| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,140.9 |
1,143.4 |
2.5 |
0.2% |
1,155.5 |
| High |
1,155.0 |
1,145.7 |
-9.3 |
-0.8% |
1,185.1 |
| Low |
1,136.2 |
1,127.1 |
-9.1 |
-0.8% |
1,155.5 |
| Close |
1,144.2 |
1,145.0 |
0.8 |
0.1% |
1,159.1 |
| Range |
18.8 |
18.6 |
-0.2 |
-1.1% |
29.6 |
| ATR |
14.0 |
14.3 |
0.3 |
2.3% |
0.0 |
| Volume |
132,460 |
128,491 |
-3,969 |
-3.0% |
231,980 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,195.0 |
1,188.8 |
1,155.3 |
|
| R3 |
1,176.5 |
1,170.0 |
1,150.0 |
|
| R2 |
1,157.8 |
1,157.8 |
1,148.5 |
|
| R1 |
1,151.5 |
1,151.5 |
1,146.8 |
1,154.8 |
| PP |
1,139.3 |
1,139.3 |
1,139.3 |
1,141.0 |
| S1 |
1,132.8 |
1,132.8 |
1,143.3 |
1,136.0 |
| S2 |
1,120.8 |
1,120.8 |
1,141.5 |
|
| S3 |
1,102.0 |
1,114.3 |
1,140.0 |
|
| S4 |
1,083.5 |
1,095.8 |
1,134.8 |
|
|
| 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 |
1,174.5 |
1,127.1 |
47.4 |
4.1% |
18.0 |
1.6% |
38% |
False |
True |
148,258 |
| 10 |
1,185.1 |
1,127.1 |
58.0 |
5.1% |
16.0 |
1.4% |
31% |
False |
True |
84,896 |
| 20 |
1,185.1 |
1,080.6 |
104.5 |
9.1% |
12.8 |
1.1% |
62% |
False |
False |
42,528 |
| 40 |
1,185.1 |
1,080.6 |
104.5 |
9.1% |
9.8 |
0.8% |
62% |
False |
False |
21,267 |
| 60 |
1,185.1 |
1,066.1 |
119.0 |
10.4% |
9.5 |
0.8% |
66% |
False |
False |
14,180 |
| 80 |
1,185.1 |
1,012.8 |
172.3 |
15.0% |
8.0 |
0.7% |
77% |
False |
False |
10,636 |
| 100 |
1,185.1 |
941.4 |
243.7 |
21.3% |
6.3 |
0.6% |
84% |
False |
False |
8,508 |
| 120 |
1,185.1 |
941.4 |
243.7 |
21.3% |
5.5 |
0.5% |
84% |
False |
False |
7,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,224.8 |
|
2.618 |
1,194.5 |
|
1.618 |
1,175.8 |
|
1.000 |
1,164.3 |
|
0.618 |
1,157.3 |
|
HIGH |
1,145.8 |
|
0.618 |
1,138.5 |
|
0.500 |
1,136.5 |
|
0.382 |
1,134.3 |
|
LOW |
1,127.0 |
|
0.618 |
1,115.5 |
|
1.000 |
1,108.5 |
|
1.618 |
1,097.0 |
|
2.618 |
1,078.5 |
|
4.250 |
1,048.0 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,142.3 |
1,143.8 |
| PP |
1,139.3 |
1,142.3 |
| S1 |
1,136.5 |
1,141.0 |
|