| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,752 |
17,729 |
-23 |
-0.1% |
17,723 |
| High |
17,794 |
17,825 |
31 |
0.2% |
17,803 |
| Low |
17,702 |
17,673 |
-29 |
-0.2% |
17,374 |
| Close |
17,737 |
17,688 |
-49 |
-0.3% |
17,559 |
| Range |
92 |
152 |
60 |
65.2% |
429 |
| ATR |
170 |
169 |
-1 |
-0.8% |
0 |
| Volume |
125,876 |
129,606 |
3,730 |
3.0% |
987,074 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,185 |
18,088 |
17,772 |
|
| R3 |
18,033 |
17,936 |
17,730 |
|
| R2 |
17,881 |
17,881 |
17,716 |
|
| R1 |
17,784 |
17,784 |
17,702 |
17,757 |
| PP |
17,729 |
17,729 |
17,729 |
17,715 |
| S1 |
17,632 |
17,632 |
17,674 |
17,605 |
| S2 |
17,577 |
17,577 |
17,660 |
|
| S3 |
17,425 |
17,480 |
17,646 |
|
| S4 |
17,273 |
17,328 |
17,605 |
|
|
| 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% |
186 |
1.0% |
65% |
False |
False |
157,532 |
| 10 |
17,904 |
17,374 |
530 |
3.0% |
170 |
1.0% |
59% |
False |
False |
158,947 |
| 20 |
17,914 |
17,374 |
540 |
3.1% |
152 |
0.9% |
58% |
False |
False |
80,342 |
| 40 |
17,914 |
17,208 |
706 |
4.0% |
168 |
0.9% |
68% |
False |
False |
40,272 |
| 60 |
17,989 |
17,208 |
781 |
4.4% |
160 |
0.9% |
61% |
False |
False |
26,883 |
| 80 |
17,989 |
16,340 |
1,649 |
9.3% |
154 |
0.9% |
82% |
False |
False |
20,174 |
| 100 |
17,989 |
15,450 |
2,539 |
14.4% |
143 |
0.8% |
88% |
False |
False |
16,141 |
| 120 |
17,989 |
15,450 |
2,539 |
14.4% |
149 |
0.8% |
88% |
False |
False |
13,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,471 |
|
2.618 |
18,223 |
|
1.618 |
18,071 |
|
1.000 |
17,977 |
|
0.618 |
17,919 |
|
HIGH |
17,825 |
|
0.618 |
17,767 |
|
0.500 |
17,749 |
|
0.382 |
17,731 |
|
LOW |
17,673 |
|
0.618 |
17,579 |
|
1.000 |
17,521 |
|
1.618 |
17,427 |
|
2.618 |
17,275 |
|
4.250 |
17,027 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,749 |
17,747 |
| PP |
17,729 |
17,727 |
| S1 |
17,708 |
17,708 |
|