| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,097.5 |
10,130.0 |
32.5 |
0.3% |
9,699.0 |
| High |
10,141.5 |
10,340.0 |
198.5 |
2.0% |
9,742.0 |
| Low |
10,032.5 |
10,090.0 |
57.5 |
0.6% |
9,421.0 |
| Close |
10,129.5 |
10,236.5 |
107.0 |
1.1% |
9,601.0 |
| Range |
109.0 |
250.0 |
141.0 |
129.4% |
321.0 |
| ATR |
180.0 |
185.0 |
5.0 |
2.8% |
0.0 |
| Volume |
107,191 |
201,088 |
93,897 |
87.6% |
413,730 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,972.2 |
10,854.3 |
10,374.0 |
|
| R3 |
10,722.2 |
10,604.3 |
10,305.3 |
|
| R2 |
10,472.2 |
10,472.2 |
10,282.3 |
|
| R1 |
10,354.3 |
10,354.3 |
10,259.4 |
10,413.3 |
| PP |
10,222.2 |
10,222.2 |
10,222.2 |
10,251.6 |
| S1 |
10,104.3 |
10,104.3 |
10,213.6 |
10,163.3 |
| S2 |
9,972.2 |
9,972.2 |
10,190.7 |
|
| S3 |
9,722.2 |
9,854.3 |
10,167.8 |
|
| S4 |
9,472.2 |
9,604.3 |
10,099.0 |
|
|
| 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 |
10,340.0 |
9,565.0 |
775.0 |
7.6% |
169.5 |
1.7% |
87% |
True |
False |
120,532 |
| 10 |
10,340.0 |
9,421.0 |
919.0 |
9.0% |
178.6 |
1.7% |
89% |
True |
False |
93,757 |
| 20 |
10,357.0 |
9,421.0 |
936.0 |
9.1% |
148.0 |
1.4% |
87% |
False |
False |
47,857 |
| 40 |
10,357.0 |
9,421.0 |
936.0 |
9.1% |
150.7 |
1.5% |
87% |
False |
False |
24,007 |
| 60 |
10,508.0 |
9,421.0 |
1,087.0 |
10.6% |
149.7 |
1.5% |
75% |
False |
False |
16,067 |
| 80 |
10,508.0 |
9,421.0 |
1,087.0 |
10.6% |
140.6 |
1.4% |
75% |
False |
False |
12,079 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.3% |
142.9 |
1.4% |
85% |
False |
False |
9,670 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.3% |
144.6 |
1.4% |
85% |
False |
False |
8,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,402.5 |
|
2.618 |
10,994.5 |
|
1.618 |
10,744.5 |
|
1.000 |
10,590.0 |
|
0.618 |
10,494.5 |
|
HIGH |
10,340.0 |
|
0.618 |
10,244.5 |
|
0.500 |
10,215.0 |
|
0.382 |
10,185.5 |
|
LOW |
10,090.0 |
|
0.618 |
9,935.5 |
|
1.000 |
9,840.0 |
|
1.618 |
9,685.5 |
|
2.618 |
9,435.5 |
|
4.250 |
9,027.5 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,229.3 |
10,200.6 |
| PP |
10,222.2 |
10,164.7 |
| S1 |
10,215.0 |
10,128.8 |
|