| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
15,840 |
15,955 |
115 |
0.7% |
16,370 |
| High |
16,075 |
15,990 |
-85 |
-0.5% |
16,895 |
| Low |
15,785 |
15,320 |
-465 |
-2.9% |
16,270 |
| Close |
15,965 |
15,665 |
-300 |
-1.9% |
16,380 |
| Range |
290 |
670 |
380 |
131.0% |
625 |
| ATR |
328 |
352 |
24 |
7.5% |
0 |
| Volume |
14,245 |
23,559 |
9,314 |
65.4% |
68,958 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,668 |
17,337 |
16,034 |
|
| R3 |
16,998 |
16,667 |
15,849 |
|
| R2 |
16,328 |
16,328 |
15,788 |
|
| R1 |
15,997 |
15,997 |
15,727 |
15,828 |
| PP |
15,658 |
15,658 |
15,658 |
15,574 |
| S1 |
15,327 |
15,327 |
15,604 |
15,158 |
| S2 |
14,988 |
14,988 |
15,542 |
|
| S3 |
14,318 |
14,657 |
15,481 |
|
| S4 |
13,648 |
13,987 |
15,297 |
|
|
| 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 |
16,740 |
15,320 |
1,420 |
9.1% |
442 |
2.8% |
24% |
False |
True |
16,982 |
| 10 |
16,895 |
15,320 |
1,575 |
10.1% |
391 |
2.5% |
22% |
False |
True |
14,186 |
| 20 |
17,300 |
15,320 |
1,980 |
12.6% |
332 |
2.1% |
17% |
False |
True |
7,227 |
| 40 |
17,830 |
15,320 |
2,510 |
16.0% |
290 |
1.9% |
14% |
False |
True |
3,618 |
| 60 |
17,830 |
15,320 |
2,510 |
16.0% |
228 |
1.5% |
14% |
False |
True |
2,412 |
| 80 |
17,830 |
15,320 |
2,510 |
16.0% |
173 |
1.1% |
14% |
False |
True |
1,809 |
| 100 |
17,830 |
15,145 |
2,685 |
17.1% |
139 |
0.9% |
19% |
False |
False |
1,447 |
| 120 |
19,030 |
15,145 |
3,885 |
24.8% |
116 |
0.7% |
13% |
False |
False |
1,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,838 |
|
2.618 |
17,744 |
|
1.618 |
17,074 |
|
1.000 |
16,660 |
|
0.618 |
16,404 |
|
HIGH |
15,990 |
|
0.618 |
15,734 |
|
0.500 |
15,655 |
|
0.382 |
15,576 |
|
LOW |
15,320 |
|
0.618 |
14,906 |
|
1.000 |
14,650 |
|
1.618 |
14,236 |
|
2.618 |
13,566 |
|
4.250 |
12,473 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,662 |
15,720 |
| PP |
15,658 |
15,702 |
| S1 |
15,655 |
15,683 |
|