| 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 |
9,594.0 |
9,540.0 |
-54.0 |
-0.6% |
10,117.0 |
| High |
9,620.0 |
9,655.0 |
35.0 |
0.4% |
10,300.0 |
| Low |
9,493.0 |
9,540.0 |
47.0 |
0.5% |
9,763.5 |
| Close |
9,501.0 |
9,614.0 |
113.0 |
1.2% |
9,824.5 |
| Range |
127.0 |
115.0 |
-12.0 |
-9.4% |
536.5 |
| ATR |
166.2 |
165.3 |
-0.9 |
-0.5% |
0.0 |
| Volume |
54,590 |
78,384 |
23,794 |
43.6% |
41,407 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,948.0 |
9,896.0 |
9,677.3 |
|
| R3 |
9,833.0 |
9,781.0 |
9,645.6 |
|
| R2 |
9,718.0 |
9,718.0 |
9,635.1 |
|
| R1 |
9,666.0 |
9,666.0 |
9,624.5 |
9,692.0 |
| PP |
9,603.0 |
9,603.0 |
9,603.0 |
9,616.0 |
| S1 |
9,551.0 |
9,551.0 |
9,603.5 |
9,577.0 |
| S2 |
9,488.0 |
9,488.0 |
9,592.9 |
|
| S3 |
9,373.0 |
9,436.0 |
9,582.4 |
|
| S4 |
9,258.0 |
9,321.0 |
9,550.8 |
|
|
| 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 |
10,193.5 |
9,493.0 |
700.5 |
7.3% |
172.3 |
1.8% |
17% |
False |
False |
45,123 |
| 10 |
10,300.0 |
9,493.0 |
807.0 |
8.4% |
149.2 |
1.6% |
15% |
False |
False |
23,613 |
| 20 |
10,357.0 |
9,493.0 |
864.0 |
9.0% |
138.9 |
1.4% |
14% |
False |
False |
11,909 |
| 40 |
10,508.0 |
9,493.0 |
1,015.0 |
10.6% |
144.3 |
1.5% |
12% |
False |
False |
6,035 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
10.6% |
147.0 |
1.5% |
13% |
False |
False |
4,083 |
| 80 |
10,508.0 |
9,156.5 |
1,351.5 |
14.1% |
137.0 |
1.4% |
34% |
False |
False |
3,080 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
18.5% |
137.8 |
1.4% |
50% |
False |
False |
2,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,143.8 |
|
2.618 |
9,956.1 |
|
1.618 |
9,841.1 |
|
1.000 |
9,770.0 |
|
0.618 |
9,726.1 |
|
HIGH |
9,655.0 |
|
0.618 |
9,611.1 |
|
0.500 |
9,597.5 |
|
0.382 |
9,583.9 |
|
LOW |
9,540.0 |
|
0.618 |
9,468.9 |
|
1.000 |
9,425.0 |
|
1.618 |
9,353.9 |
|
2.618 |
9,238.9 |
|
4.250 |
9,051.3 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,608.5 |
9,617.5 |
| PP |
9,603.0 |
9,616.3 |
| S1 |
9,597.5 |
9,615.2 |
|