| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,070.50 |
2,077.75 |
7.25 |
0.4% |
2,089.25 |
| High |
2,080.00 |
2,083.00 |
3.00 |
0.1% |
2,098.25 |
| Low |
2,050.00 |
2,073.75 |
23.75 |
1.2% |
2,050.00 |
| Close |
2,079.25 |
2,079.12 |
-0.13 |
0.0% |
2,079.12 |
| Range |
30.00 |
9.25 |
-20.75 |
-69.2% |
48.25 |
| ATR |
20.30 |
19.51 |
-0.79 |
-3.9% |
0.00 |
| Volume |
426,215 |
52,547 |
-373,668 |
-87.7% |
3,474,537 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.25 |
2,102.00 |
2,084.25 |
|
| R3 |
2,097.00 |
2,092.75 |
2,081.75 |
|
| R2 |
2,087.75 |
2,087.75 |
2,080.75 |
|
| R1 |
2,083.50 |
2,083.50 |
2,080.00 |
2,085.75 |
| PP |
2,078.50 |
2,078.50 |
2,078.50 |
2,079.75 |
| S1 |
2,074.25 |
2,074.25 |
2,078.25 |
2,076.50 |
| S2 |
2,069.25 |
2,069.25 |
2,077.50 |
|
| S3 |
2,060.00 |
2,065.00 |
2,076.50 |
|
| S4 |
2,050.75 |
2,055.75 |
2,074.00 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,220.50 |
2,198.00 |
2,105.75 |
|
| R3 |
2,172.25 |
2,149.75 |
2,092.50 |
|
| R2 |
2,124.00 |
2,124.00 |
2,088.00 |
|
| R1 |
2,101.50 |
2,101.50 |
2,083.50 |
2,088.75 |
| PP |
2,075.75 |
2,075.75 |
2,075.75 |
2,069.25 |
| S1 |
2,053.25 |
2,053.25 |
2,074.75 |
2,040.50 |
| S2 |
2,027.50 |
2,027.50 |
2,070.25 |
|
| S3 |
1,979.25 |
2,005.00 |
2,065.75 |
|
| S4 |
1,931.00 |
1,956.75 |
2,052.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,098.25 |
2,050.00 |
48.25 |
2.3% |
19.50 |
0.9% |
60% |
False |
False |
694,907 |
| 10 |
2,119.75 |
2,050.00 |
69.75 |
3.4% |
17.75 |
0.9% |
42% |
False |
False |
1,007,043 |
| 20 |
2,119.75 |
2,037.25 |
82.50 |
4.0% |
18.00 |
0.9% |
51% |
False |
False |
1,194,073 |
| 40 |
2,119.75 |
2,022.00 |
97.75 |
4.7% |
20.75 |
1.0% |
58% |
False |
False |
1,427,296 |
| 60 |
2,119.75 |
2,012.25 |
107.50 |
5.2% |
21.25 |
1.0% |
62% |
False |
False |
1,487,026 |
| 80 |
2,119.75 |
1,911.25 |
208.50 |
10.0% |
22.00 |
1.1% |
81% |
False |
False |
1,333,485 |
| 100 |
2,119.75 |
1,794.50 |
325.25 |
15.6% |
25.25 |
1.2% |
88% |
False |
False |
1,068,525 |
| 120 |
2,119.75 |
1,794.50 |
325.25 |
15.6% |
28.75 |
1.4% |
88% |
False |
False |
891,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,122.25 |
|
2.618 |
2,107.25 |
|
1.618 |
2,098.00 |
|
1.000 |
2,092.25 |
|
0.618 |
2,088.75 |
|
HIGH |
2,083.00 |
|
0.618 |
2,079.50 |
|
0.500 |
2,078.50 |
|
0.382 |
2,077.25 |
|
LOW |
2,073.75 |
|
0.618 |
2,068.00 |
|
1.000 |
2,064.50 |
|
1.618 |
2,058.75 |
|
2.618 |
2,049.50 |
|
4.250 |
2,034.50 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,078.75 |
2,075.50 |
| PP |
2,078.50 |
2,071.75 |
| S1 |
2,078.50 |
2,068.00 |
|