| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
15,240 |
15,610 |
370 |
2.4% |
15,715 |
| High |
15,645 |
15,885 |
240 |
1.5% |
16,720 |
| Low |
15,060 |
15,435 |
375 |
2.5% |
14,990 |
| Close |
15,635 |
15,810 |
175 |
1.1% |
15,245 |
| Range |
585 |
450 |
-135 |
-23.1% |
1,730 |
| ATR |
477 |
475 |
-2 |
-0.4% |
0 |
| Volume |
22,949 |
15,291 |
-7,658 |
-33.4% |
113,265 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,060 |
16,885 |
16,058 |
|
| R3 |
16,610 |
16,435 |
15,934 |
|
| R2 |
16,160 |
16,160 |
15,893 |
|
| R1 |
15,985 |
15,985 |
15,851 |
16,073 |
| PP |
15,710 |
15,710 |
15,710 |
15,754 |
| S1 |
15,535 |
15,535 |
15,769 |
15,623 |
| S2 |
15,260 |
15,260 |
15,728 |
|
| S3 |
14,810 |
15,085 |
15,686 |
|
| S4 |
14,360 |
14,635 |
15,563 |
|
|
| 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 |
10.9% |
739 |
4.7% |
47% |
False |
False |
26,872 |
| 10 |
16,720 |
14,990 |
1,730 |
10.9% |
586 |
3.7% |
47% |
False |
False |
21,498 |
| 20 |
16,910 |
14,990 |
1,920 |
12.1% |
475 |
3.0% |
43% |
False |
False |
16,706 |
| 40 |
17,300 |
14,990 |
2,310 |
14.6% |
360 |
2.3% |
35% |
False |
False |
8,402 |
| 60 |
17,830 |
14,990 |
2,840 |
18.0% |
307 |
1.9% |
29% |
False |
False |
5,603 |
| 80 |
17,830 |
14,990 |
2,840 |
18.0% |
238 |
1.5% |
29% |
False |
False |
4,202 |
| 100 |
17,830 |
14,990 |
2,840 |
18.0% |
190 |
1.2% |
29% |
False |
False |
3,362 |
| 120 |
17,830 |
14,990 |
2,840 |
18.0% |
159 |
1.0% |
29% |
False |
False |
2,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,798 |
|
2.618 |
17,063 |
|
1.618 |
16,613 |
|
1.000 |
16,335 |
|
0.618 |
16,163 |
|
HIGH |
15,885 |
|
0.618 |
15,713 |
|
0.500 |
15,660 |
|
0.382 |
15,607 |
|
LOW |
15,435 |
|
0.618 |
15,157 |
|
1.000 |
14,985 |
|
1.618 |
14,707 |
|
2.618 |
14,257 |
|
4.250 |
13,523 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,760 |
15,698 |
| PP |
15,710 |
15,585 |
| S1 |
15,660 |
15,473 |
|