| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,552 |
17,635 |
83 |
0.5% |
17,723 |
| High |
17,661 |
17,686 |
25 |
0.1% |
17,803 |
| Low |
17,374 |
17,505 |
131 |
0.8% |
17,374 |
| Close |
17,643 |
17,559 |
-84 |
-0.5% |
17,559 |
| Range |
287 |
181 |
-106 |
-36.9% |
429 |
| ATR |
166 |
167 |
1 |
0.7% |
0 |
| Volume |
218,679 |
168,089 |
-50,590 |
-23.1% |
987,074 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,126 |
18,024 |
17,659 |
|
| R3 |
17,945 |
17,843 |
17,609 |
|
| R2 |
17,764 |
17,764 |
17,592 |
|
| R1 |
17,662 |
17,662 |
17,576 |
17,623 |
| PP |
17,583 |
17,583 |
17,583 |
17,564 |
| S1 |
17,481 |
17,481 |
17,543 |
17,442 |
| S2 |
17,402 |
17,402 |
17,526 |
|
| S3 |
17,221 |
17,300 |
17,509 |
|
| S4 |
17,040 |
17,119 |
17,460 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,866 |
18,641 |
17,795 |
|
| R3 |
18,437 |
18,212 |
17,677 |
|
| R2 |
18,008 |
18,008 |
17,638 |
|
| R1 |
17,783 |
17,783 |
17,598 |
17,681 |
| PP |
17,579 |
17,579 |
17,579 |
17,528 |
| S1 |
17,354 |
17,354 |
17,520 |
17,252 |
| S2 |
17,150 |
17,150 |
17,480 |
|
| S3 |
16,721 |
16,925 |
17,441 |
|
| S4 |
16,292 |
16,496 |
17,323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,803 |
17,374 |
429 |
2.4% |
195 |
1.1% |
43% |
False |
False |
197,414 |
| 10 |
17,914 |
17,374 |
540 |
3.1% |
160 |
0.9% |
34% |
False |
False |
119,931 |
| 20 |
17,914 |
17,317 |
597 |
3.4% |
154 |
0.9% |
41% |
False |
False |
60,359 |
| 40 |
17,914 |
17,208 |
706 |
4.0% |
164 |
0.9% |
50% |
False |
False |
30,253 |
| 60 |
17,989 |
17,208 |
781 |
4.4% |
158 |
0.9% |
45% |
False |
False |
20,204 |
| 80 |
17,989 |
16,310 |
1,679 |
9.6% |
154 |
0.9% |
74% |
False |
False |
15,163 |
| 100 |
17,989 |
15,450 |
2,539 |
14.5% |
144 |
0.8% |
83% |
False |
False |
12,133 |
| 120 |
17,989 |
15,450 |
2,539 |
14.5% |
145 |
0.8% |
83% |
False |
False |
10,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,455 |
|
2.618 |
18,160 |
|
1.618 |
17,979 |
|
1.000 |
17,867 |
|
0.618 |
17,798 |
|
HIGH |
17,686 |
|
0.618 |
17,617 |
|
0.500 |
17,596 |
|
0.382 |
17,574 |
|
LOW |
17,505 |
|
0.618 |
17,393 |
|
1.000 |
17,324 |
|
1.618 |
17,212 |
|
2.618 |
17,031 |
|
4.250 |
16,736 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,596 |
17,550 |
| PP |
17,583 |
17,541 |
| S1 |
17,571 |
17,532 |
|