| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,635 |
17,639 |
4 |
0.0% |
17,723 |
| High |
17,686 |
17,854 |
168 |
0.9% |
17,803 |
| Low |
17,505 |
17,639 |
134 |
0.8% |
17,374 |
| Close |
17,559 |
17,712 |
153 |
0.9% |
17,559 |
| Range |
181 |
215 |
34 |
18.8% |
429 |
| ATR |
167 |
176 |
9 |
5.5% |
0 |
| Volume |
168,089 |
145,413 |
-22,676 |
-13.5% |
987,074 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,380 |
18,261 |
17,830 |
|
| R3 |
18,165 |
18,046 |
17,771 |
|
| R2 |
17,950 |
17,950 |
17,752 |
|
| R1 |
17,831 |
17,831 |
17,732 |
17,891 |
| PP |
17,735 |
17,735 |
17,735 |
17,765 |
| S1 |
17,616 |
17,616 |
17,692 |
17,676 |
| S2 |
17,520 |
17,520 |
17,673 |
|
| S3 |
17,305 |
17,401 |
17,653 |
|
| S4 |
17,090 |
17,186 |
17,594 |
|
|
| 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 |
17,854 |
17,374 |
480 |
2.7% |
202 |
1.1% |
70% |
True |
False |
185,601 |
| 10 |
17,914 |
17,374 |
540 |
3.0% |
166 |
0.9% |
63% |
False |
False |
134,154 |
| 20 |
17,914 |
17,344 |
570 |
3.2% |
158 |
0.9% |
65% |
False |
False |
67,601 |
| 40 |
17,914 |
17,208 |
706 |
4.0% |
168 |
0.9% |
71% |
False |
False |
33,887 |
| 60 |
17,989 |
17,208 |
781 |
4.4% |
160 |
0.9% |
65% |
False |
False |
22,627 |
| 80 |
17,989 |
16,327 |
1,662 |
9.4% |
154 |
0.9% |
83% |
False |
False |
16,981 |
| 100 |
17,989 |
15,450 |
2,539 |
14.3% |
145 |
0.8% |
89% |
False |
False |
13,587 |
| 120 |
17,989 |
15,450 |
2,539 |
14.3% |
147 |
0.8% |
89% |
False |
False |
11,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,768 |
|
2.618 |
18,417 |
|
1.618 |
18,202 |
|
1.000 |
18,069 |
|
0.618 |
17,987 |
|
HIGH |
17,854 |
|
0.618 |
17,772 |
|
0.500 |
17,747 |
|
0.382 |
17,721 |
|
LOW |
17,639 |
|
0.618 |
17,506 |
|
1.000 |
17,424 |
|
1.618 |
17,291 |
|
2.618 |
17,076 |
|
4.250 |
16,725 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,747 |
17,679 |
| PP |
17,735 |
17,647 |
| S1 |
17,724 |
17,614 |
|