| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,938.0 |
2,988.0 |
50.0 |
1.7% |
2,856.0 |
| High |
2,992.0 |
2,996.0 |
4.0 |
0.1% |
2,876.0 |
| Low |
2,925.0 |
2,958.0 |
33.0 |
1.1% |
2,764.0 |
| Close |
2,967.0 |
2,992.0 |
25.0 |
0.8% |
2,832.0 |
| Range |
67.0 |
38.0 |
-29.0 |
-43.3% |
112.0 |
| ATR |
59.7 |
58.1 |
-1.5 |
-2.6% |
0.0 |
| Volume |
1,340,844 |
1,786,425 |
445,581 |
33.2% |
8,117,011 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,096.0 |
3,082.0 |
3,012.9 |
|
| R3 |
3,058.0 |
3,044.0 |
3,002.5 |
|
| R2 |
3,020.0 |
3,020.0 |
2,999.0 |
|
| R1 |
3,006.0 |
3,006.0 |
2,995.5 |
3,013.0 |
| PP |
2,982.0 |
2,982.0 |
2,982.0 |
2,985.5 |
| S1 |
2,968.0 |
2,968.0 |
2,988.5 |
2,975.0 |
| S2 |
2,944.0 |
2,944.0 |
2,985.0 |
|
| S3 |
2,906.0 |
2,930.0 |
2,981.6 |
|
| S4 |
2,868.0 |
2,892.0 |
2,971.1 |
|
|
| 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 |
2,996.0 |
2,764.0 |
232.0 |
7.8% |
53.4 |
1.8% |
98% |
True |
False |
1,513,397 |
| 10 |
3,002.0 |
2,764.0 |
238.0 |
8.0% |
54.5 |
1.8% |
96% |
False |
False |
1,418,681 |
| 20 |
3,078.0 |
2,764.0 |
314.0 |
10.5% |
45.7 |
1.5% |
73% |
False |
False |
761,921 |
| 40 |
3,078.0 |
2,764.0 |
314.0 |
10.5% |
47.8 |
1.6% |
73% |
False |
False |
385,232 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.5% |
47.4 |
1.6% |
73% |
False |
False |
258,378 |
| 80 |
3,078.0 |
2,763.0 |
315.0 |
10.5% |
45.6 |
1.5% |
73% |
False |
False |
197,550 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
15.9% |
41.1 |
1.4% |
82% |
False |
False |
158,100 |
| 120 |
3,081.0 |
2,603.0 |
478.0 |
16.0% |
39.4 |
1.3% |
81% |
False |
False |
131,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,157.5 |
|
2.618 |
3,095.5 |
|
1.618 |
3,057.5 |
|
1.000 |
3,034.0 |
|
0.618 |
3,019.5 |
|
HIGH |
2,996.0 |
|
0.618 |
2,981.5 |
|
0.500 |
2,977.0 |
|
0.382 |
2,972.5 |
|
LOW |
2,958.0 |
|
0.618 |
2,934.5 |
|
1.000 |
2,920.0 |
|
1.618 |
2,896.5 |
|
2.618 |
2,858.5 |
|
4.250 |
2,796.5 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,987.0 |
2,978.7 |
| PP |
2,982.0 |
2,965.3 |
| S1 |
2,977.0 |
2,952.0 |
|