Trading Metrics calculated at close of trading on 28-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,355.21 |
17,190.51 |
-164.70 |
-0.9% |
17,736.87 |
High |
17,355.21 |
17,409.72 |
54.51 |
0.3% |
18,011.07 |
Low |
17,063.08 |
17,190.51 |
127.43 |
0.7% |
17,356.34 |
Close |
17,140.24 |
17,409.72 |
269.48 |
1.6% |
17,400.75 |
Range |
292.13 |
219.21 |
-72.92 |
-25.0% |
654.73 |
ATR |
206.08 |
210.61 |
4.53 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,994.28 |
17,921.21 |
17,530.29 |
|
R3 |
17,775.07 |
17,702.00 |
17,470.00 |
|
R2 |
17,555.86 |
17,555.86 |
17,449.91 |
|
R1 |
17,482.79 |
17,482.79 |
17,429.81 |
17,519.33 |
PP |
17,336.65 |
17,336.65 |
17,336.65 |
17,354.92 |
S1 |
17,263.58 |
17,263.58 |
17,389.63 |
17,300.12 |
S2 |
17,117.44 |
17,117.44 |
17,369.53 |
|
S3 |
16,898.23 |
17,044.37 |
17,349.44 |
|
S4 |
16,679.02 |
16,825.16 |
17,289.15 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,553.58 |
19,131.89 |
17,760.85 |
|
R3 |
18,898.85 |
18,477.16 |
17,580.80 |
|
R2 |
18,244.12 |
18,244.12 |
17,520.78 |
|
R1 |
17,822.43 |
17,822.43 |
17,460.77 |
17,705.91 |
PP |
17,589.39 |
17,589.39 |
17,589.39 |
17,531.13 |
S1 |
17,167.70 |
17,167.70 |
17,340.73 |
17,051.18 |
S2 |
16,934.66 |
16,934.66 |
17,280.72 |
|
S3 |
16,279.93 |
16,512.97 |
17,220.70 |
|
S4 |
15,625.20 |
15,858.24 |
17,040.65 |
|
|
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 |
17,063.08 |
947.99 |
5.4% |
283.68 |
1.6% |
37% |
False |
False |
|
10 |
18,011.07 |
17,063.08 |
947.99 |
5.4% |
225.42 |
1.3% |
37% |
False |
False |
|
20 |
18,016.00 |
17,063.08 |
952.92 |
5.5% |
173.54 |
1.0% |
36% |
False |
False |
|
40 |
18,016.00 |
17,063.08 |
952.92 |
5.5% |
168.86 |
1.0% |
36% |
False |
False |
|
60 |
18,167.63 |
17,063.08 |
1,104.55 |
6.3% |
162.68 |
0.9% |
31% |
False |
False |
|
80 |
18,167.63 |
16,821.86 |
1,345.77 |
7.7% |
159.51 |
0.9% |
44% |
False |
False |
|
100 |
18,167.63 |
15,503.01 |
2,664.62 |
15.3% |
175.03 |
1.0% |
72% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.6% |
201.24 |
1.2% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,341.36 |
2.618 |
17,983.61 |
1.618 |
17,764.40 |
1.000 |
17,628.93 |
0.618 |
17,545.19 |
HIGH |
17,409.72 |
0.618 |
17,325.98 |
0.500 |
17,300.12 |
0.382 |
17,274.25 |
LOW |
17,190.51 |
0.618 |
17,055.04 |
1.000 |
16,971.30 |
1.618 |
16,835.83 |
2.618 |
16,616.62 |
4.250 |
16,258.87 |
|
|
Fisher Pivots for day following 28-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,373.19 |
17,504.86 |
PP |
17,336.65 |
17,473.14 |
S1 |
17,300.12 |
17,441.43 |
|