Trading Metrics calculated at close of trading on 23-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,832.67 |
17,844.11 |
11.44 |
0.1% |
17,830.50 |
High |
17,920.16 |
18,011.07 |
90.91 |
0.5% |
17,893.28 |
Low |
17,770.36 |
17,844.11 |
73.75 |
0.4% |
17,471.29 |
Close |
17,780.83 |
18,011.07 |
230.24 |
1.3% |
17,675.16 |
Range |
149.80 |
166.96 |
17.16 |
11.5% |
421.99 |
ATR |
155.32 |
160.67 |
5.35 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,456.30 |
18,400.64 |
18,102.90 |
|
R3 |
18,289.34 |
18,233.68 |
18,056.98 |
|
R2 |
18,122.38 |
18,122.38 |
18,041.68 |
|
R1 |
18,066.72 |
18,066.72 |
18,026.37 |
18,094.55 |
PP |
17,955.42 |
17,955.42 |
17,955.42 |
17,969.33 |
S1 |
17,899.76 |
17,899.76 |
17,995.77 |
17,927.59 |
S2 |
17,788.46 |
17,788.46 |
17,980.46 |
|
S3 |
17,621.50 |
17,732.80 |
17,965.16 |
|
S4 |
17,454.54 |
17,565.84 |
17,919.24 |
|
|
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 |
18,011.07 |
17,602.78 |
408.29 |
2.3% |
146.99 |
0.8% |
100% |
True |
False |
|
10 |
18,011.07 |
17,471.29 |
539.78 |
3.0% |
157.91 |
0.9% |
100% |
True |
False |
|
20 |
18,016.00 |
17,471.29 |
544.71 |
3.0% |
133.89 |
0.7% |
99% |
False |
False |
|
40 |
18,035.73 |
17,331.07 |
704.66 |
3.9% |
154.84 |
0.9% |
97% |
False |
False |
|
60 |
18,167.63 |
17,331.07 |
836.56 |
4.6% |
151.40 |
0.8% |
81% |
False |
False |
|
80 |
18,167.63 |
16,766.32 |
1,401.31 |
7.8% |
151.00 |
0.8% |
89% |
False |
False |
|
100 |
18,167.63 |
15,503.01 |
2,664.62 |
14.8% |
173.54 |
1.0% |
94% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
199.91 |
1.1% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,720.65 |
2.618 |
18,448.17 |
1.618 |
18,281.21 |
1.000 |
18,178.03 |
0.618 |
18,114.25 |
HIGH |
18,011.07 |
0.618 |
17,947.29 |
0.500 |
17,927.59 |
0.382 |
17,907.89 |
LOW |
17,844.11 |
0.618 |
17,740.93 |
1.000 |
17,677.15 |
1.618 |
17,573.97 |
2.618 |
17,407.01 |
4.250 |
17,134.53 |
|
|
Fisher Pivots for day following 23-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,983.24 |
17,970.95 |
PP |
17,955.42 |
17,930.83 |
S1 |
17,927.59 |
17,890.72 |
|