Trading Metrics calculated at close of trading on 22-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,827.33 |
17,832.67 |
5.34 |
0.0% |
17,830.50 |
High |
17,877.84 |
17,920.16 |
42.32 |
0.2% |
17,893.28 |
Low |
17,799.80 |
17,770.36 |
-29.44 |
-0.2% |
17,471.29 |
Close |
17,829.73 |
17,780.83 |
-48.90 |
-0.3% |
17,675.16 |
Range |
78.04 |
149.80 |
71.76 |
92.0% |
421.99 |
ATR |
155.75 |
155.32 |
-0.42 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,273.18 |
18,176.81 |
17,863.22 |
|
R3 |
18,123.38 |
18,027.01 |
17,822.03 |
|
R2 |
17,973.58 |
17,973.58 |
17,808.29 |
|
R1 |
17,877.21 |
17,877.21 |
17,794.56 |
17,850.50 |
PP |
17,823.78 |
17,823.78 |
17,823.78 |
17,810.43 |
S1 |
17,727.41 |
17,727.41 |
17,767.10 |
17,700.70 |
S2 |
17,673.98 |
17,673.98 |
17,753.37 |
|
S3 |
17,524.18 |
17,577.61 |
17,739.64 |
|
S4 |
17,374.38 |
17,427.81 |
17,698.44 |
|
|
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% |
170.32 |
1.0% |
65% |
False |
False |
|
10 |
18,005.22 |
17,471.29 |
533.93 |
3.0% |
150.14 |
0.8% |
58% |
False |
False |
|
20 |
18,016.00 |
17,471.29 |
544.71 |
3.1% |
133.37 |
0.8% |
57% |
False |
False |
|
40 |
18,084.66 |
17,331.07 |
753.59 |
4.2% |
154.77 |
0.9% |
60% |
False |
False |
|
60 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
150.92 |
0.8% |
54% |
False |
False |
|
80 |
18,167.63 |
16,545.67 |
1,621.96 |
9.1% |
152.91 |
0.9% |
76% |
False |
False |
|
100 |
18,167.63 |
15,503.01 |
2,664.62 |
15.0% |
173.99 |
1.0% |
85% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
199.93 |
1.1% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,556.81 |
2.618 |
18,312.34 |
1.618 |
18,162.54 |
1.000 |
18,069.96 |
0.618 |
18,012.74 |
HIGH |
17,920.16 |
0.618 |
17,862.94 |
0.500 |
17,845.26 |
0.382 |
17,827.58 |
LOW |
17,770.36 |
0.618 |
17,677.78 |
1.000 |
17,620.56 |
1.618 |
17,527.98 |
2.618 |
17,378.18 |
4.250 |
17,133.71 |
|
|
Fisher Pivots for day following 22-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,845.26 |
17,841.62 |
PP |
17,823.78 |
17,821.35 |
S1 |
17,802.31 |
17,801.09 |
|