| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
16,685 |
16,350 |
-335 |
-2.0% |
16,370 |
| High |
16,740 |
16,355 |
-385 |
-2.3% |
16,895 |
| Low |
16,270 |
15,965 |
-305 |
-1.9% |
16,270 |
| Close |
16,380 |
16,000 |
-380 |
-2.3% |
16,380 |
| Range |
470 |
390 |
-80 |
-17.0% |
625 |
| ATR |
319 |
326 |
7 |
2.1% |
0 |
| Volume |
13,602 |
16,673 |
3,071 |
22.6% |
68,958 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,277 |
17,028 |
16,215 |
|
| R3 |
16,887 |
16,638 |
16,107 |
|
| R2 |
16,497 |
16,497 |
16,072 |
|
| R1 |
16,248 |
16,248 |
16,036 |
16,178 |
| PP |
16,107 |
16,107 |
16,107 |
16,071 |
| S1 |
15,858 |
15,858 |
15,964 |
15,788 |
| S2 |
15,717 |
15,717 |
15,929 |
|
| S3 |
15,327 |
15,468 |
15,893 |
|
| S4 |
14,937 |
15,078 |
15,786 |
|
|
| 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 |
15,965 |
930 |
5.8% |
347 |
2.2% |
4% |
False |
True |
13,023 |
| 10 |
17,300 |
15,965 |
1,335 |
8.3% |
368 |
2.3% |
3% |
False |
True |
8,914 |
| 20 |
17,300 |
15,965 |
1,335 |
8.3% |
291 |
1.8% |
3% |
False |
True |
4,499 |
| 40 |
17,830 |
15,900 |
1,930 |
12.1% |
280 |
1.7% |
5% |
False |
False |
2,253 |
| 60 |
17,830 |
15,505 |
2,325 |
14.5% |
207 |
1.3% |
21% |
False |
False |
1,502 |
| 80 |
17,830 |
15,505 |
2,325 |
14.5% |
156 |
1.0% |
21% |
False |
False |
1,126 |
| 100 |
17,830 |
15,145 |
2,685 |
16.8% |
125 |
0.8% |
32% |
False |
False |
901 |
| 120 |
19,030 |
15,145 |
3,885 |
24.3% |
104 |
0.7% |
22% |
False |
False |
751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,013 |
|
2.618 |
17,376 |
|
1.618 |
16,986 |
|
1.000 |
16,745 |
|
0.618 |
16,596 |
|
HIGH |
16,355 |
|
0.618 |
16,206 |
|
0.500 |
16,160 |
|
0.382 |
16,114 |
|
LOW |
15,965 |
|
0.618 |
15,724 |
|
1.000 |
15,575 |
|
1.618 |
15,334 |
|
2.618 |
14,944 |
|
4.250 |
14,308 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,160 |
16,405 |
| PP |
16,107 |
16,270 |
| S1 |
16,053 |
16,135 |
|