| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,620 |
17,560 |
-60 |
-0.3% |
17,704 |
| High |
17,667 |
17,690 |
23 |
0.1% |
17,914 |
| Low |
17,500 |
17,531 |
31 |
0.2% |
17,679 |
| Close |
17,572 |
17,552 |
-20 |
-0.1% |
17,776 |
| Range |
167 |
159 |
-8 |
-4.8% |
235 |
| ATR |
156 |
156 |
0 |
0.1% |
0 |
| Volume |
209,569 |
186,258 |
-23,311 |
-11.1% |
212,244 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,068 |
17,969 |
17,640 |
|
| R3 |
17,909 |
17,810 |
17,596 |
|
| R2 |
17,750 |
17,750 |
17,581 |
|
| R1 |
17,651 |
17,651 |
17,567 |
17,621 |
| PP |
17,591 |
17,591 |
17,591 |
17,576 |
| S1 |
17,492 |
17,492 |
17,538 |
17,462 |
| S2 |
17,432 |
17,432 |
17,523 |
|
| S3 |
17,273 |
17,333 |
17,508 |
|
| S4 |
17,114 |
17,174 |
17,465 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,495 |
18,370 |
17,905 |
|
| R3 |
18,260 |
18,135 |
17,841 |
|
| R2 |
18,025 |
18,025 |
17,819 |
|
| R1 |
17,900 |
17,900 |
17,798 |
17,963 |
| PP |
17,790 |
17,790 |
17,790 |
17,821 |
| S1 |
17,665 |
17,665 |
17,755 |
17,728 |
| S2 |
17,555 |
17,555 |
17,733 |
|
| S3 |
17,320 |
17,430 |
17,712 |
|
| S4 |
17,085 |
17,195 |
17,647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,904 |
17,500 |
404 |
2.3% |
155 |
0.9% |
13% |
False |
False |
160,361 |
| 10 |
17,914 |
17,500 |
414 |
2.4% |
143 |
0.8% |
13% |
False |
False |
81,375 |
| 20 |
17,914 |
17,208 |
706 |
4.0% |
151 |
0.9% |
49% |
False |
False |
41,065 |
| 40 |
17,989 |
17,208 |
781 |
4.4% |
162 |
0.9% |
44% |
False |
False |
20,588 |
| 60 |
17,989 |
17,208 |
781 |
4.4% |
154 |
0.9% |
44% |
False |
False |
13,758 |
| 80 |
17,989 |
16,220 |
1,769 |
10.1% |
151 |
0.9% |
75% |
False |
False |
10,329 |
| 100 |
17,989 |
15,450 |
2,539 |
14.5% |
144 |
0.8% |
83% |
False |
False |
8,265 |
| 120 |
17,989 |
15,450 |
2,539 |
14.5% |
141 |
0.8% |
83% |
False |
False |
6,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,366 |
|
2.618 |
18,106 |
|
1.618 |
17,947 |
|
1.000 |
17,849 |
|
0.618 |
17,788 |
|
HIGH |
17,690 |
|
0.618 |
17,629 |
|
0.500 |
17,611 |
|
0.382 |
17,592 |
|
LOW |
17,531 |
|
0.618 |
17,433 |
|
1.000 |
17,372 |
|
1.618 |
17,274 |
|
2.618 |
17,115 |
|
4.250 |
16,855 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,611 |
17,652 |
| PP |
17,591 |
17,618 |
| S1 |
17,572 |
17,585 |
|