| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
16,720 |
16,835 |
115 |
0.7% |
17,100 |
| High |
16,895 |
16,845 |
-50 |
-0.3% |
17,300 |
| Low |
16,625 |
16,545 |
-80 |
-0.5% |
16,315 |
| Close |
16,855 |
16,685 |
-170 |
-1.0% |
16,375 |
| Range |
270 |
300 |
30 |
11.1% |
985 |
| ATR |
308 |
308 |
0 |
0.1% |
0 |
| Volume |
13,543 |
11,105 |
-2,438 |
-18.0% |
3,514 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,592 |
17,438 |
16,850 |
|
| R3 |
17,292 |
17,138 |
16,768 |
|
| R2 |
16,992 |
16,992 |
16,740 |
|
| R1 |
16,838 |
16,838 |
16,713 |
16,765 |
| PP |
16,692 |
16,692 |
16,692 |
16,655 |
| S1 |
16,538 |
16,538 |
16,658 |
16,465 |
| S2 |
16,392 |
16,392 |
16,630 |
|
| S3 |
16,092 |
16,238 |
16,603 |
|
| S4 |
15,792 |
15,938 |
16,520 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,618 |
18,982 |
16,917 |
|
| R3 |
18,633 |
17,997 |
16,646 |
|
| R2 |
17,648 |
17,648 |
16,556 |
|
| R1 |
17,012 |
17,012 |
16,465 |
16,838 |
| PP |
16,663 |
16,663 |
16,663 |
16,576 |
| S1 |
16,027 |
16,027 |
16,285 |
15,853 |
| S2 |
15,678 |
15,678 |
16,195 |
|
| S3 |
14,693 |
15,042 |
16,104 |
|
| S4 |
13,708 |
14,057 |
15,833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,895 |
16,315 |
580 |
3.5% |
339 |
2.0% |
64% |
False |
False |
11,391 |
| 10 |
17,300 |
16,315 |
985 |
5.9% |
316 |
1.9% |
38% |
False |
False |
5,918 |
| 20 |
17,300 |
16,315 |
985 |
5.9% |
284 |
1.7% |
38% |
False |
False |
2,987 |
| 40 |
17,830 |
15,900 |
1,930 |
11.6% |
260 |
1.6% |
41% |
False |
False |
1,496 |
| 60 |
17,830 |
15,505 |
2,325 |
13.9% |
194 |
1.2% |
51% |
False |
False |
997 |
| 80 |
17,830 |
15,505 |
2,325 |
13.9% |
146 |
0.9% |
51% |
False |
False |
748 |
| 100 |
17,830 |
15,145 |
2,685 |
16.1% |
116 |
0.7% |
57% |
False |
False |
598 |
| 120 |
19,180 |
15,145 |
4,035 |
24.2% |
97 |
0.6% |
38% |
False |
False |
498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,120 |
|
2.618 |
17,631 |
|
1.618 |
17,331 |
|
1.000 |
17,145 |
|
0.618 |
17,031 |
|
HIGH |
16,845 |
|
0.618 |
16,731 |
|
0.500 |
16,695 |
|
0.382 |
16,660 |
|
LOW |
16,545 |
|
0.618 |
16,360 |
|
1.000 |
16,245 |
|
1.618 |
16,060 |
|
2.618 |
15,760 |
|
4.250 |
15,270 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,695 |
16,720 |
| PP |
16,692 |
16,708 |
| S1 |
16,688 |
16,697 |
|