| 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 |
16,670 |
15,190 |
-1,480 |
-8.9% |
15,715 |
| High |
16,720 |
15,480 |
-1,240 |
-7.4% |
16,720 |
| Low |
14,990 |
15,085 |
95 |
0.6% |
14,990 |
| Close |
15,245 |
15,250 |
5 |
0.0% |
15,245 |
| Range |
1,730 |
395 |
-1,335 |
-77.2% |
1,730 |
| ATR |
474 |
469 |
-6 |
-1.2% |
0 |
| Volume |
56,147 |
23,995 |
-32,152 |
-57.3% |
113,265 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,457 |
16,248 |
15,467 |
|
| R3 |
16,062 |
15,853 |
15,359 |
|
| R2 |
15,667 |
15,667 |
15,323 |
|
| R1 |
15,458 |
15,458 |
15,286 |
15,563 |
| PP |
15,272 |
15,272 |
15,272 |
15,324 |
| S1 |
15,063 |
15,063 |
15,214 |
15,168 |
| S2 |
14,877 |
14,877 |
15,178 |
|
| S3 |
14,482 |
14,668 |
15,142 |
|
| S4 |
14,087 |
14,273 |
15,033 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,842 |
19,773 |
16,197 |
|
| R3 |
19,112 |
18,043 |
15,721 |
|
| R2 |
17,382 |
17,382 |
15,562 |
|
| R1 |
16,313 |
16,313 |
15,404 |
15,983 |
| PP |
15,652 |
15,652 |
15,652 |
15,486 |
| S1 |
14,583 |
14,583 |
15,087 |
14,253 |
| S2 |
13,922 |
13,922 |
14,928 |
|
| S3 |
12,192 |
12,853 |
14,769 |
|
| S4 |
10,462 |
11,123 |
14,294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,720 |
14,990 |
1,730 |
11.3% |
680 |
4.5% |
15% |
False |
False |
24,820 |
| 10 |
16,720 |
14,990 |
1,730 |
11.3% |
550 |
3.6% |
15% |
False |
False |
20,781 |
| 20 |
17,300 |
14,990 |
2,310 |
15.1% |
459 |
3.0% |
11% |
False |
False |
14,848 |
| 40 |
17,300 |
14,990 |
2,310 |
15.1% |
342 |
2.2% |
11% |
False |
False |
7,447 |
| 60 |
17,830 |
14,990 |
2,840 |
18.6% |
290 |
1.9% |
9% |
False |
False |
4,965 |
| 80 |
17,830 |
14,990 |
2,840 |
18.6% |
225 |
1.5% |
9% |
False |
False |
3,724 |
| 100 |
17,830 |
14,990 |
2,840 |
18.6% |
180 |
1.2% |
9% |
False |
False |
2,979 |
| 120 |
17,955 |
14,990 |
2,965 |
19.4% |
150 |
1.0% |
9% |
False |
False |
2,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,159 |
|
2.618 |
16,514 |
|
1.618 |
16,119 |
|
1.000 |
15,875 |
|
0.618 |
15,724 |
|
HIGH |
15,480 |
|
0.618 |
15,329 |
|
0.500 |
15,283 |
|
0.382 |
15,236 |
|
LOW |
15,085 |
|
0.618 |
14,841 |
|
1.000 |
14,690 |
|
1.618 |
14,446 |
|
2.618 |
14,051 |
|
4.250 |
13,406 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,283 |
15,855 |
| PP |
15,272 |
15,653 |
| S1 |
15,261 |
15,452 |
|