| 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 |
16,065 |
16,175 |
110 |
0.7% |
16,060 |
| High |
16,065 |
16,585 |
520 |
3.2% |
16,060 |
| Low |
16,035 |
16,175 |
140 |
0.9% |
15,385 |
| Close |
16,035 |
16,585 |
550 |
3.4% |
15,655 |
| Range |
30 |
410 |
380 |
1,266.7% |
675 |
| ATR |
247 |
269 |
22 |
8.7% |
0 |
| Volume |
1 |
12 |
11 |
1,100.0% |
134 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,678 |
17,542 |
16,811 |
|
| R3 |
17,268 |
17,132 |
16,698 |
|
| R2 |
16,858 |
16,858 |
16,660 |
|
| R1 |
16,722 |
16,722 |
16,623 |
16,790 |
| PP |
16,448 |
16,448 |
16,448 |
16,483 |
| S1 |
16,312 |
16,312 |
16,548 |
16,380 |
| S2 |
16,038 |
16,038 |
16,510 |
|
| S3 |
15,628 |
15,902 |
16,472 |
|
| S4 |
15,218 |
15,492 |
16,360 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,725 |
17,365 |
16,026 |
|
| R3 |
17,050 |
16,690 |
15,841 |
|
| R2 |
16,375 |
16,375 |
15,779 |
|
| R1 |
16,015 |
16,015 |
15,717 |
15,858 |
| PP |
15,700 |
15,700 |
15,700 |
15,621 |
| S1 |
15,340 |
15,340 |
15,593 |
15,183 |
| S2 |
15,025 |
15,025 |
15,531 |
|
| S3 |
14,350 |
14,665 |
15,470 |
|
| S4 |
13,675 |
13,990 |
15,284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,585 |
15,590 |
995 |
6.0% |
195 |
1.2% |
100% |
True |
False |
13 |
| 10 |
16,585 |
15,385 |
1,200 |
7.2% |
181 |
1.1% |
100% |
True |
False |
17 |
| 20 |
17,050 |
15,385 |
1,665 |
10.0% |
97 |
0.6% |
72% |
False |
False |
9 |
| 40 |
17,050 |
15,385 |
1,665 |
10.0% |
48 |
0.3% |
72% |
False |
False |
4 |
| 60 |
17,740 |
15,385 |
2,355 |
14.2% |
32 |
0.2% |
51% |
False |
False |
3 |
| 80 |
17,740 |
15,385 |
2,355 |
14.2% |
24 |
0.1% |
51% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,328 |
|
2.618 |
17,659 |
|
1.618 |
17,249 |
|
1.000 |
16,995 |
|
0.618 |
16,839 |
|
HIGH |
16,585 |
|
0.618 |
16,429 |
|
0.500 |
16,380 |
|
0.382 |
16,332 |
|
LOW |
16,175 |
|
0.618 |
15,922 |
|
1.000 |
15,765 |
|
1.618 |
15,512 |
|
2.618 |
15,102 |
|
4.250 |
14,433 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,517 |
16,493 |
| PP |
16,448 |
16,402 |
| S1 |
16,380 |
16,310 |
|