| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,077.00 |
2,072.75 |
-4.25 |
-0.2% |
2,097.50 |
| High |
2,081.75 |
2,086.25 |
4.50 |
0.2% |
2,119.75 |
| Low |
2,063.25 |
2,068.75 |
5.50 |
0.3% |
2,088.50 |
| Close |
2,074.50 |
2,071.75 |
-2.75 |
-0.1% |
2,096.25 |
| Range |
18.50 |
17.50 |
-1.00 |
-5.4% |
31.25 |
| ATR |
19.71 |
19.55 |
-0.16 |
-0.8% |
0.00 |
| Volume |
1,163,137 |
609,849 |
-553,288 |
-47.6% |
6,595,894 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,128.00 |
2,117.50 |
2,081.50 |
|
| R3 |
2,110.50 |
2,100.00 |
2,076.50 |
|
| R2 |
2,093.00 |
2,093.00 |
2,075.00 |
|
| R1 |
2,082.50 |
2,082.50 |
2,073.25 |
2,079.00 |
| PP |
2,075.50 |
2,075.50 |
2,075.50 |
2,074.00 |
| S1 |
2,065.00 |
2,065.00 |
2,070.25 |
2,061.50 |
| S2 |
2,058.00 |
2,058.00 |
2,068.50 |
|
| S3 |
2,040.50 |
2,047.50 |
2,067.00 |
|
| S4 |
2,023.00 |
2,030.00 |
2,062.00 |
|
|
| 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 |
2,118.50 |
2,063.25 |
55.25 |
2.7% |
19.25 |
0.9% |
15% |
False |
False |
1,176,858 |
| 10 |
2,119.75 |
2,063.25 |
56.50 |
2.7% |
18.00 |
0.9% |
15% |
False |
False |
1,263,779 |
| 20 |
2,119.75 |
2,022.00 |
97.75 |
4.7% |
18.50 |
0.9% |
51% |
False |
False |
1,377,232 |
| 40 |
2,119.75 |
2,022.00 |
97.75 |
4.7% |
20.75 |
1.0% |
51% |
False |
False |
1,492,901 |
| 60 |
2,119.75 |
2,012.25 |
107.50 |
5.2% |
21.25 |
1.0% |
55% |
False |
False |
1,529,936 |
| 80 |
2,119.75 |
1,877.25 |
242.50 |
11.7% |
22.50 |
1.1% |
80% |
False |
False |
1,327,701 |
| 100 |
2,119.75 |
1,794.50 |
325.25 |
15.7% |
26.00 |
1.3% |
85% |
False |
False |
1,063,808 |
| 120 |
2,119.75 |
1,794.50 |
325.25 |
15.7% |
28.75 |
1.4% |
85% |
False |
False |
887,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.50 |
|
2.618 |
2,132.00 |
|
1.618 |
2,114.50 |
|
1.000 |
2,103.75 |
|
0.618 |
2,097.00 |
|
HIGH |
2,086.25 |
|
0.618 |
2,079.50 |
|
0.500 |
2,077.50 |
|
0.382 |
2,075.50 |
|
LOW |
2,068.75 |
|
0.618 |
2,058.00 |
|
1.000 |
2,051.25 |
|
1.618 |
2,040.50 |
|
2.618 |
2,023.00 |
|
4.250 |
1,994.50 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,077.50 |
2,080.75 |
| PP |
2,075.50 |
2,077.75 |
| S1 |
2,073.75 |
2,074.75 |
|