Trading Metrics calculated at close of trading on 29-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
15,600 |
15,790 |
190 |
1.2% |
15,840 |
High |
15,655 |
15,850 |
195 |
1.2% |
16,585 |
Low |
15,600 |
15,465 |
-135 |
-0.9% |
15,060 |
Close |
15,655 |
15,830 |
175 |
1.1% |
15,260 |
Range |
55 |
385 |
330 |
600.0% |
1,525 |
ATR |
338 |
341 |
3 |
1.0% |
0 |
Volume |
1 |
1 |
0 |
0.0% |
92 |
|
Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,870 |
16,735 |
16,042 |
|
R3 |
16,485 |
16,350 |
15,936 |
|
R2 |
16,100 |
16,100 |
15,901 |
|
R1 |
15,965 |
15,965 |
15,865 |
16,033 |
PP |
15,715 |
15,715 |
15,715 |
15,749 |
S1 |
15,580 |
15,580 |
15,795 |
15,648 |
S2 |
15,330 |
15,330 |
15,760 |
|
S3 |
14,945 |
15,195 |
15,724 |
|
S4 |
14,560 |
14,810 |
15,618 |
|
|
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 |
9.6% |
414 |
2.6% |
50% |
False |
False |
25 |
10 |
16,585 |
15,060 |
1,525 |
9.6% |
317 |
2.0% |
50% |
False |
False |
25 |
20 |
16,780 |
15,060 |
1,720 |
10.9% |
180 |
1.1% |
45% |
False |
False |
15 |
40 |
17,050 |
15,060 |
1,990 |
12.6% |
90 |
0.6% |
39% |
False |
False |
7 |
60 |
17,740 |
15,060 |
2,680 |
16.9% |
60 |
0.4% |
29% |
False |
False |
5 |
80 |
17,740 |
15,060 |
2,680 |
16.9% |
45 |
0.3% |
29% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,486 |
2.618 |
16,858 |
1.618 |
16,473 |
1.000 |
16,235 |
0.618 |
16,088 |
HIGH |
15,850 |
0.618 |
15,703 |
0.500 |
15,658 |
0.382 |
15,612 |
LOW |
15,465 |
0.618 |
15,227 |
1.000 |
15,080 |
1.618 |
14,842 |
2.618 |
14,457 |
4.250 |
13,829 |
|
|
Fisher Pivots for day following 29-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
15,773 |
15,737 |
PP |
15,715 |
15,643 |
S1 |
15,658 |
15,550 |
|