| 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 |
16,175 |
16,260 |
85 |
0.5% |
15,840 |
| High |
16,585 |
16,260 |
-325 |
-2.0% |
16,585 |
| Low |
16,175 |
15,060 |
-1,115 |
-6.9% |
15,060 |
| Close |
16,585 |
15,260 |
-1,325 |
-8.0% |
15,260 |
| Range |
410 |
1,200 |
790 |
192.7% |
1,525 |
| ATR |
269 |
359 |
90 |
33.4% |
0 |
| Volume |
12 |
64 |
52 |
433.3% |
92 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,127 |
18,393 |
15,920 |
|
| R3 |
17,927 |
17,193 |
15,590 |
|
| R2 |
16,727 |
16,727 |
15,480 |
|
| R1 |
15,993 |
15,993 |
15,370 |
15,760 |
| PP |
15,527 |
15,527 |
15,527 |
15,410 |
| S1 |
14,793 |
14,793 |
15,150 |
14,560 |
| S2 |
14,327 |
14,327 |
15,040 |
|
| S3 |
13,127 |
13,593 |
14,930 |
|
| S4 |
11,927 |
12,393 |
14,600 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,210 |
19,260 |
16,099 |
|
| R3 |
18,685 |
17,735 |
15,680 |
|
| R2 |
17,160 |
17,160 |
15,540 |
|
| R1 |
16,210 |
16,210 |
15,400 |
15,923 |
| PP |
15,635 |
15,635 |
15,635 |
15,491 |
| S1 |
14,685 |
14,685 |
15,120 |
14,398 |
| S2 |
14,110 |
14,110 |
14,981 |
|
| S3 |
12,585 |
13,160 |
14,841 |
|
| S4 |
11,060 |
11,635 |
14,421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,585 |
15,060 |
1,525 |
10.0% |
401 |
2.6% |
13% |
False |
True |
18 |
| 10 |
16,585 |
15,060 |
1,525 |
10.0% |
298 |
1.9% |
13% |
False |
True |
22 |
| 20 |
17,050 |
15,060 |
1,990 |
13.0% |
157 |
1.0% |
10% |
False |
True |
12 |
| 40 |
17,050 |
15,060 |
1,990 |
13.0% |
78 |
0.5% |
10% |
False |
True |
6 |
| 60 |
17,740 |
15,060 |
2,680 |
17.6% |
52 |
0.3% |
7% |
False |
True |
4 |
| 80 |
17,740 |
15,060 |
2,680 |
17.6% |
39 |
0.3% |
7% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,360 |
|
2.618 |
19,402 |
|
1.618 |
18,202 |
|
1.000 |
17,460 |
|
0.618 |
17,002 |
|
HIGH |
16,260 |
|
0.618 |
15,802 |
|
0.500 |
15,660 |
|
0.382 |
15,519 |
|
LOW |
15,060 |
|
0.618 |
14,319 |
|
1.000 |
13,860 |
|
1.618 |
13,119 |
|
2.618 |
11,919 |
|
4.250 |
9,960 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
15,660 |
15,823 |
| PP |
15,527 |
15,635 |
| S1 |
15,393 |
15,448 |
|