| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,845.0 |
2,922.0 |
77.0 |
2.7% |
2,856.0 |
| High |
2,865.0 |
2,945.0 |
80.0 |
2.8% |
2,876.0 |
| Low |
2,821.0 |
2,908.0 |
87.0 |
3.1% |
2,764.0 |
| Close |
2,832.0 |
2,936.0 |
104.0 |
3.7% |
2,832.0 |
| Range |
44.0 |
37.0 |
-7.0 |
-15.9% |
112.0 |
| ATR |
54.9 |
59.1 |
4.1 |
7.5% |
0.0 |
| Volume |
1,359,098 |
1,415,287 |
56,189 |
4.1% |
8,117,011 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,040.7 |
3,025.3 |
2,956.4 |
|
| R3 |
3,003.7 |
2,988.3 |
2,946.2 |
|
| R2 |
2,966.7 |
2,966.7 |
2,942.8 |
|
| R1 |
2,951.3 |
2,951.3 |
2,939.4 |
2,959.0 |
| PP |
2,929.7 |
2,929.7 |
2,929.7 |
2,933.5 |
| S1 |
2,914.3 |
2,914.3 |
2,932.6 |
2,922.0 |
| S2 |
2,892.7 |
2,892.7 |
2,929.2 |
|
| S3 |
2,855.7 |
2,877.3 |
2,925.8 |
|
| S4 |
2,818.7 |
2,840.3 |
2,915.7 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,160.0 |
3,108.0 |
2,893.6 |
|
| R3 |
3,048.0 |
2,996.0 |
2,862.8 |
|
| R2 |
2,936.0 |
2,936.0 |
2,852.5 |
|
| R1 |
2,884.0 |
2,884.0 |
2,842.3 |
2,854.0 |
| PP |
2,824.0 |
2,824.0 |
2,824.0 |
2,809.0 |
| S1 |
2,772.0 |
2,772.0 |
2,821.7 |
2,742.0 |
| S2 |
2,712.0 |
2,712.0 |
2,811.5 |
|
| S3 |
2,600.0 |
2,660.0 |
2,801.2 |
|
| S4 |
2,488.0 |
2,548.0 |
2,770.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,945.0 |
2,764.0 |
181.0 |
6.2% |
50.8 |
1.7% |
95% |
True |
False |
1,489,784 |
| 10 |
3,039.0 |
2,764.0 |
275.0 |
9.4% |
51.1 |
1.7% |
63% |
False |
False |
1,168,473 |
| 20 |
3,078.0 |
2,764.0 |
314.0 |
10.7% |
48.0 |
1.6% |
55% |
False |
False |
605,727 |
| 40 |
3,078.0 |
2,764.0 |
314.0 |
10.7% |
46.9 |
1.6% |
55% |
False |
False |
308,382 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.7% |
47.1 |
1.6% |
55% |
False |
False |
206,344 |
| 80 |
3,078.0 |
2,761.0 |
317.0 |
10.8% |
44.9 |
1.5% |
55% |
False |
False |
158,460 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
16.2% |
40.1 |
1.4% |
70% |
False |
False |
126,828 |
| 120 |
3,218.0 |
2,603.0 |
615.0 |
20.9% |
38.8 |
1.3% |
54% |
False |
False |
105,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,102.3 |
|
2.618 |
3,041.9 |
|
1.618 |
3,004.9 |
|
1.000 |
2,982.0 |
|
0.618 |
2,967.9 |
|
HIGH |
2,945.0 |
|
0.618 |
2,930.9 |
|
0.500 |
2,926.5 |
|
0.382 |
2,922.1 |
|
LOW |
2,908.0 |
|
0.618 |
2,885.1 |
|
1.000 |
2,871.0 |
|
1.618 |
2,848.1 |
|
2.618 |
2,811.1 |
|
4.250 |
2,750.8 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,932.8 |
2,908.8 |
| PP |
2,929.7 |
2,881.7 |
| S1 |
2,926.5 |
2,854.5 |
|