| 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 |
2,117.75 |
2,113.75 |
-4.00 |
-0.2% |
2,097.50 |
| High |
2,118.50 |
2,114.00 |
-4.50 |
-0.2% |
2,119.75 |
| Low |
2,106.25 |
2,088.50 |
-17.75 |
-0.8% |
2,088.50 |
| Close |
2,114.25 |
2,096.25 |
-18.00 |
-0.9% |
2,096.25 |
| Range |
12.25 |
25.50 |
13.25 |
108.2% |
31.25 |
| ATR |
19.12 |
19.60 |
0.47 |
2.5% |
0.00 |
| Volume |
1,644,419 |
1,244,099 |
-400,320 |
-24.3% |
6,595,894 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.00 |
2,161.75 |
2,110.25 |
|
| R3 |
2,150.50 |
2,136.25 |
2,103.25 |
|
| R2 |
2,125.00 |
2,125.00 |
2,101.00 |
|
| R1 |
2,110.75 |
2,110.75 |
2,098.50 |
2,105.00 |
| PP |
2,099.50 |
2,099.50 |
2,099.50 |
2,096.75 |
| S1 |
2,085.25 |
2,085.25 |
2,094.00 |
2,079.50 |
| S2 |
2,074.00 |
2,074.00 |
2,091.50 |
|
| S3 |
2,048.50 |
2,059.75 |
2,089.25 |
|
| S4 |
2,023.00 |
2,034.25 |
2,082.25 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.25 |
2,177.00 |
2,113.50 |
|
| R3 |
2,164.00 |
2,145.75 |
2,104.75 |
|
| R2 |
2,132.75 |
2,132.75 |
2,102.00 |
|
| R1 |
2,114.50 |
2,114.50 |
2,099.00 |
2,108.00 |
| PP |
2,101.50 |
2,101.50 |
2,101.50 |
2,098.25 |
| S1 |
2,083.25 |
2,083.25 |
2,093.50 |
2,076.75 |
| S2 |
2,070.25 |
2,070.25 |
2,090.50 |
|
| S3 |
2,039.00 |
2,052.00 |
2,087.75 |
|
| S4 |
2,007.75 |
2,020.75 |
2,079.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,119.75 |
2,088.50 |
31.25 |
1.5% |
16.25 |
0.8% |
25% |
False |
True |
1,319,178 |
| 10 |
2,119.75 |
2,082.75 |
37.00 |
1.8% |
16.75 |
0.8% |
36% |
False |
False |
1,362,601 |
| 20 |
2,119.75 |
2,022.00 |
97.75 |
4.7% |
20.00 |
1.0% |
76% |
False |
False |
1,491,859 |
| 40 |
2,119.75 |
2,022.00 |
97.75 |
4.7% |
20.75 |
1.0% |
76% |
False |
False |
1,522,906 |
| 60 |
2,119.75 |
2,005.75 |
114.00 |
5.4% |
21.25 |
1.0% |
79% |
False |
False |
1,566,520 |
| 80 |
2,119.75 |
1,877.25 |
242.50 |
11.6% |
22.75 |
1.1% |
90% |
False |
False |
1,290,444 |
| 100 |
2,119.75 |
1,794.50 |
325.25 |
15.5% |
27.00 |
1.3% |
93% |
False |
False |
1,033,995 |
| 120 |
2,119.75 |
1,794.50 |
325.25 |
15.5% |
29.00 |
1.4% |
93% |
False |
False |
862,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,222.50 |
|
2.618 |
2,180.75 |
|
1.618 |
2,155.25 |
|
1.000 |
2,139.50 |
|
0.618 |
2,129.75 |
|
HIGH |
2,114.00 |
|
0.618 |
2,104.25 |
|
0.500 |
2,101.25 |
|
0.382 |
2,098.25 |
|
LOW |
2,088.50 |
|
0.618 |
2,072.75 |
|
1.000 |
2,063.00 |
|
1.618 |
2,047.25 |
|
2.618 |
2,021.75 |
|
4.250 |
1,980.00 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,101.25 |
2,104.00 |
| PP |
2,099.50 |
2,101.50 |
| S1 |
2,098.00 |
2,099.00 |
|