| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,142.5 |
1,140.9 |
-1.6 |
-0.1% |
1,155.5 |
| High |
1,149.5 |
1,155.0 |
5.5 |
0.5% |
1,185.1 |
| Low |
1,135.1 |
1,136.2 |
1.1 |
0.1% |
1,155.5 |
| Close |
1,143.8 |
1,144.2 |
0.4 |
0.0% |
1,159.1 |
| Range |
14.4 |
18.8 |
4.4 |
30.6% |
29.6 |
| ATR |
13.6 |
14.0 |
0.4 |
2.7% |
0.0 |
| Volume |
167,275 |
132,460 |
-34,815 |
-20.8% |
231,980 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.5 |
1,191.8 |
1,154.5 |
|
| R3 |
1,182.8 |
1,172.8 |
1,149.3 |
|
| R2 |
1,164.0 |
1,164.0 |
1,147.8 |
|
| R1 |
1,154.0 |
1,154.0 |
1,146.0 |
1,159.0 |
| PP |
1,145.3 |
1,145.3 |
1,145.3 |
1,147.5 |
| S1 |
1,135.3 |
1,135.3 |
1,142.5 |
1,140.3 |
| S2 |
1,126.3 |
1,126.3 |
1,140.8 |
|
| S3 |
1,107.5 |
1,116.5 |
1,139.0 |
|
| S4 |
1,088.8 |
1,097.8 |
1,133.8 |
|
|
| 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 |
1,182.8 |
1,135.1 |
47.7 |
4.2% |
16.5 |
1.4% |
19% |
False |
False |
136,414 |
| 10 |
1,185.1 |
1,135.1 |
50.0 |
4.4% |
15.5 |
1.4% |
18% |
False |
False |
72,063 |
| 20 |
1,185.1 |
1,080.6 |
104.5 |
9.1% |
12.5 |
1.1% |
61% |
False |
False |
36,104 |
| 40 |
1,185.1 |
1,080.6 |
104.5 |
9.1% |
9.3 |
0.8% |
61% |
False |
False |
18,054 |
| 60 |
1,185.1 |
1,066.1 |
119.0 |
10.4% |
9.3 |
0.8% |
66% |
False |
False |
12,039 |
| 80 |
1,185.1 |
1,000.5 |
184.6 |
16.1% |
7.8 |
0.7% |
78% |
False |
False |
9,030 |
| 100 |
1,185.1 |
941.4 |
243.7 |
21.3% |
6.3 |
0.5% |
83% |
False |
False |
7,224 |
| 120 |
1,185.1 |
941.4 |
243.7 |
21.3% |
5.5 |
0.5% |
83% |
False |
False |
6,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,235.0 |
|
2.618 |
1,204.3 |
|
1.618 |
1,185.5 |
|
1.000 |
1,173.8 |
|
0.618 |
1,166.5 |
|
HIGH |
1,155.0 |
|
0.618 |
1,147.8 |
|
0.500 |
1,145.5 |
|
0.382 |
1,143.5 |
|
LOW |
1,136.3 |
|
0.618 |
1,124.5 |
|
1.000 |
1,117.5 |
|
1.618 |
1,105.8 |
|
2.618 |
1,087.0 |
|
4.250 |
1,056.3 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,145.5 |
1,147.8 |
| PP |
1,145.3 |
1,146.8 |
| S1 |
1,144.8 |
1,145.5 |
|