| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,130.0 |
9,350.0 |
-780.0 |
-7.7% |
9,865.0 |
| High |
10,340.0 |
9,708.5 |
-631.5 |
-6.1% |
10,340.0 |
| Low |
10,090.0 |
9,152.5 |
-937.5 |
-9.3% |
9,152.5 |
| Close |
10,236.5 |
9,558.0 |
-678.5 |
-6.6% |
9,558.0 |
| Range |
250.0 |
556.0 |
306.0 |
122.4% |
1,187.5 |
| ATR |
185.0 |
249.2 |
64.2 |
34.7% |
0.0 |
| Volume |
201,088 |
150,644 |
-50,444 |
-25.1% |
650,376 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,141.0 |
10,905.5 |
9,863.8 |
|
| R3 |
10,585.0 |
10,349.5 |
9,710.9 |
|
| R2 |
10,029.0 |
10,029.0 |
9,659.9 |
|
| R1 |
9,793.5 |
9,793.5 |
9,609.0 |
9,911.3 |
| PP |
9,473.0 |
9,473.0 |
9,473.0 |
9,531.9 |
| S1 |
9,237.5 |
9,237.5 |
9,507.0 |
9,355.3 |
| S2 |
8,917.0 |
8,917.0 |
9,456.1 |
|
| S3 |
8,361.0 |
8,681.5 |
9,405.1 |
|
| S4 |
7,805.0 |
8,125.5 |
9,252.2 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,246.0 |
12,589.5 |
10,211.1 |
|
| R3 |
12,058.5 |
11,402.0 |
9,884.6 |
|
| R2 |
10,871.0 |
10,871.0 |
9,775.7 |
|
| R1 |
10,214.5 |
10,214.5 |
9,666.9 |
9,949.0 |
| PP |
9,683.5 |
9,683.5 |
9,683.5 |
9,550.8 |
| S1 |
9,027.0 |
9,027.0 |
9,449.1 |
8,761.5 |
| S2 |
8,496.0 |
8,496.0 |
9,340.3 |
|
| S3 |
7,308.5 |
7,839.5 |
9,231.4 |
|
| S4 |
6,121.0 |
6,652.0 |
8,904.9 |
|
|
| 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 |
9,152.5 |
1,187.5 |
12.4% |
251.2 |
2.6% |
34% |
False |
True |
130,075 |
| 10 |
10,340.0 |
9,152.5 |
1,187.5 |
12.4% |
203.6 |
2.1% |
34% |
False |
True |
106,410 |
| 20 |
10,357.0 |
9,152.5 |
1,204.5 |
12.6% |
170.8 |
1.8% |
34% |
False |
True |
55,385 |
| 40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.6% |
159.7 |
1.7% |
34% |
False |
True |
27,768 |
| 60 |
10,508.0 |
9,152.5 |
1,355.5 |
14.2% |
157.5 |
1.6% |
30% |
False |
True |
18,576 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
14.2% |
145.5 |
1.5% |
30% |
False |
True |
13,962 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
18.6% |
146.2 |
1.5% |
47% |
False |
False |
11,177 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
18.6% |
147.9 |
1.5% |
47% |
False |
False |
9,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,071.5 |
|
2.618 |
11,164.1 |
|
1.618 |
10,608.1 |
|
1.000 |
10,264.5 |
|
0.618 |
10,052.1 |
|
HIGH |
9,708.5 |
|
0.618 |
9,496.1 |
|
0.500 |
9,430.5 |
|
0.382 |
9,364.9 |
|
LOW |
9,152.5 |
|
0.618 |
8,808.9 |
|
1.000 |
8,596.5 |
|
1.618 |
8,252.9 |
|
2.618 |
7,696.9 |
|
4.250 |
6,789.5 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,515.5 |
9,746.3 |
| PP |
9,473.0 |
9,683.5 |
| S1 |
9,430.5 |
9,620.8 |
|