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 |
15,260 |
15,600 |
340 |
2.2% |
15,840 |
High |
15,270 |
15,655 |
385 |
2.5% |
16,585 |
Low |
15,250 |
15,600 |
350 |
2.3% |
15,060 |
Close |
15,270 |
15,655 |
385 |
2.5% |
15,260 |
Range |
20 |
55 |
35 |
175.0% |
1,525 |
ATR |
334 |
338 |
4 |
1.1% |
0 |
Volume |
50 |
1 |
-49 |
-98.0% |
92 |
|
Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,802 |
15,783 |
15,685 |
|
R3 |
15,747 |
15,728 |
15,670 |
|
R2 |
15,692 |
15,692 |
15,665 |
|
R1 |
15,673 |
15,673 |
15,660 |
15,683 |
PP |
15,637 |
15,637 |
15,637 |
15,641 |
S1 |
15,618 |
15,618 |
15,650 |
15,628 |
S2 |
15,582 |
15,582 |
15,645 |
|
S3 |
15,527 |
15,563 |
15,640 |
|
S4 |
15,472 |
15,508 |
15,625 |
|
|
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 |
9.7% |
343 |
2.2% |
39% |
False |
False |
25 |
10 |
16,585 |
15,060 |
1,525 |
9.7% |
285 |
1.8% |
39% |
False |
False |
25 |
20 |
16,835 |
15,060 |
1,775 |
11.3% |
160 |
1.0% |
34% |
False |
False |
15 |
40 |
17,050 |
15,060 |
1,990 |
12.7% |
80 |
0.5% |
30% |
False |
False |
7 |
60 |
17,740 |
15,060 |
2,680 |
17.1% |
54 |
0.3% |
22% |
False |
False |
5 |
80 |
17,740 |
15,060 |
2,680 |
17.1% |
40 |
0.3% |
22% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,889 |
2.618 |
15,799 |
1.618 |
15,744 |
1.000 |
15,710 |
0.618 |
15,689 |
HIGH |
15,655 |
0.618 |
15,634 |
0.500 |
15,628 |
0.382 |
15,621 |
LOW |
15,600 |
0.618 |
15,566 |
1.000 |
15,545 |
1.618 |
15,511 |
2.618 |
15,456 |
4.250 |
15,366 |
|
|
Fisher Pivots for day following 28-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
15,646 |
15,660 |
PP |
15,637 |
15,658 |
S1 |
15,628 |
15,657 |
|