| 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 |
9,699.0 |
9,594.0 |
-105.0 |
-1.1% |
10,117.0 |
| High |
9,742.0 |
9,620.0 |
-122.0 |
-1.3% |
10,300.0 |
| Low |
9,588.5 |
9,493.0 |
-95.5 |
-1.0% |
9,763.5 |
| Close |
9,672.5 |
9,501.0 |
-171.5 |
-1.8% |
9,824.5 |
| Range |
153.5 |
127.0 |
-26.5 |
-17.3% |
536.5 |
| ATR |
165.2 |
166.2 |
1.0 |
0.6% |
0.0 |
| Volume |
60,273 |
54,590 |
-5,683 |
-9.4% |
41,407 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,919.0 |
9,837.0 |
9,570.9 |
|
| R3 |
9,792.0 |
9,710.0 |
9,535.9 |
|
| R2 |
9,665.0 |
9,665.0 |
9,524.3 |
|
| R1 |
9,583.0 |
9,583.0 |
9,512.6 |
9,560.5 |
| PP |
9,538.0 |
9,538.0 |
9,538.0 |
9,526.8 |
| S1 |
9,456.0 |
9,456.0 |
9,489.4 |
9,433.5 |
| S2 |
9,411.0 |
9,411.0 |
9,477.7 |
|
| S3 |
9,284.0 |
9,329.0 |
9,466.1 |
|
| S4 |
9,157.0 |
9,202.0 |
9,431.2 |
|
|
| 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 |
10,253.0 |
9,493.0 |
760.0 |
8.0% |
166.9 |
1.8% |
1% |
False |
True |
30,450 |
| 10 |
10,300.0 |
9,493.0 |
807.0 |
8.5% |
149.7 |
1.6% |
1% |
False |
True |
15,799 |
| 20 |
10,357.0 |
9,493.0 |
864.0 |
9.1% |
145.4 |
1.5% |
1% |
False |
True |
7,995 |
| 40 |
10,508.0 |
9,493.0 |
1,015.0 |
10.7% |
146.5 |
1.5% |
1% |
False |
True |
4,080 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
10.8% |
146.7 |
1.5% |
2% |
False |
False |
2,777 |
| 80 |
10,508.0 |
9,156.5 |
1,351.5 |
14.2% |
136.8 |
1.4% |
25% |
False |
False |
2,100 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
18.7% |
137.2 |
1.4% |
43% |
False |
False |
1,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,159.8 |
|
2.618 |
9,952.5 |
|
1.618 |
9,825.5 |
|
1.000 |
9,747.0 |
|
0.618 |
9,698.5 |
|
HIGH |
9,620.0 |
|
0.618 |
9,571.5 |
|
0.500 |
9,556.5 |
|
0.382 |
9,541.5 |
|
LOW |
9,493.0 |
|
0.618 |
9,414.5 |
|
1.000 |
9,366.0 |
|
1.618 |
9,287.5 |
|
2.618 |
9,160.5 |
|
4.250 |
8,953.3 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,556.5 |
9,781.0 |
| PP |
9,538.0 |
9,687.7 |
| S1 |
9,519.5 |
9,594.3 |
|