| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
5,219.0 |
5,242.0 |
23.0 |
0.4% |
5,167.0 |
| High |
5,244.0 |
5,278.0 |
34.0 |
0.6% |
5,278.0 |
| Low |
5,211.0 |
5,024.0 |
-187.0 |
-3.6% |
5,024.0 |
| Close |
5,234.0 |
5,071.0 |
-163.0 |
-3.1% |
5,071.0 |
| Range |
33.0 |
254.0 |
221.0 |
669.7% |
254.0 |
| ATR |
53.5 |
67.8 |
14.3 |
26.8% |
0.0 |
| Volume |
20,040 |
65,413 |
45,373 |
226.4% |
157,261 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,886.3 |
5,732.7 |
5,210.7 |
|
| R3 |
5,632.3 |
5,478.7 |
5,140.9 |
|
| R2 |
5,378.3 |
5,378.3 |
5,117.6 |
|
| R1 |
5,224.7 |
5,224.7 |
5,094.3 |
5,174.5 |
| PP |
5,124.3 |
5,124.3 |
5,124.3 |
5,099.3 |
| S1 |
4,970.7 |
4,970.7 |
5,047.7 |
4,920.5 |
| S2 |
4,870.3 |
4,870.3 |
5,024.4 |
|
| S3 |
4,616.3 |
4,716.7 |
5,001.2 |
|
| S4 |
4,362.3 |
4,462.7 |
4,931.3 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,886.3 |
5,732.7 |
5,210.7 |
|
| R3 |
5,632.3 |
5,478.7 |
5,140.9 |
|
| R2 |
5,378.3 |
5,378.3 |
5,117.6 |
|
| R1 |
5,224.7 |
5,224.7 |
5,094.3 |
5,174.5 |
| PP |
5,124.3 |
5,124.3 |
5,124.3 |
5,099.3 |
| S1 |
4,970.7 |
4,970.7 |
5,047.7 |
4,920.5 |
| S2 |
4,870.3 |
4,870.3 |
5,024.4 |
|
| S3 |
4,616.3 |
4,716.7 |
5,001.2 |
|
| S4 |
4,362.3 |
4,462.7 |
4,931.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,278.0 |
5,024.0 |
254.0 |
5.0% |
85.4 |
1.7% |
19% |
True |
True |
31,452 |
| 10 |
5,285.0 |
5,024.0 |
261.0 |
5.1% |
68.4 |
1.3% |
18% |
False |
True |
49,600 |
| 20 |
5,372.0 |
5,024.0 |
348.0 |
6.9% |
49.9 |
1.0% |
14% |
False |
True |
25,198 |
| 40 |
5,372.0 |
5,024.0 |
348.0 |
6.9% |
37.7 |
0.7% |
14% |
False |
True |
12,639 |
| 60 |
5,372.0 |
4,836.0 |
536.0 |
10.6% |
33.1 |
0.7% |
44% |
False |
False |
8,462 |
| 80 |
5,372.0 |
4,826.0 |
546.0 |
10.8% |
26.3 |
0.5% |
45% |
False |
False |
6,350 |
| 100 |
5,372.0 |
4,600.0 |
772.0 |
15.2% |
23.1 |
0.5% |
61% |
False |
False |
5,082 |
| 120 |
5,372.0 |
4,600.0 |
772.0 |
15.2% |
19.2 |
0.4% |
61% |
False |
False |
4,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,357.5 |
|
2.618 |
5,943.0 |
|
1.618 |
5,689.0 |
|
1.000 |
5,532.0 |
|
0.618 |
5,435.0 |
|
HIGH |
5,278.0 |
|
0.618 |
5,181.0 |
|
0.500 |
5,151.0 |
|
0.382 |
5,121.0 |
|
LOW |
5,024.0 |
|
0.618 |
4,867.0 |
|
1.000 |
4,770.0 |
|
1.618 |
4,613.0 |
|
2.618 |
4,359.0 |
|
4.250 |
3,944.5 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,151.0 |
5,151.0 |
| PP |
5,124.3 |
5,124.3 |
| S1 |
5,097.7 |
5,097.7 |
|