| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,991 |
17,975 |
-16 |
-0.1% |
17,808 |
| High |
18,000 |
17,976 |
-24 |
-0.1% |
18,012 |
| Low |
17,906 |
17,802 |
-104 |
-0.6% |
17,779 |
| Close |
17,973 |
17,866 |
-107 |
-0.6% |
17,866 |
| Range |
94 |
174 |
80 |
85.1% |
233 |
| ATR |
162 |
163 |
1 |
0.5% |
0 |
| Volume |
123,852 |
96,659 |
-27,193 |
-22.0% |
537,336 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,403 |
18,309 |
17,962 |
|
| R3 |
18,229 |
18,135 |
17,914 |
|
| R2 |
18,055 |
18,055 |
17,898 |
|
| R1 |
17,961 |
17,961 |
17,882 |
17,921 |
| PP |
17,881 |
17,881 |
17,881 |
17,862 |
| S1 |
17,787 |
17,787 |
17,850 |
17,747 |
| S2 |
17,707 |
17,707 |
17,834 |
|
| S3 |
17,533 |
17,613 |
17,818 |
|
| S4 |
17,359 |
17,439 |
17,770 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,585 |
18,458 |
17,994 |
|
| R3 |
18,352 |
18,225 |
17,930 |
|
| R2 |
18,119 |
18,119 |
17,909 |
|
| R1 |
17,992 |
17,992 |
17,887 |
18,056 |
| PP |
17,886 |
17,886 |
17,886 |
17,917 |
| S1 |
17,759 |
17,759 |
17,845 |
17,823 |
| S2 |
17,653 |
17,653 |
17,823 |
|
| S3 |
17,420 |
17,526 |
17,802 |
|
| S4 |
17,187 |
17,293 |
17,738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,012 |
17,779 |
233 |
1.3% |
126 |
0.7% |
37% |
False |
False |
107,467 |
| 10 |
18,012 |
17,648 |
364 |
2.0% |
137 |
0.8% |
60% |
False |
False |
114,774 |
| 20 |
18,012 |
17,297 |
715 |
4.0% |
171 |
1.0% |
80% |
False |
False |
134,205 |
| 40 |
18,083 |
17,297 |
786 |
4.4% |
177 |
1.0% |
72% |
False |
False |
140,161 |
| 60 |
18,083 |
17,147 |
936 |
5.2% |
176 |
1.0% |
77% |
False |
False |
140,349 |
| 80 |
18,083 |
16,050 |
2,033 |
11.4% |
185 |
1.0% |
89% |
False |
False |
111,795 |
| 100 |
18,083 |
15,299 |
2,784 |
15.6% |
211 |
1.2% |
92% |
False |
False |
89,463 |
| 120 |
18,083 |
15,299 |
2,784 |
15.6% |
221 |
1.2% |
92% |
False |
False |
74,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,716 |
|
2.618 |
18,432 |
|
1.618 |
18,258 |
|
1.000 |
18,150 |
|
0.618 |
18,084 |
|
HIGH |
17,976 |
|
0.618 |
17,910 |
|
0.500 |
17,889 |
|
0.382 |
17,869 |
|
LOW |
17,802 |
|
0.618 |
17,695 |
|
1.000 |
17,628 |
|
1.618 |
17,521 |
|
2.618 |
17,347 |
|
4.250 |
17,063 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,889 |
17,907 |
| PP |
17,881 |
17,893 |
| S1 |
17,874 |
17,880 |
|