| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,988.0 |
2,994.0 |
6.0 |
0.2% |
2,856.0 |
| High |
2,996.0 |
3,058.0 |
62.0 |
2.1% |
2,876.0 |
| Low |
2,958.0 |
2,976.0 |
18.0 |
0.6% |
2,764.0 |
| Close |
2,992.0 |
3,027.0 |
35.0 |
1.2% |
2,832.0 |
| Range |
38.0 |
82.0 |
44.0 |
115.8% |
112.0 |
| ATR |
58.1 |
59.8 |
1.7 |
2.9% |
0.0 |
| Volume |
1,786,425 |
4,053,438 |
2,267,013 |
126.9% |
8,117,011 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,266.3 |
3,228.7 |
3,072.1 |
|
| R3 |
3,184.3 |
3,146.7 |
3,049.6 |
|
| R2 |
3,102.3 |
3,102.3 |
3,042.0 |
|
| R1 |
3,064.7 |
3,064.7 |
3,034.5 |
3,083.5 |
| PP |
3,020.3 |
3,020.3 |
3,020.3 |
3,029.8 |
| S1 |
2,982.7 |
2,982.7 |
3,019.5 |
3,001.5 |
| S2 |
2,938.3 |
2,938.3 |
3,012.0 |
|
| S3 |
2,856.3 |
2,900.7 |
3,004.5 |
|
| S4 |
2,774.3 |
2,818.7 |
2,981.9 |
|
|
| 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 |
3,058.0 |
2,821.0 |
237.0 |
7.8% |
53.6 |
1.8% |
87% |
True |
False |
1,991,018 |
| 10 |
3,058.0 |
2,764.0 |
294.0 |
9.7% |
59.1 |
2.0% |
89% |
True |
False |
1,783,606 |
| 20 |
3,078.0 |
2,764.0 |
314.0 |
10.4% |
47.7 |
1.6% |
84% |
False |
False |
964,565 |
| 40 |
3,078.0 |
2,764.0 |
314.0 |
10.4% |
49.0 |
1.6% |
84% |
False |
False |
486,528 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.4% |
48.1 |
1.6% |
84% |
False |
False |
325,935 |
| 80 |
3,078.0 |
2,763.0 |
315.0 |
10.4% |
46.0 |
1.5% |
84% |
False |
False |
248,144 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
15.7% |
41.5 |
1.4% |
89% |
False |
False |
198,634 |
| 120 |
3,081.0 |
2,603.0 |
478.0 |
15.8% |
40.1 |
1.3% |
89% |
False |
False |
165,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,406.5 |
|
2.618 |
3,272.7 |
|
1.618 |
3,190.7 |
|
1.000 |
3,140.0 |
|
0.618 |
3,108.7 |
|
HIGH |
3,058.0 |
|
0.618 |
3,026.7 |
|
0.500 |
3,017.0 |
|
0.382 |
3,007.3 |
|
LOW |
2,976.0 |
|
0.618 |
2,925.3 |
|
1.000 |
2,894.0 |
|
1.618 |
2,843.3 |
|
2.618 |
2,761.3 |
|
4.250 |
2,627.5 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,023.7 |
3,015.2 |
| PP |
3,020.3 |
3,003.3 |
| S1 |
3,017.0 |
2,991.5 |
|