| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
16,835 |
16,685 |
-150 |
-0.9% |
16,370 |
| High |
16,845 |
16,740 |
-105 |
-0.6% |
16,895 |
| Low |
16,545 |
16,270 |
-275 |
-1.7% |
16,270 |
| Close |
16,685 |
16,380 |
-305 |
-1.8% |
16,380 |
| Range |
300 |
470 |
170 |
56.7% |
625 |
| ATR |
308 |
319 |
12 |
3.8% |
0 |
| Volume |
11,105 |
13,602 |
2,497 |
22.5% |
68,958 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,873 |
17,597 |
16,639 |
|
| R3 |
17,403 |
17,127 |
16,509 |
|
| R2 |
16,933 |
16,933 |
16,466 |
|
| R1 |
16,657 |
16,657 |
16,423 |
16,560 |
| PP |
16,463 |
16,463 |
16,463 |
16,415 |
| S1 |
16,187 |
16,187 |
16,337 |
16,090 |
| S2 |
15,993 |
15,993 |
16,294 |
|
| S3 |
15,523 |
15,717 |
16,251 |
|
| S4 |
15,053 |
15,247 |
16,122 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,390 |
18,010 |
16,724 |
|
| R3 |
17,765 |
17,385 |
16,552 |
|
| R2 |
17,140 |
17,140 |
16,495 |
|
| R1 |
16,760 |
16,760 |
16,437 |
16,950 |
| PP |
16,515 |
16,515 |
16,515 |
16,610 |
| S1 |
16,135 |
16,135 |
16,323 |
16,325 |
| S2 |
15,890 |
15,890 |
16,266 |
|
| S3 |
15,265 |
15,510 |
16,208 |
|
| S4 |
14,640 |
14,885 |
16,036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,895 |
16,270 |
625 |
3.8% |
344 |
2.1% |
18% |
False |
True |
13,791 |
| 10 |
17,300 |
16,270 |
1,030 |
6.3% |
344 |
2.1% |
11% |
False |
True |
7,267 |
| 20 |
17,300 |
16,270 |
1,030 |
6.3% |
294 |
1.8% |
11% |
False |
True |
3,667 |
| 40 |
17,830 |
15,900 |
1,930 |
11.8% |
271 |
1.7% |
25% |
False |
False |
1,836 |
| 60 |
17,830 |
15,505 |
2,325 |
14.2% |
202 |
1.2% |
38% |
False |
False |
1,224 |
| 80 |
17,830 |
15,505 |
2,325 |
14.2% |
151 |
0.9% |
38% |
False |
False |
918 |
| 100 |
17,830 |
15,145 |
2,685 |
16.4% |
121 |
0.7% |
46% |
False |
False |
734 |
| 120 |
19,030 |
15,145 |
3,885 |
23.7% |
101 |
0.6% |
32% |
False |
False |
612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,738 |
|
2.618 |
17,971 |
|
1.618 |
17,501 |
|
1.000 |
17,210 |
|
0.618 |
17,031 |
|
HIGH |
16,740 |
|
0.618 |
16,561 |
|
0.500 |
16,505 |
|
0.382 |
16,450 |
|
LOW |
16,270 |
|
0.618 |
15,980 |
|
1.000 |
15,800 |
|
1.618 |
15,510 |
|
2.618 |
15,040 |
|
4.250 |
14,273 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,505 |
16,583 |
| PP |
16,463 |
16,515 |
| S1 |
16,422 |
16,448 |
|