Trading Metrics calculated at close of trading on 29-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,190.51 |
17,456.02 |
265.51 |
1.5% |
17,736.87 |
High |
17,409.72 |
17,704.51 |
294.79 |
1.7% |
18,011.07 |
Low |
17,190.51 |
17,456.02 |
265.51 |
1.5% |
17,356.34 |
Close |
17,409.72 |
17,694.68 |
284.96 |
1.6% |
17,400.75 |
Range |
219.21 |
248.49 |
29.28 |
13.4% |
654.73 |
ATR |
210.61 |
216.63 |
6.01 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,363.87 |
18,277.77 |
17,831.35 |
|
R3 |
18,115.38 |
18,029.28 |
17,763.01 |
|
R2 |
17,866.89 |
17,866.89 |
17,740.24 |
|
R1 |
17,780.79 |
17,780.79 |
17,717.46 |
17,823.84 |
PP |
17,618.40 |
17,618.40 |
17,618.40 |
17,639.93 |
S1 |
17,532.30 |
17,532.30 |
17,671.90 |
17,575.35 |
S2 |
17,369.91 |
17,369.91 |
17,649.12 |
|
S3 |
17,121.42 |
17,283.81 |
17,626.35 |
|
S4 |
16,872.93 |
17,035.32 |
17,558.01 |
|
|
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% |
303.42 |
1.7% |
67% |
False |
False |
|
10 |
18,011.07 |
17,063.08 |
947.99 |
5.4% |
236.87 |
1.3% |
67% |
False |
False |
|
20 |
18,016.00 |
17,063.08 |
952.92 |
5.4% |
178.75 |
1.0% |
66% |
False |
False |
|
40 |
18,016.00 |
17,063.08 |
952.92 |
5.4% |
170.07 |
1.0% |
66% |
False |
False |
|
60 |
18,167.63 |
17,063.08 |
1,104.55 |
6.2% |
164.51 |
0.9% |
57% |
False |
False |
|
80 |
18,167.63 |
16,821.86 |
1,345.77 |
7.6% |
160.63 |
0.9% |
65% |
False |
False |
|
100 |
18,167.63 |
15,503.01 |
2,664.62 |
15.1% |
174.58 |
1.0% |
82% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.4% |
199.77 |
1.1% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,760.59 |
2.618 |
18,355.06 |
1.618 |
18,106.57 |
1.000 |
17,953.00 |
0.618 |
17,858.08 |
HIGH |
17,704.51 |
0.618 |
17,609.59 |
0.500 |
17,580.27 |
0.382 |
17,550.94 |
LOW |
17,456.02 |
0.618 |
17,302.45 |
1.000 |
17,207.53 |
1.618 |
17,053.96 |
2.618 |
16,805.47 |
4.250 |
16,399.94 |
|
|
Fisher Pivots for day following 29-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,656.54 |
17,591.05 |
PP |
17,618.40 |
17,487.42 |
S1 |
17,580.27 |
17,383.80 |
|