| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,143.4 |
1,146.0 |
2.6 |
0.2% |
1,157.0 |
| High |
1,145.7 |
1,148.4 |
2.7 |
0.2% |
1,160.6 |
| Low |
1,127.1 |
1,134.7 |
7.6 |
0.7% |
1,127.1 |
| Close |
1,145.0 |
1,137.8 |
-7.2 |
-0.6% |
1,137.8 |
| Range |
18.6 |
13.7 |
-4.9 |
-26.3% |
33.5 |
| ATR |
14.3 |
14.3 |
0.0 |
-0.3% |
0.0 |
| Volume |
128,491 |
100,454 |
-28,037 |
-21.8% |
715,867 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,181.5 |
1,173.3 |
1,145.3 |
|
| R3 |
1,167.8 |
1,159.5 |
1,141.5 |
|
| R2 |
1,154.0 |
1,154.0 |
1,140.3 |
|
| R1 |
1,146.0 |
1,146.0 |
1,139.0 |
1,143.0 |
| PP |
1,140.3 |
1,140.3 |
1,140.3 |
1,139.0 |
| S1 |
1,132.3 |
1,132.3 |
1,136.5 |
1,129.5 |
| S2 |
1,126.5 |
1,126.5 |
1,135.3 |
|
| S3 |
1,113.0 |
1,118.5 |
1,134.0 |
|
| S4 |
1,099.3 |
1,104.8 |
1,130.3 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.3 |
1,223.5 |
1,156.3 |
|
| R3 |
1,208.8 |
1,190.0 |
1,147.0 |
|
| R2 |
1,175.3 |
1,175.3 |
1,144.0 |
|
| R1 |
1,156.5 |
1,156.5 |
1,140.8 |
1,149.3 |
| PP |
1,141.8 |
1,141.8 |
1,141.8 |
1,138.3 |
| S1 |
1,123.0 |
1,123.0 |
1,134.8 |
1,115.8 |
| S2 |
1,108.3 |
1,108.3 |
1,131.8 |
|
| S3 |
1,074.8 |
1,089.5 |
1,128.5 |
|
| S4 |
1,041.3 |
1,056.0 |
1,119.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,160.6 |
1,127.1 |
33.5 |
2.9% |
17.0 |
1.5% |
32% |
False |
False |
143,173 |
| 10 |
1,185.1 |
1,127.1 |
58.0 |
5.1% |
15.5 |
1.4% |
18% |
False |
False |
94,784 |
| 20 |
1,185.1 |
1,093.0 |
92.1 |
8.1% |
13.0 |
1.1% |
49% |
False |
False |
47,550 |
| 40 |
1,185.1 |
1,080.6 |
104.5 |
9.2% |
9.8 |
0.9% |
55% |
False |
False |
23,778 |
| 60 |
1,185.1 |
1,066.1 |
119.0 |
10.5% |
9.8 |
0.9% |
60% |
False |
False |
15,854 |
| 80 |
1,185.1 |
1,014.0 |
171.1 |
15.0% |
8.0 |
0.7% |
72% |
False |
False |
11,891 |
| 100 |
1,185.1 |
941.4 |
243.7 |
21.4% |
6.5 |
0.6% |
81% |
False |
False |
9,513 |
| 120 |
1,185.1 |
941.4 |
243.7 |
21.4% |
5.8 |
0.5% |
81% |
False |
False |
7,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,206.5 |
|
2.618 |
1,184.3 |
|
1.618 |
1,170.5 |
|
1.000 |
1,162.0 |
|
0.618 |
1,156.8 |
|
HIGH |
1,148.5 |
|
0.618 |
1,143.3 |
|
0.500 |
1,141.5 |
|
0.382 |
1,140.0 |
|
LOW |
1,134.8 |
|
0.618 |
1,126.3 |
|
1.000 |
1,121.0 |
|
1.618 |
1,112.5 |
|
2.618 |
1,098.8 |
|
4.250 |
1,076.5 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,141.5 |
1,141.0 |
| PP |
1,140.3 |
1,140.0 |
| S1 |
1,139.0 |
1,139.0 |
|