| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,729 |
17,737 |
8 |
0.0% |
17,723 |
| High |
17,825 |
17,969 |
144 |
0.8% |
17,803 |
| Low |
17,673 |
17,737 |
64 |
0.4% |
17,374 |
| Close |
17,688 |
17,915 |
227 |
1.3% |
17,559 |
| Range |
152 |
232 |
80 |
52.6% |
429 |
| ATR |
169 |
177 |
8 |
4.8% |
0 |
| Volume |
129,606 |
145,954 |
16,348 |
12.6% |
987,074 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,570 |
18,474 |
18,043 |
|
| R3 |
18,338 |
18,242 |
17,979 |
|
| R2 |
18,106 |
18,106 |
17,958 |
|
| R1 |
18,010 |
18,010 |
17,936 |
18,058 |
| PP |
17,874 |
17,874 |
17,874 |
17,898 |
| S1 |
17,778 |
17,778 |
17,894 |
17,826 |
| S2 |
17,642 |
17,642 |
17,873 |
|
| S3 |
17,410 |
17,546 |
17,851 |
|
| S4 |
17,178 |
17,314 |
17,788 |
|
|
| 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 |
17,969 |
17,505 |
464 |
2.6% |
175 |
1.0% |
88% |
True |
False |
142,987 |
| 10 |
17,969 |
17,374 |
595 |
3.3% |
185 |
1.0% |
91% |
True |
False |
170,860 |
| 20 |
17,969 |
17,374 |
595 |
3.3% |
156 |
0.9% |
91% |
True |
False |
87,607 |
| 40 |
17,969 |
17,208 |
761 |
4.2% |
170 |
1.0% |
93% |
True |
False |
43,921 |
| 60 |
17,989 |
17,208 |
781 |
4.4% |
162 |
0.9% |
91% |
False |
False |
29,314 |
| 80 |
17,989 |
16,599 |
1,390 |
7.8% |
153 |
0.9% |
95% |
False |
False |
21,998 |
| 100 |
17,989 |
15,450 |
2,539 |
14.2% |
144 |
0.8% |
97% |
False |
False |
17,601 |
| 120 |
17,989 |
15,450 |
2,539 |
14.2% |
150 |
0.8% |
97% |
False |
False |
14,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,955 |
|
2.618 |
18,577 |
|
1.618 |
18,345 |
|
1.000 |
18,201 |
|
0.618 |
18,113 |
|
HIGH |
17,969 |
|
0.618 |
17,881 |
|
0.500 |
17,853 |
|
0.382 |
17,826 |
|
LOW |
17,737 |
|
0.618 |
17,594 |
|
1.000 |
17,505 |
|
1.618 |
17,362 |
|
2.618 |
17,130 |
|
4.250 |
16,751 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,894 |
17,884 |
| PP |
17,874 |
17,852 |
| S1 |
17,853 |
17,821 |
|