| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,994.0 |
2,700.0 |
-294.0 |
-9.8% |
2,922.0 |
| High |
3,058.0 |
2,827.0 |
-231.0 |
-7.6% |
3,058.0 |
| Low |
2,976.0 |
2,645.0 |
-331.0 |
-11.1% |
2,645.0 |
| Close |
3,027.0 |
2,768.0 |
-259.0 |
-8.6% |
2,768.0 |
| Range |
82.0 |
182.0 |
100.0 |
122.0% |
413.0 |
| ATR |
59.8 |
82.8 |
23.0 |
38.5% |
0.0 |
| Volume |
4,053,438 |
2,530,386 |
-1,523,052 |
-37.6% |
11,126,380 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,292.7 |
3,212.3 |
2,868.1 |
|
| R3 |
3,110.7 |
3,030.3 |
2,818.1 |
|
| R2 |
2,928.7 |
2,928.7 |
2,801.4 |
|
| R1 |
2,848.3 |
2,848.3 |
2,784.7 |
2,888.5 |
| PP |
2,746.7 |
2,746.7 |
2,746.7 |
2,766.8 |
| S1 |
2,666.3 |
2,666.3 |
2,751.3 |
2,706.5 |
| S2 |
2,564.7 |
2,564.7 |
2,734.6 |
|
| S3 |
2,382.7 |
2,484.3 |
2,718.0 |
|
| S4 |
2,200.7 |
2,302.3 |
2,667.9 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,062.7 |
3,828.3 |
2,995.2 |
|
| R3 |
3,649.7 |
3,415.3 |
2,881.6 |
|
| R2 |
3,236.7 |
3,236.7 |
2,843.7 |
|
| R1 |
3,002.3 |
3,002.3 |
2,805.9 |
2,913.0 |
| PP |
2,823.7 |
2,823.7 |
2,823.7 |
2,779.0 |
| S1 |
2,589.3 |
2,589.3 |
2,730.1 |
2,500.0 |
| S2 |
2,410.7 |
2,410.7 |
2,692.3 |
|
| S3 |
1,997.7 |
2,176.3 |
2,654.4 |
|
| S4 |
1,584.7 |
1,763.3 |
2,540.9 |
|
|
| 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 |
2,645.0 |
413.0 |
14.9% |
81.2 |
2.9% |
30% |
False |
True |
2,225,276 |
| 10 |
3,058.0 |
2,645.0 |
413.0 |
14.9% |
67.8 |
2.4% |
30% |
False |
True |
1,924,339 |
| 20 |
3,078.0 |
2,645.0 |
433.0 |
15.6% |
55.5 |
2.0% |
28% |
False |
True |
1,090,970 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
15.6% |
52.1 |
1.9% |
28% |
False |
True |
549,700 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
15.6% |
50.6 |
1.8% |
28% |
False |
True |
368,100 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
15.6% |
47.8 |
1.7% |
28% |
False |
True |
279,702 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
17.2% |
43.3 |
1.6% |
35% |
False |
False |
223,938 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
17.2% |
41.4 |
1.5% |
35% |
False |
False |
186,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,600.5 |
|
2.618 |
3,303.5 |
|
1.618 |
3,121.5 |
|
1.000 |
3,009.0 |
|
0.618 |
2,939.5 |
|
HIGH |
2,827.0 |
|
0.618 |
2,757.5 |
|
0.500 |
2,736.0 |
|
0.382 |
2,714.5 |
|
LOW |
2,645.0 |
|
0.618 |
2,532.5 |
|
1.000 |
2,463.0 |
|
1.618 |
2,350.5 |
|
2.618 |
2,168.5 |
|
4.250 |
1,871.5 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,757.3 |
2,851.5 |
| PP |
2,746.7 |
2,823.7 |
| S1 |
2,736.0 |
2,795.8 |
|