| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,946.63 |
17,355.21 |
-591.42 |
-3.3% |
17,736.87 |
| High |
17,946.63 |
17,355.21 |
-591.42 |
-3.3% |
18,011.07 |
| Low |
17,356.34 |
17,063.08 |
-293.26 |
-1.7% |
17,356.34 |
| Close |
17,400.75 |
17,140.24 |
-260.51 |
-1.5% |
17,400.75 |
| Range |
590.29 |
292.13 |
-298.16 |
-50.5% |
654.73 |
| ATR |
195.96 |
206.08 |
10.12 |
5.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,062.57 |
17,893.53 |
17,300.91 |
|
| R3 |
17,770.44 |
17,601.40 |
17,220.58 |
|
| R2 |
17,478.31 |
17,478.31 |
17,193.80 |
|
| R1 |
17,309.27 |
17,309.27 |
17,167.02 |
17,247.73 |
| PP |
17,186.18 |
17,186.18 |
17,186.18 |
17,155.40 |
| S1 |
17,017.14 |
17,017.14 |
17,113.46 |
16,955.60 |
| S2 |
16,894.05 |
16,894.05 |
17,086.68 |
|
| S3 |
16,601.92 |
16,725.01 |
17,059.90 |
|
| S4 |
16,309.79 |
16,432.88 |
16,979.57 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,553.58 |
19,131.89 |
17,760.85 |
|
| R3 |
18,898.85 |
18,477.16 |
17,580.80 |
|
| R2 |
18,244.12 |
18,244.12 |
17,520.78 |
|
| R1 |
17,822.43 |
17,822.43 |
17,460.77 |
17,705.91 |
| PP |
17,589.39 |
17,589.39 |
17,589.39 |
17,531.13 |
| S1 |
17,167.70 |
17,167.70 |
17,340.73 |
17,051.18 |
| S2 |
16,934.66 |
16,934.66 |
17,280.72 |
|
| S3 |
16,279.93 |
16,512.97 |
17,220.70 |
|
| S4 |
15,625.20 |
15,858.24 |
17,040.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,011.07 |
17,063.08 |
947.99 |
5.5% |
255.44 |
1.5% |
8% |
False |
True |
|
| 10 |
18,011.07 |
17,063.08 |
947.99 |
5.5% |
217.31 |
1.3% |
8% |
False |
True |
|
| 20 |
18,016.00 |
17,063.08 |
952.92 |
5.6% |
171.34 |
1.0% |
8% |
False |
True |
|
| 40 |
18,016.00 |
17,063.08 |
952.92 |
5.6% |
166.84 |
1.0% |
8% |
False |
True |
|
| 60 |
18,167.63 |
17,063.08 |
1,104.55 |
6.4% |
160.62 |
0.9% |
7% |
False |
True |
|
| 80 |
18,167.63 |
16,821.86 |
1,345.77 |
7.9% |
158.81 |
0.9% |
24% |
False |
False |
|
| 100 |
18,167.63 |
15,503.01 |
2,664.62 |
15.5% |
175.04 |
1.0% |
61% |
False |
False |
|
| 120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.9% |
202.22 |
1.2% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,596.76 |
|
2.618 |
18,120.01 |
|
1.618 |
17,827.88 |
|
1.000 |
17,647.34 |
|
0.618 |
17,535.75 |
|
HIGH |
17,355.21 |
|
0.618 |
17,243.62 |
|
0.500 |
17,209.15 |
|
0.382 |
17,174.67 |
|
LOW |
17,063.08 |
|
0.618 |
16,882.54 |
|
1.000 |
16,770.95 |
|
1.618 |
16,590.41 |
|
2.618 |
16,298.28 |
|
4.250 |
15,821.53 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,209.15 |
17,537.08 |
| PP |
17,186.18 |
17,404.80 |
| S1 |
17,163.21 |
17,272.52 |
|