Trading Metrics calculated at close of trading on 27-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
16,260 |
15,260 |
-1,000 |
-6.2% |
15,840 |
High |
16,260 |
15,270 |
-990 |
-6.1% |
16,585 |
Low |
15,060 |
15,250 |
190 |
1.3% |
15,060 |
Close |
15,260 |
15,270 |
10 |
0.1% |
15,260 |
Range |
1,200 |
20 |
-1,180 |
-98.3% |
1,525 |
ATR |
359 |
334 |
-24 |
-6.7% |
0 |
Volume |
64 |
50 |
-14 |
-21.9% |
92 |
|
Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,323 |
15,317 |
15,281 |
|
R3 |
15,303 |
15,297 |
15,276 |
|
R2 |
15,283 |
15,283 |
15,274 |
|
R1 |
15,277 |
15,277 |
15,272 |
15,280 |
PP |
15,263 |
15,263 |
15,263 |
15,265 |
S1 |
15,257 |
15,257 |
15,268 |
15,260 |
S2 |
15,243 |
15,243 |
15,266 |
|
S3 |
15,223 |
15,237 |
15,265 |
|
S4 |
15,203 |
15,217 |
15,259 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,210 |
19,260 |
16,099 |
|
R3 |
18,685 |
17,735 |
15,680 |
|
R2 |
17,160 |
17,160 |
15,540 |
|
R1 |
16,210 |
16,210 |
15,400 |
15,923 |
PP |
15,635 |
15,635 |
15,635 |
15,491 |
S1 |
14,685 |
14,685 |
15,120 |
14,398 |
S2 |
14,110 |
14,110 |
14,981 |
|
S3 |
12,585 |
13,160 |
14,841 |
|
S4 |
11,060 |
11,635 |
14,421 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,585 |
15,060 |
1,525 |
10.0% |
353 |
2.3% |
14% |
False |
False |
27 |
10 |
16,585 |
15,060 |
1,525 |
10.0% |
285 |
1.9% |
14% |
False |
False |
26 |
20 |
17,050 |
15,060 |
1,990 |
13.0% |
158 |
1.0% |
11% |
False |
False |
15 |
40 |
17,050 |
15,060 |
1,990 |
13.0% |
79 |
0.5% |
11% |
False |
False |
7 |
60 |
17,740 |
15,060 |
2,680 |
17.6% |
53 |
0.3% |
8% |
False |
False |
5 |
80 |
17,740 |
15,060 |
2,680 |
17.6% |
40 |
0.3% |
8% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,355 |
2.618 |
15,322 |
1.618 |
15,302 |
1.000 |
15,290 |
0.618 |
15,282 |
HIGH |
15,270 |
0.618 |
15,262 |
0.500 |
15,260 |
0.382 |
15,258 |
LOW |
15,250 |
0.618 |
15,238 |
1.000 |
15,230 |
1.618 |
15,218 |
2.618 |
15,198 |
4.250 |
15,165 |
|
|
Fisher Pivots for day following 27-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
15,267 |
15,823 |
PP |
15,263 |
15,638 |
S1 |
15,260 |
15,454 |
|