| 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 |
9,540.0 |
9,480.0 |
-60.0 |
-0.6% |
10,117.0 |
| High |
9,655.0 |
9,658.0 |
3.0 |
0.0% |
10,300.0 |
| Low |
9,540.0 |
9,421.0 |
-119.0 |
-1.2% |
9,763.5 |
| Close |
9,614.0 |
9,560.0 |
-54.0 |
-0.6% |
9,824.5 |
| Range |
115.0 |
237.0 |
122.0 |
106.1% |
536.5 |
| ATR |
165.3 |
170.4 |
5.1 |
3.1% |
0.0 |
| Volume |
78,384 |
117,554 |
39,170 |
50.0% |
41,407 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,257.3 |
10,145.7 |
9,690.4 |
|
| R3 |
10,020.3 |
9,908.7 |
9,625.2 |
|
| R2 |
9,783.3 |
9,783.3 |
9,603.5 |
|
| R1 |
9,671.7 |
9,671.7 |
9,581.7 |
9,727.5 |
| PP |
9,546.3 |
9,546.3 |
9,546.3 |
9,574.3 |
| S1 |
9,434.7 |
9,434.7 |
9,538.3 |
9,490.5 |
| S2 |
9,309.3 |
9,309.3 |
9,516.6 |
|
| S3 |
9,072.3 |
9,197.7 |
9,494.8 |
|
| S4 |
8,835.3 |
8,960.7 |
9,429.7 |
|
|
| 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 |
10,069.0 |
9,421.0 |
648.0 |
6.8% |
187.6 |
2.0% |
21% |
False |
True |
66,983 |
| 10 |
10,300.0 |
9,421.0 |
879.0 |
9.2% |
163.3 |
1.7% |
16% |
False |
True |
35,330 |
| 20 |
10,357.0 |
9,421.0 |
936.0 |
9.8% |
143.3 |
1.5% |
15% |
False |
True |
17,781 |
| 40 |
10,508.0 |
9,421.0 |
1,087.0 |
11.4% |
146.0 |
1.5% |
13% |
False |
True |
8,967 |
| 60 |
10,508.0 |
9,421.0 |
1,087.0 |
11.4% |
147.9 |
1.5% |
13% |
False |
True |
6,039 |
| 80 |
10,508.0 |
9,156.5 |
1,351.5 |
14.1% |
139.8 |
1.5% |
30% |
False |
False |
4,549 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
18.6% |
139.1 |
1.5% |
47% |
False |
False |
3,646 |
| 120 |
10,891.0 |
8,732.0 |
2,159.0 |
22.6% |
138.9 |
1.5% |
38% |
False |
False |
3,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,665.3 |
|
2.618 |
10,278.5 |
|
1.618 |
10,041.5 |
|
1.000 |
9,895.0 |
|
0.618 |
9,804.5 |
|
HIGH |
9,658.0 |
|
0.618 |
9,567.5 |
|
0.500 |
9,539.5 |
|
0.382 |
9,511.5 |
|
LOW |
9,421.0 |
|
0.618 |
9,274.5 |
|
1.000 |
9,184.0 |
|
1.618 |
9,037.5 |
|
2.618 |
8,800.5 |
|
4.250 |
8,413.8 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,553.2 |
9,553.2 |
| PP |
9,546.3 |
9,546.3 |
| S1 |
9,539.5 |
9,539.5 |
|