| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,185 |
16,979 |
-206 |
-1.2% |
17,639 |
| High |
17,276 |
17,307 |
31 |
0.2% |
18,025 |
| Low |
16,961 |
16,979 |
18 |
0.1% |
17,182 |
| Close |
16,985 |
17,301 |
316 |
1.9% |
17,247 |
| Range |
315 |
328 |
13 |
4.1% |
843 |
| ATR |
231 |
238 |
7 |
3.0% |
0 |
| Volume |
296,661 |
191,253 |
-105,408 |
-35.5% |
987,177 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,180 |
18,068 |
17,482 |
|
| R3 |
17,852 |
17,740 |
17,391 |
|
| R2 |
17,524 |
17,524 |
17,361 |
|
| R1 |
17,412 |
17,412 |
17,331 |
17,468 |
| PP |
17,196 |
17,196 |
17,196 |
17,224 |
| S1 |
17,084 |
17,084 |
17,271 |
17,140 |
| S2 |
16,868 |
16,868 |
17,241 |
|
| S3 |
16,540 |
16,756 |
17,211 |
|
| S4 |
16,212 |
16,428 |
17,121 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,014 |
19,473 |
17,711 |
|
| R3 |
19,171 |
18,630 |
17,479 |
|
| R2 |
18,328 |
18,328 |
17,402 |
|
| R1 |
17,787 |
17,787 |
17,324 |
17,636 |
| PP |
17,485 |
17,485 |
17,485 |
17,409 |
| S1 |
16,944 |
16,944 |
17,170 |
16,793 |
| S2 |
16,642 |
16,642 |
17,093 |
|
| S3 |
15,799 |
16,101 |
17,015 |
|
| S4 |
14,956 |
15,258 |
16,783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,025 |
16,961 |
1,064 |
6.1% |
374 |
2.2% |
32% |
False |
False |
240,760 |
| 10 |
18,025 |
16,961 |
1,064 |
6.1% |
281 |
1.6% |
32% |
False |
False |
204,811 |
| 20 |
18,025 |
16,961 |
1,064 |
6.1% |
212 |
1.2% |
32% |
False |
False |
133,808 |
| 40 |
18,025 |
16,961 |
1,064 |
6.1% |
194 |
1.1% |
32% |
False |
False |
67,120 |
| 60 |
18,025 |
16,961 |
1,064 |
6.1% |
180 |
1.0% |
32% |
False |
False |
44,779 |
| 80 |
18,025 |
16,670 |
1,355 |
7.8% |
168 |
1.0% |
47% |
False |
False |
33,600 |
| 100 |
18,025 |
15,450 |
2,575 |
14.9% |
157 |
0.9% |
72% |
False |
False |
26,883 |
| 120 |
18,025 |
15,450 |
2,575 |
14.9% |
161 |
0.9% |
72% |
False |
False |
22,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,701 |
|
2.618 |
18,166 |
|
1.618 |
17,838 |
|
1.000 |
17,635 |
|
0.618 |
17,510 |
|
HIGH |
17,307 |
|
0.618 |
17,182 |
|
0.500 |
17,143 |
|
0.382 |
17,104 |
|
LOW |
16,979 |
|
0.618 |
16,776 |
|
1.000 |
16,651 |
|
1.618 |
16,448 |
|
2.618 |
16,120 |
|
4.250 |
15,585 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,248 |
17,493 |
| PP |
17,196 |
17,429 |
| S1 |
17,143 |
17,365 |
|