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 |
1,280.3 |
1,288.9 |
8.6 |
0.7% |
1,276.2 |
High |
1,300.1 |
1,291.2 |
-8.9 |
-0.7% |
1,316.4 |
Low |
1,280.3 |
1,280.3 |
0.0 |
0.0% |
1,273.0 |
Close |
1,292.5 |
1,290.0 |
-2.5 |
-0.2% |
1,292.5 |
Range |
19.8 |
10.9 |
-8.9 |
-44.9% |
43.4 |
ATR |
18.2 |
17.8 |
-0.4 |
-2.4% |
0.0 |
Volume |
129 |
153 |
24 |
18.6% |
1,424 |
|
Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.9 |
1,315.8 |
1,296.0 |
|
R3 |
1,309.0 |
1,304.9 |
1,293.0 |
|
R2 |
1,298.1 |
1,298.1 |
1,292.0 |
|
R1 |
1,294.0 |
1,294.0 |
1,291.0 |
1,296.1 |
PP |
1,287.2 |
1,287.2 |
1,287.2 |
1,288.2 |
S1 |
1,283.1 |
1,283.1 |
1,289.0 |
1,285.2 |
S2 |
1,276.3 |
1,276.3 |
1,288.0 |
|
S3 |
1,265.4 |
1,272.2 |
1,287.0 |
|
S4 |
1,254.5 |
1,261.3 |
1,284.0 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.2 |
1,401.7 |
1,316.4 |
|
R3 |
1,380.8 |
1,358.3 |
1,304.4 |
|
R2 |
1,337.4 |
1,337.4 |
1,300.5 |
|
R1 |
1,314.9 |
1,314.9 |
1,296.5 |
1,326.2 |
PP |
1,294.0 |
1,294.0 |
1,294.0 |
1,299.6 |
S1 |
1,271.5 |
1,271.5 |
1,288.5 |
1,282.8 |
S2 |
1,250.6 |
1,250.6 |
1,284.5 |
|
S3 |
1,207.2 |
1,228.1 |
1,280.6 |
|
S4 |
1,163.8 |
1,184.7 |
1,268.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,316.4 |
1,277.8 |
38.6 |
3.0% |
19.1 |
1.5% |
32% |
False |
False |
249 |
10 |
1,316.4 |
1,236.5 |
79.9 |
6.2% |
16.1 |
1.2% |
67% |
False |
False |
304 |
20 |
1,316.4 |
1,199.0 |
117.4 |
9.1% |
16.6 |
1.3% |
78% |
False |
False |
53,390 |
40 |
1,316.4 |
1,199.0 |
117.4 |
9.1% |
17.7 |
1.4% |
78% |
False |
False |
130,301 |
60 |
1,316.4 |
1,199.0 |
117.4 |
9.1% |
18.2 |
1.4% |
78% |
False |
False |
141,999 |
80 |
1,316.4 |
1,199.0 |
117.4 |
9.1% |
19.7 |
1.5% |
78% |
False |
False |
114,135 |
100 |
1,316.4 |
1,110.0 |
206.4 |
16.0% |
20.5 |
1.6% |
87% |
False |
False |
92,584 |
120 |
1,316.4 |
1,059.0 |
257.4 |
20.0% |
19.5 |
1.5% |
90% |
False |
False |
77,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.5 |
2.618 |
1,319.7 |
1.618 |
1,308.8 |
1.000 |
1,302.1 |
0.618 |
1,297.9 |
HIGH |
1,291.2 |
0.618 |
1,287.0 |
0.500 |
1,285.8 |
0.382 |
1,284.5 |
LOW |
1,280.3 |
0.618 |
1,273.6 |
1.000 |
1,269.4 |
1.618 |
1,262.7 |
2.618 |
1,251.8 |
4.250 |
1,234.0 |
|
|
Fisher Pivots for day following 20-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,288.6 |
1,298.4 |
PP |
1,287.2 |
1,295.6 |
S1 |
1,285.8 |
1,292.8 |
|