| 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 |
17,844.11 |
17,946.63 |
102.52 |
0.6% |
17,736.87 |
| High |
18,011.07 |
17,946.63 |
-64.44 |
-0.4% |
18,011.07 |
| Low |
17,844.11 |
17,356.34 |
-487.77 |
-2.7% |
17,356.34 |
| Close |
18,011.07 |
17,400.75 |
-610.32 |
-3.4% |
17,400.75 |
| Range |
166.96 |
590.29 |
423.33 |
253.6% |
654.73 |
| ATR |
160.67 |
195.96 |
35.29 |
22.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,338.78 |
18,960.05 |
17,725.41 |
|
| R3 |
18,748.49 |
18,369.76 |
17,563.08 |
|
| R2 |
18,158.20 |
18,158.20 |
17,508.97 |
|
| R1 |
17,779.47 |
17,779.47 |
17,454.86 |
17,673.69 |
| PP |
17,567.91 |
17,567.91 |
17,567.91 |
17,515.02 |
| S1 |
17,189.18 |
17,189.18 |
17,346.64 |
17,083.40 |
| S2 |
16,977.62 |
16,977.62 |
17,292.53 |
|
| S3 |
16,387.33 |
16,598.89 |
17,238.42 |
|
| S4 |
15,797.04 |
16,008.60 |
17,076.09 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,553.58 |
19,131.89 |
17,760.85 |
|
| R3 |
18,898.85 |
18,477.16 |
17,580.80 |
|
| R2 |
18,244.12 |
18,244.12 |
17,520.78 |
|
| R1 |
17,822.43 |
17,822.43 |
17,460.77 |
17,705.91 |
| PP |
17,589.39 |
17,589.39 |
17,589.39 |
17,531.13 |
| S1 |
17,167.70 |
17,167.70 |
17,340.73 |
17,051.18 |
| S2 |
16,934.66 |
16,934.66 |
17,280.72 |
|
| S3 |
16,279.93 |
16,512.97 |
17,220.70 |
|
| S4 |
15,625.20 |
15,858.24 |
17,040.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,011.07 |
17,356.34 |
654.73 |
3.8% |
238.92 |
1.4% |
7% |
False |
True |
|
| 10 |
18,011.07 |
17,356.34 |
654.73 |
3.8% |
204.29 |
1.2% |
7% |
False |
True |
|
| 20 |
18,016.00 |
17,356.34 |
659.66 |
3.8% |
159.16 |
0.9% |
7% |
False |
True |
|
| 40 |
18,016.00 |
17,331.07 |
684.93 |
3.9% |
163.61 |
0.9% |
10% |
False |
False |
|
| 60 |
18,167.63 |
17,331.07 |
836.56 |
4.8% |
159.81 |
0.9% |
8% |
False |
False |
|
| 80 |
18,167.63 |
16,820.73 |
1,346.90 |
7.7% |
156.70 |
0.9% |
43% |
False |
False |
|
| 100 |
18,167.63 |
15,503.01 |
2,664.62 |
15.3% |
176.33 |
1.0% |
71% |
False |
False |
|
| 120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.6% |
201.10 |
1.2% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,455.36 |
|
2.618 |
19,492.01 |
|
1.618 |
18,901.72 |
|
1.000 |
18,536.92 |
|
0.618 |
18,311.43 |
|
HIGH |
17,946.63 |
|
0.618 |
17,721.14 |
|
0.500 |
17,651.49 |
|
0.382 |
17,581.83 |
|
LOW |
17,356.34 |
|
0.618 |
16,991.54 |
|
1.000 |
16,766.05 |
|
1.618 |
16,401.25 |
|
2.618 |
15,810.96 |
|
4.250 |
14,847.61 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,651.49 |
17,683.71 |
| PP |
17,567.91 |
17,589.39 |
| S1 |
17,484.33 |
17,495.07 |
|