| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,639 |
17,752 |
113 |
0.6% |
17,723 |
| High |
17,854 |
17,794 |
-60 |
-0.3% |
17,803 |
| Low |
17,639 |
17,702 |
63 |
0.4% |
17,374 |
| Close |
17,712 |
17,737 |
25 |
0.1% |
17,559 |
| Range |
215 |
92 |
-123 |
-57.2% |
429 |
| ATR |
176 |
170 |
-6 |
-3.4% |
0 |
| Volume |
145,413 |
125,876 |
-19,537 |
-13.4% |
987,074 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,020 |
17,971 |
17,788 |
|
| R3 |
17,928 |
17,879 |
17,762 |
|
| R2 |
17,836 |
17,836 |
17,754 |
|
| R1 |
17,787 |
17,787 |
17,746 |
17,766 |
| PP |
17,744 |
17,744 |
17,744 |
17,734 |
| S1 |
17,695 |
17,695 |
17,729 |
17,674 |
| S2 |
17,652 |
17,652 |
17,720 |
|
| S3 |
17,560 |
17,603 |
17,712 |
|
| S4 |
17,468 |
17,511 |
17,687 |
|
|
| 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% |
187 |
1.1% |
76% |
False |
False |
168,863 |
| 10 |
17,914 |
17,374 |
540 |
3.0% |
166 |
0.9% |
67% |
False |
False |
146,395 |
| 20 |
17,914 |
17,352 |
562 |
3.2% |
158 |
0.9% |
69% |
False |
False |
73,887 |
| 40 |
17,914 |
17,208 |
706 |
4.0% |
167 |
0.9% |
75% |
False |
False |
37,033 |
| 60 |
17,989 |
17,208 |
781 |
4.4% |
161 |
0.9% |
68% |
False |
False |
24,724 |
| 80 |
17,989 |
16,327 |
1,662 |
9.4% |
153 |
0.9% |
85% |
False |
False |
18,554 |
| 100 |
17,989 |
15,450 |
2,539 |
14.3% |
145 |
0.8% |
90% |
False |
False |
14,845 |
| 120 |
17,989 |
15,450 |
2,539 |
14.3% |
148 |
0.8% |
90% |
False |
False |
12,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,185 |
|
2.618 |
18,035 |
|
1.618 |
17,943 |
|
1.000 |
17,886 |
|
0.618 |
17,851 |
|
HIGH |
17,794 |
|
0.618 |
17,759 |
|
0.500 |
17,748 |
|
0.382 |
17,737 |
|
LOW |
17,702 |
|
0.618 |
17,645 |
|
1.000 |
17,610 |
|
1.618 |
17,553 |
|
2.618 |
17,461 |
|
4.250 |
17,311 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,748 |
17,718 |
| PP |
17,744 |
17,699 |
| S1 |
17,741 |
17,680 |
|