Trading Metrics calculated at close of trading on 30-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
15,790 |
15,640 |
-150 |
-0.9% |
15,840 |
High |
15,850 |
15,840 |
-10 |
-0.1% |
16,585 |
Low |
15,465 |
15,640 |
175 |
1.1% |
15,060 |
Close |
15,830 |
15,840 |
10 |
0.1% |
15,260 |
Range |
385 |
200 |
-185 |
-48.1% |
1,525 |
ATR |
341 |
331 |
-10 |
-3.0% |
0 |
Volume |
1 |
5 |
4 |
400.0% |
92 |
|
Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,373 |
16,307 |
15,950 |
|
R3 |
16,173 |
16,107 |
15,895 |
|
R2 |
15,973 |
15,973 |
15,877 |
|
R1 |
15,907 |
15,907 |
15,858 |
15,940 |
PP |
15,773 |
15,773 |
15,773 |
15,790 |
S1 |
15,707 |
15,707 |
15,822 |
15,740 |
S2 |
15,573 |
15,573 |
15,803 |
|
S3 |
15,373 |
15,507 |
15,785 |
|
S4 |
15,173 |
15,307 |
15,730 |
|
|
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 |
16,260 |
15,060 |
1,200 |
7.6% |
372 |
2.3% |
65% |
False |
False |
24 |
10 |
16,585 |
15,060 |
1,525 |
9.6% |
284 |
1.8% |
51% |
False |
False |
18 |
20 |
16,780 |
15,060 |
1,720 |
10.9% |
190 |
1.2% |
45% |
False |
False |
15 |
40 |
17,050 |
15,060 |
1,990 |
12.6% |
95 |
0.6% |
39% |
False |
False |
7 |
60 |
17,740 |
15,060 |
2,680 |
16.9% |
63 |
0.4% |
29% |
False |
False |
5 |
80 |
17,740 |
15,060 |
2,680 |
16.9% |
48 |
0.3% |
29% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,690 |
2.618 |
16,364 |
1.618 |
16,164 |
1.000 |
16,040 |
0.618 |
15,964 |
HIGH |
15,840 |
0.618 |
15,764 |
0.500 |
15,740 |
0.382 |
15,717 |
LOW |
15,640 |
0.618 |
15,517 |
1.000 |
15,440 |
1.618 |
15,317 |
2.618 |
15,117 |
4.250 |
14,790 |
|
|
Fisher Pivots for day following 30-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
15,807 |
15,779 |
PP |
15,773 |
15,718 |
S1 |
15,740 |
15,658 |
|