Trading Metrics calculated at close of trading on 21-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,736.87 |
17,827.33 |
90.46 |
0.5% |
17,830.50 |
High |
17,946.36 |
17,877.84 |
-68.52 |
-0.4% |
17,893.28 |
Low |
17,736.87 |
17,799.80 |
62.93 |
0.4% |
17,471.29 |
Close |
17,804.87 |
17,829.73 |
24.86 |
0.1% |
17,675.16 |
Range |
209.49 |
78.04 |
-131.45 |
-62.7% |
421.99 |
ATR |
161.72 |
155.75 |
-5.98 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,069.91 |
18,027.86 |
17,872.65 |
|
R3 |
17,991.87 |
17,949.82 |
17,851.19 |
|
R2 |
17,913.83 |
17,913.83 |
17,844.04 |
|
R1 |
17,871.78 |
17,871.78 |
17,836.88 |
17,892.81 |
PP |
17,835.79 |
17,835.79 |
17,835.79 |
17,846.30 |
S1 |
17,793.74 |
17,793.74 |
17,822.58 |
17,814.77 |
S2 |
17,757.75 |
17,757.75 |
17,815.42 |
|
S3 |
17,679.71 |
17,715.70 |
17,808.27 |
|
S4 |
17,601.67 |
17,637.66 |
17,786.81 |
|
|
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% |
167.15 |
0.9% |
75% |
False |
False |
|
10 |
18,016.00 |
17,471.29 |
544.71 |
3.1% |
143.57 |
0.8% |
66% |
False |
False |
|
20 |
18,016.00 |
17,471.29 |
544.71 |
3.1% |
136.75 |
0.8% |
66% |
False |
False |
|
40 |
18,084.66 |
17,331.07 |
753.59 |
4.2% |
153.77 |
0.9% |
66% |
False |
False |
|
60 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
151.89 |
0.9% |
60% |
False |
False |
|
80 |
18,167.63 |
16,510.40 |
1,657.23 |
9.3% |
153.73 |
0.9% |
80% |
False |
False |
|
100 |
18,167.63 |
15,503.01 |
2,664.62 |
14.9% |
176.25 |
1.0% |
87% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
199.73 |
1.1% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,209.51 |
2.618 |
18,082.15 |
1.618 |
18,004.11 |
1.000 |
17,955.88 |
0.618 |
17,926.07 |
HIGH |
17,877.84 |
0.618 |
17,848.03 |
0.500 |
17,838.82 |
0.382 |
17,829.61 |
LOW |
17,799.80 |
0.618 |
17,751.57 |
1.000 |
17,721.76 |
1.618 |
17,673.53 |
2.618 |
17,595.49 |
4.250 |
17,468.13 |
|
|
Fisher Pivots for day following 21-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,838.82 |
17,811.34 |
PP |
17,835.79 |
17,792.96 |
S1 |
17,832.76 |
17,774.57 |
|