Trading Metrics calculated at close of trading on 20-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,733.44 |
17,736.87 |
3.43 |
0.0% |
17,830.50 |
High |
17,733.44 |
17,946.36 |
212.92 |
1.2% |
17,893.28 |
Low |
17,602.78 |
17,736.87 |
134.09 |
0.8% |
17,471.29 |
Close |
17,675.16 |
17,804.87 |
129.71 |
0.7% |
17,675.16 |
Range |
130.66 |
209.49 |
78.83 |
60.3% |
421.99 |
ATR |
153.30 |
161.72 |
8.42 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,457.84 |
18,340.84 |
17,920.09 |
|
R3 |
18,248.35 |
18,131.35 |
17,862.48 |
|
R2 |
18,038.86 |
18,038.86 |
17,843.28 |
|
R1 |
17,921.86 |
17,921.86 |
17,824.07 |
17,980.36 |
PP |
17,829.37 |
17,829.37 |
17,829.37 |
17,858.62 |
S1 |
17,712.37 |
17,712.37 |
17,785.67 |
17,770.87 |
S2 |
17,619.88 |
17,619.88 |
17,766.46 |
|
S3 |
17,410.39 |
17,502.88 |
17,747.26 |
|
S4 |
17,200.90 |
17,293.39 |
17,689.65 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,945.88 |
18,732.51 |
17,907.25 |
|
R3 |
18,523.89 |
18,310.52 |
17,791.21 |
|
R2 |
18,101.90 |
18,101.90 |
17,752.52 |
|
R1 |
17,888.53 |
17,888.53 |
17,713.84 |
17,784.22 |
PP |
17,679.91 |
17,679.91 |
17,679.91 |
17,627.76 |
S1 |
17,466.54 |
17,466.54 |
17,636.48 |
17,362.23 |
S2 |
17,257.92 |
17,257.92 |
17,597.80 |
|
S3 |
16,835.93 |
17,044.55 |
17,559.11 |
|
S4 |
16,413.94 |
16,622.56 |
17,443.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,946.36 |
17,471.29 |
475.07 |
2.7% |
179.17 |
1.0% |
70% |
True |
False |
|
10 |
18,016.00 |
17,471.29 |
544.71 |
3.1% |
142.47 |
0.8% |
61% |
False |
False |
|
20 |
18,016.00 |
17,471.29 |
544.71 |
3.1% |
136.38 |
0.8% |
61% |
False |
False |
|
40 |
18,084.66 |
17,331.07 |
753.59 |
4.2% |
155.20 |
0.9% |
63% |
False |
False |
|
60 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
152.11 |
0.9% |
57% |
False |
False |
|
80 |
18,167.63 |
16,510.40 |
1,657.23 |
9.3% |
154.91 |
0.9% |
78% |
False |
False |
|
100 |
18,167.63 |
15,503.01 |
2,664.62 |
15.0% |
177.85 |
1.0% |
86% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
200.76 |
1.1% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,836.69 |
2.618 |
18,494.80 |
1.618 |
18,285.31 |
1.000 |
18,155.85 |
0.618 |
18,075.82 |
HIGH |
17,946.36 |
0.618 |
17,866.33 |
0.500 |
17,841.62 |
0.382 |
17,816.90 |
LOW |
17,736.87 |
0.618 |
17,607.41 |
1.000 |
17,527.38 |
1.618 |
17,397.92 |
2.618 |
17,188.43 |
4.250 |
16,846.54 |
|
|
Fisher Pivots for day following 20-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,841.62 |
17,772.86 |
PP |
17,829.37 |
17,740.84 |
S1 |
17,817.12 |
17,708.83 |
|