| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,703.65 |
17,602.23 |
-101.42 |
-0.6% |
17,825.69 |
| High |
17,762.96 |
17,754.91 |
-8.05 |
0.0% |
18,016.00 |
| Low |
17,629.01 |
17,471.29 |
-157.72 |
-0.9% |
17,812.34 |
| Close |
17,640.17 |
17,733.10 |
92.93 |
0.5% |
17,865.34 |
| Range |
133.95 |
283.62 |
149.67 |
111.7% |
203.66 |
| ATR |
145.15 |
155.04 |
9.89 |
6.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,503.96 |
18,402.15 |
17,889.09 |
|
| R3 |
18,220.34 |
18,118.53 |
17,811.10 |
|
| R2 |
17,936.72 |
17,936.72 |
17,785.10 |
|
| R1 |
17,834.91 |
17,834.91 |
17,759.10 |
17,885.82 |
| PP |
17,653.10 |
17,653.10 |
17,653.10 |
17,678.55 |
| S1 |
17,551.29 |
17,551.29 |
17,707.10 |
17,602.20 |
| S2 |
17,369.48 |
17,369.48 |
17,681.10 |
|
| S3 |
17,085.86 |
17,267.67 |
17,655.10 |
|
| S4 |
16,802.24 |
16,984.05 |
17,577.11 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,508.87 |
18,390.77 |
17,977.35 |
|
| R3 |
18,305.21 |
18,187.11 |
17,921.35 |
|
| R2 |
18,101.55 |
18,101.55 |
17,902.68 |
|
| R1 |
17,983.45 |
17,983.45 |
17,884.01 |
18,042.50 |
| PP |
17,897.89 |
17,897.89 |
17,897.89 |
17,927.42 |
| S1 |
17,779.79 |
17,779.79 |
17,846.67 |
17,838.84 |
| S2 |
17,694.23 |
17,694.23 |
17,828.00 |
|
| S3 |
17,490.57 |
17,576.13 |
17,809.33 |
|
| S4 |
17,286.91 |
17,372.47 |
17,753.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,938.82 |
17,471.29 |
467.53 |
2.6% |
168.82 |
1.0% |
56% |
False |
True |
|
| 10 |
18,016.00 |
17,471.29 |
544.71 |
3.1% |
135.49 |
0.8% |
48% |
False |
True |
|
| 20 |
18,016.00 |
17,331.07 |
684.93 |
3.9% |
135.25 |
0.8% |
59% |
False |
False |
|
| 40 |
18,107.29 |
17,331.07 |
776.22 |
4.4% |
153.21 |
0.9% |
52% |
False |
False |
|
| 60 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
150.12 |
0.8% |
48% |
False |
False |
|
| 80 |
18,167.63 |
16,165.86 |
2,001.77 |
11.3% |
157.92 |
0.9% |
78% |
False |
False |
|
| 100 |
18,167.63 |
15,503.01 |
2,664.62 |
15.0% |
180.95 |
1.0% |
84% |
False |
False |
|
| 120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
199.28 |
1.1% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,960.30 |
|
2.618 |
18,497.43 |
|
1.618 |
18,213.81 |
|
1.000 |
18,038.53 |
|
0.618 |
17,930.19 |
|
HIGH |
17,754.91 |
|
0.618 |
17,646.57 |
|
0.500 |
17,613.10 |
|
0.382 |
17,579.63 |
|
LOW |
17,471.29 |
|
0.618 |
17,296.01 |
|
1.000 |
17,187.67 |
|
1.618 |
17,012.39 |
|
2.618 |
16,728.77 |
|
4.250 |
16,265.91 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,693.10 |
17,694.44 |
| PP |
17,653.10 |
17,655.78 |
| S1 |
17,613.10 |
17,617.13 |
|