| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
15,990 |
15,840 |
-150 |
-0.9% |
16,370 |
| High |
16,120 |
16,075 |
-45 |
-0.3% |
16,895 |
| Low |
15,730 |
15,785 |
55 |
0.3% |
16,270 |
| Close |
15,870 |
15,965 |
95 |
0.6% |
16,380 |
| Range |
390 |
290 |
-100 |
-25.6% |
625 |
| ATR |
331 |
328 |
-3 |
-0.9% |
0 |
| Volume |
16,832 |
14,245 |
-2,587 |
-15.4% |
68,958 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,812 |
16,678 |
16,125 |
|
| R3 |
16,522 |
16,388 |
16,045 |
|
| R2 |
16,232 |
16,232 |
16,018 |
|
| R1 |
16,098 |
16,098 |
15,992 |
16,165 |
| PP |
15,942 |
15,942 |
15,942 |
15,975 |
| S1 |
15,808 |
15,808 |
15,939 |
15,875 |
| S2 |
15,652 |
15,652 |
15,912 |
|
| S3 |
15,362 |
15,518 |
15,885 |
|
| S4 |
15,072 |
15,228 |
15,806 |
|
|
| 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 |
16,845 |
15,730 |
1,115 |
7.0% |
368 |
2.3% |
21% |
False |
False |
14,491 |
| 10 |
16,910 |
15,730 |
1,180 |
7.4% |
365 |
2.3% |
20% |
False |
False |
11,913 |
| 20 |
17,300 |
15,730 |
1,570 |
9.8% |
304 |
1.9% |
15% |
False |
False |
6,049 |
| 40 |
17,830 |
15,730 |
2,100 |
13.2% |
281 |
1.8% |
11% |
False |
False |
3,029 |
| 60 |
17,830 |
15,505 |
2,325 |
14.6% |
218 |
1.4% |
20% |
False |
False |
2,020 |
| 80 |
17,830 |
15,505 |
2,325 |
14.6% |
165 |
1.0% |
20% |
False |
False |
1,515 |
| 100 |
17,830 |
15,145 |
2,685 |
16.8% |
132 |
0.8% |
31% |
False |
False |
1,212 |
| 120 |
19,030 |
15,145 |
3,885 |
24.3% |
110 |
0.7% |
21% |
False |
False |
1,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,308 |
|
2.618 |
16,834 |
|
1.618 |
16,544 |
|
1.000 |
16,365 |
|
0.618 |
16,254 |
|
HIGH |
16,075 |
|
0.618 |
15,964 |
|
0.500 |
15,930 |
|
0.382 |
15,896 |
|
LOW |
15,785 |
|
0.618 |
15,606 |
|
1.000 |
15,495 |
|
1.618 |
15,316 |
|
2.618 |
15,026 |
|
4.250 |
14,553 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,953 |
16,043 |
| PP |
15,942 |
16,017 |
| S1 |
15,930 |
15,991 |
|