| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
9,865.0 |
9,968.0 |
103.0 |
1.0% |
9,699.0 |
| High |
9,985.0 |
10,111.5 |
126.5 |
1.3% |
9,742.0 |
| Low |
9,838.0 |
9,917.5 |
79.5 |
0.8% |
9,421.0 |
| Close |
9,951.5 |
10,029.5 |
78.0 |
0.8% |
9,601.0 |
| Range |
147.0 |
194.0 |
47.0 |
32.0% |
321.0 |
| ATR |
184.5 |
185.2 |
0.7 |
0.4% |
0.0 |
| Volume |
97,314 |
94,139 |
-3,175 |
-3.3% |
413,730 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,601.5 |
10,509.5 |
10,136.2 |
|
| R3 |
10,407.5 |
10,315.5 |
10,082.9 |
|
| R2 |
10,213.5 |
10,213.5 |
10,065.1 |
|
| R1 |
10,121.5 |
10,121.5 |
10,047.3 |
10,167.5 |
| PP |
10,019.5 |
10,019.5 |
10,019.5 |
10,042.5 |
| S1 |
9,927.5 |
9,927.5 |
10,011.7 |
9,973.5 |
| S2 |
9,825.5 |
9,825.5 |
9,993.9 |
|
| S3 |
9,631.5 |
9,733.5 |
9,976.2 |
|
| S4 |
9,437.5 |
9,539.5 |
9,922.8 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,551.0 |
10,397.0 |
9,777.6 |
|
| R3 |
10,230.0 |
10,076.0 |
9,689.3 |
|
| R2 |
9,909.0 |
9,909.0 |
9,659.9 |
|
| R1 |
9,755.0 |
9,755.0 |
9,630.4 |
9,671.5 |
| PP |
9,588.0 |
9,588.0 |
9,588.0 |
9,546.3 |
| S1 |
9,434.0 |
9,434.0 |
9,571.6 |
9,350.5 |
| S2 |
9,267.0 |
9,267.0 |
9,542.2 |
|
| S3 |
8,946.0 |
9,113.0 |
9,512.7 |
|
| S4 |
8,625.0 |
8,792.0 |
9,424.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,111.5 |
9,421.0 |
690.5 |
6.9% |
168.1 |
1.7% |
88% |
True |
False |
98,064 |
| 10 |
10,253.0 |
9,421.0 |
832.0 |
8.3% |
167.5 |
1.7% |
73% |
False |
False |
64,257 |
| 20 |
10,357.0 |
9,421.0 |
936.0 |
9.3% |
151.6 |
1.5% |
65% |
False |
False |
32,462 |
| 40 |
10,409.0 |
9,421.0 |
988.0 |
9.9% |
148.7 |
1.5% |
62% |
False |
False |
16,318 |
| 60 |
10,508.0 |
9,421.0 |
1,087.0 |
10.8% |
148.4 |
1.5% |
56% |
False |
False |
10,933 |
| 80 |
10,508.0 |
9,365.0 |
1,143.0 |
11.4% |
139.4 |
1.4% |
58% |
False |
False |
8,226 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.7% |
141.2 |
1.4% |
73% |
False |
False |
6,588 |
| 120 |
10,817.0 |
8,732.0 |
2,085.0 |
20.8% |
142.9 |
1.4% |
62% |
False |
False |
5,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,936.0 |
|
2.618 |
10,619.4 |
|
1.618 |
10,425.4 |
|
1.000 |
10,305.5 |
|
0.618 |
10,231.4 |
|
HIGH |
10,111.5 |
|
0.618 |
10,037.4 |
|
0.500 |
10,014.5 |
|
0.382 |
9,991.6 |
|
LOW |
9,917.5 |
|
0.618 |
9,797.6 |
|
1.000 |
9,723.5 |
|
1.618 |
9,603.6 |
|
2.618 |
9,409.6 |
|
4.250 |
9,093.0 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,024.5 |
9,965.8 |
| PP |
10,019.5 |
9,902.0 |
| S1 |
10,014.5 |
9,838.3 |
|