| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
15,190 |
15,240 |
50 |
0.3% |
15,715 |
| High |
15,480 |
15,645 |
165 |
1.1% |
16,720 |
| Low |
15,085 |
15,060 |
-25 |
-0.2% |
14,990 |
| Close |
15,250 |
15,635 |
385 |
2.5% |
15,245 |
| Range |
395 |
585 |
190 |
48.1% |
1,730 |
| ATR |
469 |
477 |
8 |
1.8% |
0 |
| Volume |
23,995 |
22,949 |
-1,046 |
-4.4% |
113,265 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,202 |
17,003 |
15,957 |
|
| R3 |
16,617 |
16,418 |
15,796 |
|
| R2 |
16,032 |
16,032 |
15,742 |
|
| R1 |
15,833 |
15,833 |
15,689 |
15,933 |
| PP |
15,447 |
15,447 |
15,447 |
15,496 |
| S1 |
15,248 |
15,248 |
15,582 |
15,348 |
| S2 |
14,862 |
14,862 |
15,528 |
|
| S3 |
14,277 |
14,663 |
15,474 |
|
| S4 |
13,692 |
14,078 |
15,313 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,842 |
19,773 |
16,197 |
|
| R3 |
19,112 |
18,043 |
15,721 |
|
| R2 |
17,382 |
17,382 |
15,562 |
|
| R1 |
16,313 |
16,313 |
15,404 |
15,983 |
| PP |
15,652 |
15,652 |
15,652 |
15,486 |
| S1 |
14,583 |
14,583 |
15,087 |
14,253 |
| S2 |
13,922 |
13,922 |
14,928 |
|
| S3 |
12,192 |
12,853 |
14,769 |
|
| S4 |
10,462 |
11,123 |
14,294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,720 |
14,990 |
1,730 |
11.1% |
691 |
4.4% |
37% |
False |
False |
26,474 |
| 10 |
16,720 |
14,990 |
1,730 |
11.1% |
570 |
3.6% |
37% |
False |
False |
21,393 |
| 20 |
17,185 |
14,990 |
2,195 |
14.0% |
472 |
3.0% |
29% |
False |
False |
15,973 |
| 40 |
17,300 |
14,990 |
2,310 |
14.8% |
355 |
2.3% |
28% |
False |
False |
8,020 |
| 60 |
17,830 |
14,990 |
2,840 |
18.2% |
300 |
1.9% |
23% |
False |
False |
5,348 |
| 80 |
17,830 |
14,990 |
2,840 |
18.2% |
232 |
1.5% |
23% |
False |
False |
4,011 |
| 100 |
17,830 |
14,990 |
2,840 |
18.2% |
186 |
1.2% |
23% |
False |
False |
3,209 |
| 120 |
17,830 |
14,990 |
2,840 |
18.2% |
155 |
1.0% |
23% |
False |
False |
2,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,131 |
|
2.618 |
17,177 |
|
1.618 |
16,592 |
|
1.000 |
16,230 |
|
0.618 |
16,007 |
|
HIGH |
15,645 |
|
0.618 |
15,422 |
|
0.500 |
15,353 |
|
0.382 |
15,284 |
|
LOW |
15,060 |
|
0.618 |
14,699 |
|
1.000 |
14,475 |
|
1.618 |
14,114 |
|
2.618 |
13,529 |
|
4.250 |
12,574 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,541 |
15,855 |
| PP |
15,447 |
15,782 |
| S1 |
15,353 |
15,708 |
|