False |
False |
3,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.1 |
2.618 |
1,391.5 |
1.618 |
1,370.3 |
1.000 |
1,357.2 |
0.618 |
1,349.1 |
HIGH |
1,336.0 |
0.618 |
1,327.9 |
0.500 |
1,325.4 |
0.382 |
1,322.9 |
LOW |
1,314.8 |
0.618 |
1,301.7 |
1.000 |
1,293.6 |
1.618 |
1,280.5 |
2.618 |
1,259.3 |
4.250 |
1,224.7 |
|
|
Fisher Pivots for day following 28-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,325.4 |
1,321.2 |
PP |
1,325.2 |
1,317.6 |
S1 |
1,325.0 |
1,314.0 |
|