| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
16,350 |
15,990 |
-360 |
-2.2% |
16,370 |
| High |
16,355 |
16,120 |
-235 |
-1.4% |
16,895 |
| Low |
15,965 |
15,730 |
-235 |
-1.5% |
16,270 |
| Close |
16,000 |
15,870 |
-130 |
-0.8% |
16,380 |
| Range |
390 |
390 |
0 |
0.0% |
625 |
| ATR |
326 |
331 |
5 |
1.4% |
0 |
| Volume |
16,673 |
16,832 |
159 |
1.0% |
68,958 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,077 |
16,863 |
16,085 |
|
| R3 |
16,687 |
16,473 |
15,977 |
|
| R2 |
16,297 |
16,297 |
15,942 |
|
| R1 |
16,083 |
16,083 |
15,906 |
15,995 |
| PP |
15,907 |
15,907 |
15,907 |
15,863 |
| S1 |
15,693 |
15,693 |
15,834 |
15,605 |
| S2 |
15,517 |
15,517 |
15,799 |
|
| S3 |
15,127 |
15,303 |
15,763 |
|
| S4 |
14,737 |
14,913 |
15,656 |
|
|
| 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 |
15,730 |
1,165 |
7.3% |
364 |
2.3% |
12% |
False |
True |
14,351 |
| 10 |
17,185 |
15,730 |
1,455 |
9.2% |
375 |
2.4% |
10% |
False |
True |
10,553 |
| 20 |
17,300 |
15,730 |
1,570 |
9.9% |
300 |
1.9% |
9% |
False |
True |
5,338 |
| 40 |
17,830 |
15,730 |
2,100 |
13.2% |
281 |
1.8% |
7% |
False |
True |
2,673 |
| 60 |
17,830 |
15,505 |
2,325 |
14.7% |
214 |
1.3% |
16% |
False |
False |
1,782 |
| 80 |
17,830 |
15,505 |
2,325 |
14.7% |
161 |
1.0% |
16% |
False |
False |
1,337 |
| 100 |
17,830 |
15,145 |
2,685 |
16.9% |
129 |
0.8% |
27% |
False |
False |
1,069 |
| 120 |
19,030 |
15,145 |
3,885 |
24.5% |
108 |
0.7% |
19% |
False |
False |
891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,778 |
|
2.618 |
17,141 |
|
1.618 |
16,751 |
|
1.000 |
16,510 |
|
0.618 |
16,361 |
|
HIGH |
16,120 |
|
0.618 |
15,971 |
|
0.500 |
15,925 |
|
0.382 |
15,879 |
|
LOW |
15,730 |
|
0.618 |
15,489 |
|
1.000 |
15,340 |
|
1.618 |
15,099 |
|
2.618 |
14,709 |
|
4.250 |
14,073 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,925 |
16,235 |
| PP |
15,907 |
16,113 |
| S1 |
15,888 |
15,992 |
|