| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
9,968.0 |
10,097.5 |
129.5 |
1.3% |
9,699.0 |
| High |
10,111.5 |
10,141.5 |
30.0 |
0.3% |
9,742.0 |
| Low |
9,917.5 |
10,032.5 |
115.0 |
1.2% |
9,421.0 |
| Close |
10,029.5 |
10,129.5 |
100.0 |
1.0% |
9,601.0 |
| Range |
194.0 |
109.0 |
-85.0 |
-43.8% |
321.0 |
| ATR |
185.2 |
180.0 |
-5.2 |
-2.8% |
0.0 |
| Volume |
94,139 |
107,191 |
13,052 |
13.9% |
413,730 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,428.2 |
10,387.8 |
10,189.5 |
|
| R3 |
10,319.2 |
10,278.8 |
10,159.5 |
|
| R2 |
10,210.2 |
10,210.2 |
10,149.5 |
|
| R1 |
10,169.8 |
10,169.8 |
10,139.5 |
10,190.0 |
| PP |
10,101.2 |
10,101.2 |
10,101.2 |
10,111.3 |
| S1 |
10,060.8 |
10,060.8 |
10,119.5 |
10,081.0 |
| S2 |
9,992.2 |
9,992.2 |
10,109.5 |
|
| S3 |
9,883.2 |
9,951.8 |
10,099.5 |
|
| S4 |
9,774.2 |
9,842.8 |
10,069.6 |
|
|
| 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 |
10,141.5 |
9,421.0 |
720.5 |
7.1% |
166.9 |
1.6% |
98% |
True |
False |
103,825 |
| 10 |
10,193.5 |
9,421.0 |
772.5 |
7.6% |
169.6 |
1.7% |
92% |
False |
False |
74,474 |
| 20 |
10,357.0 |
9,421.0 |
936.0 |
9.2% |
140.1 |
1.4% |
76% |
False |
False |
37,806 |
| 40 |
10,368.0 |
9,421.0 |
947.0 |
9.3% |
147.2 |
1.5% |
75% |
False |
False |
18,995 |
| 60 |
10,508.0 |
9,421.0 |
1,087.0 |
10.7% |
148.1 |
1.5% |
65% |
False |
False |
12,718 |
| 80 |
10,508.0 |
9,365.0 |
1,143.0 |
11.3% |
139.0 |
1.4% |
67% |
False |
False |
9,565 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.5% |
141.7 |
1.4% |
79% |
False |
False |
7,660 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.5% |
143.8 |
1.4% |
79% |
False |
False |
6,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,604.8 |
|
2.618 |
10,426.9 |
|
1.618 |
10,317.9 |
|
1.000 |
10,250.5 |
|
0.618 |
10,208.9 |
|
HIGH |
10,141.5 |
|
0.618 |
10,099.9 |
|
0.500 |
10,087.0 |
|
0.382 |
10,074.1 |
|
LOW |
10,032.5 |
|
0.618 |
9,965.1 |
|
1.000 |
9,923.5 |
|
1.618 |
9,856.1 |
|
2.618 |
9,747.1 |
|
4.250 |
9,569.3 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,115.3 |
10,082.9 |
| PP |
10,101.2 |
10,036.3 |
| S1 |
10,087.0 |
9,989.8 |
|