| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,922.0 |
2,938.0 |
16.0 |
0.5% |
2,856.0 |
| High |
2,945.0 |
2,992.0 |
47.0 |
1.6% |
2,876.0 |
| Low |
2,908.0 |
2,925.0 |
17.0 |
0.6% |
2,764.0 |
| Close |
2,936.0 |
2,967.0 |
31.0 |
1.1% |
2,832.0 |
| Range |
37.0 |
67.0 |
30.0 |
81.1% |
112.0 |
| ATR |
59.1 |
59.7 |
0.6 |
1.0% |
0.0 |
| Volume |
1,415,287 |
1,340,844 |
-74,443 |
-5.3% |
8,117,011 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.3 |
3,131.7 |
3,003.9 |
|
| R3 |
3,095.3 |
3,064.7 |
2,985.4 |
|
| R2 |
3,028.3 |
3,028.3 |
2,979.3 |
|
| R1 |
2,997.7 |
2,997.7 |
2,973.1 |
3,013.0 |
| PP |
2,961.3 |
2,961.3 |
2,961.3 |
2,969.0 |
| S1 |
2,930.7 |
2,930.7 |
2,960.9 |
2,946.0 |
| S2 |
2,894.3 |
2,894.3 |
2,954.7 |
|
| S3 |
2,827.3 |
2,863.7 |
2,948.6 |
|
| S4 |
2,760.3 |
2,796.7 |
2,930.2 |
|
|
| 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 |
2,992.0 |
2,764.0 |
228.0 |
7.7% |
54.0 |
1.8% |
89% |
True |
False |
1,419,772 |
| 10 |
3,022.0 |
2,764.0 |
258.0 |
8.7% |
53.6 |
1.8% |
79% |
False |
False |
1,278,912 |
| 20 |
3,078.0 |
2,764.0 |
314.0 |
10.6% |
49.2 |
1.7% |
65% |
False |
False |
672,697 |
| 40 |
3,078.0 |
2,764.0 |
314.0 |
10.6% |
47.8 |
1.6% |
65% |
False |
False |
341,885 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.6% |
47.5 |
1.6% |
65% |
False |
False |
228,690 |
| 80 |
3,078.0 |
2,763.0 |
315.0 |
10.6% |
45.2 |
1.5% |
65% |
False |
False |
175,219 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
40.8 |
1.4% |
77% |
False |
False |
140,237 |
| 120 |
3,209.0 |
2,603.0 |
606.0 |
20.4% |
39.2 |
1.3% |
60% |
False |
False |
116,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,276.8 |
|
2.618 |
3,167.4 |
|
1.618 |
3,100.4 |
|
1.000 |
3,059.0 |
|
0.618 |
3,033.4 |
|
HIGH |
2,992.0 |
|
0.618 |
2,966.4 |
|
0.500 |
2,958.5 |
|
0.382 |
2,950.6 |
|
LOW |
2,925.0 |
|
0.618 |
2,883.6 |
|
1.000 |
2,858.0 |
|
1.618 |
2,816.6 |
|
2.618 |
2,749.6 |
|
4.250 |
2,640.3 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,964.2 |
2,946.8 |
| PP |
2,961.3 |
2,926.7 |
| S1 |
2,958.5 |
2,906.5 |
|