| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,856.0 |
2,829.0 |
-27.0 |
-0.9% |
2,986.0 |
| High |
2,876.0 |
2,832.0 |
-44.0 |
-1.5% |
3,039.0 |
| Low |
2,821.0 |
2,781.0 |
-40.0 |
-1.4% |
2,881.0 |
| Close |
2,849.0 |
2,782.0 |
-67.0 |
-2.4% |
2,901.0 |
| Range |
55.0 |
51.0 |
-4.0 |
-7.3% |
158.0 |
| ATR |
51.6 |
52.8 |
1.2 |
2.3% |
0.0 |
| Volume |
2,083,375 |
1,690,905 |
-392,470 |
-18.8% |
2,296,004 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,951.3 |
2,917.7 |
2,810.1 |
|
| R3 |
2,900.3 |
2,866.7 |
2,796.0 |
|
| R2 |
2,849.3 |
2,849.3 |
2,791.4 |
|
| R1 |
2,815.7 |
2,815.7 |
2,786.7 |
2,807.0 |
| PP |
2,798.3 |
2,798.3 |
2,798.3 |
2,794.0 |
| S1 |
2,764.7 |
2,764.7 |
2,777.3 |
2,756.0 |
| S2 |
2,747.3 |
2,747.3 |
2,772.7 |
|
| S3 |
2,696.3 |
2,713.7 |
2,768.0 |
|
| S4 |
2,645.3 |
2,662.7 |
2,754.0 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,414.3 |
3,315.7 |
2,987.9 |
|
| R3 |
3,256.3 |
3,157.7 |
2,944.5 |
|
| R2 |
3,098.3 |
3,098.3 |
2,930.0 |
|
| R1 |
2,999.7 |
2,999.7 |
2,915.5 |
2,970.0 |
| PP |
2,940.3 |
2,940.3 |
2,940.3 |
2,925.5 |
| S1 |
2,841.7 |
2,841.7 |
2,886.5 |
2,812.0 |
| S2 |
2,782.3 |
2,782.3 |
2,872.0 |
|
| S3 |
2,624.3 |
2,683.7 |
2,857.6 |
|
| S4 |
2,466.3 |
2,525.7 |
2,814.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,022.0 |
2,781.0 |
241.0 |
8.7% |
53.2 |
1.9% |
0% |
False |
True |
1,138,052 |
| 10 |
3,043.0 |
2,781.0 |
262.0 |
9.4% |
47.3 |
1.7% |
0% |
False |
True |
617,783 |
| 20 |
3,078.0 |
2,781.0 |
297.0 |
10.7% |
46.6 |
1.7% |
0% |
False |
True |
321,416 |
| 40 |
3,078.0 |
2,781.0 |
297.0 |
10.7% |
45.9 |
1.7% |
0% |
False |
True |
165,334 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
11.3% |
46.9 |
1.7% |
6% |
False |
False |
112,722 |
| 80 |
3,078.0 |
2,726.0 |
352.0 |
12.7% |
43.4 |
1.6% |
16% |
False |
False |
86,486 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
17.1% |
39.6 |
1.4% |
38% |
False |
False |
69,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,048.8 |
|
2.618 |
2,965.5 |
|
1.618 |
2,914.5 |
|
1.000 |
2,883.0 |
|
0.618 |
2,863.5 |
|
HIGH |
2,832.0 |
|
0.618 |
2,812.5 |
|
0.500 |
2,806.5 |
|
0.382 |
2,800.5 |
|
LOW |
2,781.0 |
|
0.618 |
2,749.5 |
|
1.000 |
2,730.0 |
|
1.618 |
2,698.5 |
|
2.618 |
2,647.5 |
|
4.250 |
2,564.3 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,806.5 |
2,878.5 |
| PP |
2,798.3 |
2,846.3 |
| S1 |
2,790.2 |
2,814.2 |
|