| 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 |
10,051.0 |
9,699.0 |
-352.0 |
-3.5% |
10,117.0 |
| High |
10,069.0 |
9,742.0 |
-327.0 |
-3.2% |
10,300.0 |
| Low |
9,763.5 |
9,588.5 |
-175.0 |
-1.8% |
9,763.5 |
| Close |
9,824.5 |
9,672.5 |
-152.0 |
-1.5% |
9,824.5 |
| Range |
305.5 |
153.5 |
-152.0 |
-49.8% |
536.5 |
| ATR |
159.7 |
165.2 |
5.4 |
3.4% |
0.0 |
| Volume |
24,117 |
60,273 |
36,156 |
149.9% |
41,407 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,128.2 |
10,053.8 |
9,756.9 |
|
| R3 |
9,974.7 |
9,900.3 |
9,714.7 |
|
| R2 |
9,821.2 |
9,821.2 |
9,700.6 |
|
| R1 |
9,746.8 |
9,746.8 |
9,686.6 |
9,707.3 |
| PP |
9,667.7 |
9,667.7 |
9,667.7 |
9,647.9 |
| S1 |
9,593.3 |
9,593.3 |
9,658.4 |
9,553.8 |
| S2 |
9,514.2 |
9,514.2 |
9,644.4 |
|
| S3 |
9,360.7 |
9,439.8 |
9,630.3 |
|
| S4 |
9,207.2 |
9,286.3 |
9,588.1 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,572.2 |
11,234.8 |
10,119.6 |
|
| R3 |
11,035.7 |
10,698.3 |
9,972.0 |
|
| R2 |
10,499.2 |
10,499.2 |
9,922.9 |
|
| R1 |
10,161.8 |
10,161.8 |
9,873.7 |
10,062.3 |
| PP |
9,962.7 |
9,962.7 |
9,962.7 |
9,912.9 |
| S1 |
9,625.3 |
9,625.3 |
9,775.3 |
9,525.8 |
| S2 |
9,426.2 |
9,426.2 |
9,726.1 |
|
| S3 |
8,889.7 |
9,088.8 |
9,677.0 |
|
| S4 |
8,353.2 |
8,552.3 |
9,529.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,300.0 |
9,588.5 |
711.5 |
7.4% |
171.9 |
1.8% |
12% |
False |
True |
20,196 |
| 10 |
10,357.0 |
9,588.5 |
768.5 |
7.9% |
148.9 |
1.5% |
11% |
False |
True |
10,378 |
| 20 |
10,357.0 |
9,588.5 |
768.5 |
7.9% |
139.1 |
1.4% |
11% |
False |
True |
5,266 |
| 40 |
10,508.0 |
9,588.5 |
919.5 |
9.5% |
149.0 |
1.5% |
9% |
False |
True |
2,719 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
10.6% |
149.1 |
1.5% |
18% |
False |
False |
1,868 |
| 80 |
10,508.0 |
9,156.5 |
1,351.5 |
14.0% |
136.2 |
1.4% |
38% |
False |
False |
1,418 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
18.4% |
138.4 |
1.4% |
53% |
False |
False |
1,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,394.4 |
|
2.618 |
10,143.9 |
|
1.618 |
9,990.4 |
|
1.000 |
9,895.5 |
|
0.618 |
9,836.9 |
|
HIGH |
9,742.0 |
|
0.618 |
9,683.4 |
|
0.500 |
9,665.3 |
|
0.382 |
9,647.1 |
|
LOW |
9,588.5 |
|
0.618 |
9,493.6 |
|
1.000 |
9,435.0 |
|
1.618 |
9,340.1 |
|
2.618 |
9,186.6 |
|
4.250 |
8,936.1 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,670.1 |
9,891.0 |
| PP |
9,667.7 |
9,818.2 |
| S1 |
9,665.3 |
9,745.3 |
|