| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,181.9 |
1,173.8 |
-8.1 |
-0.7% |
1,155.5 |
| High |
1,182.8 |
1,174.5 |
-8.3 |
-0.7% |
1,185.1 |
| Low |
1,171.7 |
1,155.5 |
-16.2 |
-1.4% |
1,155.5 |
| Close |
1,174.5 |
1,159.1 |
-15.4 |
-1.3% |
1,159.1 |
| Range |
11.1 |
19.0 |
7.9 |
71.2% |
29.6 |
| ATR |
12.7 |
13.1 |
0.5 |
3.5% |
0.0 |
| Volume |
69,270 |
125,880 |
56,610 |
81.7% |
231,980 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,220.0 |
1,208.5 |
1,169.5 |
|
| R3 |
1,201.0 |
1,189.5 |
1,164.3 |
|
| R2 |
1,182.0 |
1,182.0 |
1,162.5 |
|
| R1 |
1,170.5 |
1,170.5 |
1,160.8 |
1,166.8 |
| PP |
1,163.0 |
1,163.0 |
1,163.0 |
1,161.3 |
| S1 |
1,151.5 |
1,151.5 |
1,157.3 |
1,147.8 |
| S2 |
1,144.0 |
1,144.0 |
1,155.5 |
|
| S3 |
1,125.0 |
1,132.5 |
1,154.0 |
|
| S4 |
1,106.0 |
1,113.5 |
1,148.8 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,255.3 |
1,236.8 |
1,175.5 |
|
| R3 |
1,225.8 |
1,207.3 |
1,167.3 |
|
| R2 |
1,196.3 |
1,196.3 |
1,164.5 |
|
| R1 |
1,177.8 |
1,177.8 |
1,161.8 |
1,187.0 |
| PP |
1,166.5 |
1,166.5 |
1,166.5 |
1,171.3 |
| S1 |
1,148.0 |
1,148.0 |
1,156.5 |
1,157.3 |
| S2 |
1,137.0 |
1,137.0 |
1,153.8 |
|
| S3 |
1,107.3 |
1,118.5 |
1,151.0 |
|
| S4 |
1,077.8 |
1,088.8 |
1,142.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,185.1 |
1,155.5 |
29.6 |
2.6% |
14.3 |
1.2% |
12% |
False |
True |
46,396 |
| 10 |
1,185.1 |
1,140.7 |
44.4 |
3.8% |
13.3 |
1.1% |
41% |
False |
False |
23,510 |
| 20 |
1,185.1 |
1,080.6 |
104.5 |
9.0% |
11.8 |
1.0% |
75% |
False |
False |
11,759 |
| 40 |
1,185.1 |
1,080.6 |
104.5 |
9.0% |
8.3 |
0.7% |
75% |
False |
False |
5,882 |
| 60 |
1,185.1 |
1,066.1 |
119.0 |
10.3% |
8.8 |
0.8% |
78% |
False |
False |
3,924 |
| 80 |
1,185.1 |
994.9 |
190.2 |
16.4% |
7.0 |
0.6% |
86% |
False |
False |
2,943 |
| 100 |
1,185.1 |
941.4 |
243.7 |
21.0% |
5.8 |
0.5% |
89% |
False |
False |
2,354 |
| 120 |
1,185.1 |
941.4 |
243.7 |
21.0% |
5.0 |
0.4% |
89% |
False |
False |
1,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,255.3 |
|
2.618 |
1,224.3 |
|
1.618 |
1,205.3 |
|
1.000 |
1,193.5 |
|
0.618 |
1,186.3 |
|
HIGH |
1,174.5 |
|
0.618 |
1,167.3 |
|
0.500 |
1,165.0 |
|
0.382 |
1,162.8 |
|
LOW |
1,155.5 |
|
0.618 |
1,143.8 |
|
1.000 |
1,136.5 |
|
1.618 |
1,124.8 |
|
2.618 |
1,105.8 |
|
4.250 |
1,074.8 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,165.0 |
1,170.3 |
| PP |
1,163.0 |
1,166.5 |
| S1 |
1,161.0 |
1,162.8 |
|