| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,146.0 |
1,145.0 |
-1.0 |
-0.1% |
1,157.0 |
| High |
1,148.4 |
1,163.5 |
15.1 |
1.3% |
1,160.6 |
| Low |
1,134.7 |
1,144.1 |
9.4 |
0.8% |
1,127.1 |
| Close |
1,137.8 |
1,150.7 |
12.9 |
1.1% |
1,137.8 |
| Range |
13.7 |
19.4 |
5.7 |
41.6% |
33.5 |
| ATR |
14.3 |
15.1 |
0.8 |
5.7% |
0.0 |
| Volume |
100,454 |
86,614 |
-13,840 |
-13.8% |
715,867 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,211.0 |
1,200.3 |
1,161.3 |
|
| R3 |
1,191.5 |
1,180.8 |
1,156.0 |
|
| R2 |
1,172.3 |
1,172.3 |
1,154.3 |
|
| R1 |
1,161.5 |
1,161.5 |
1,152.5 |
1,166.8 |
| PP |
1,152.8 |
1,152.8 |
1,152.8 |
1,155.5 |
| S1 |
1,142.0 |
1,142.0 |
1,149.0 |
1,147.5 |
| S2 |
1,133.3 |
1,133.3 |
1,147.3 |
|
| S3 |
1,114.0 |
1,122.8 |
1,145.3 |
|
| S4 |
1,094.5 |
1,103.3 |
1,140.0 |
|
|
| 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 |
1,163.5 |
1,127.1 |
36.4 |
3.2% |
17.0 |
1.5% |
65% |
True |
False |
123,058 |
| 10 |
1,185.1 |
1,127.1 |
58.0 |
5.0% |
15.8 |
1.4% |
41% |
False |
False |
103,027 |
| 20 |
1,185.1 |
1,103.6 |
81.5 |
7.1% |
13.3 |
1.2% |
58% |
False |
False |
51,881 |
| 40 |
1,185.1 |
1,080.6 |
104.5 |
9.1% |
10.0 |
0.9% |
67% |
False |
False |
25,943 |
| 60 |
1,185.1 |
1,070.8 |
114.3 |
9.9% |
10.0 |
0.9% |
70% |
False |
False |
17,298 |
| 80 |
1,185.1 |
1,022.3 |
162.8 |
14.1% |
8.3 |
0.7% |
79% |
False |
False |
12,974 |
| 100 |
1,185.1 |
941.4 |
243.7 |
21.2% |
6.8 |
0.6% |
86% |
False |
False |
10,379 |
| 120 |
1,185.1 |
941.4 |
243.7 |
21.2% |
5.8 |
0.5% |
86% |
False |
False |
8,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,246.0 |
|
2.618 |
1,214.3 |
|
1.618 |
1,195.0 |
|
1.000 |
1,183.0 |
|
0.618 |
1,175.5 |
|
HIGH |
1,163.5 |
|
0.618 |
1,156.0 |
|
0.500 |
1,153.8 |
|
0.382 |
1,151.5 |
|
LOW |
1,144.0 |
|
0.618 |
1,132.0 |
|
1.000 |
1,124.8 |
|
1.618 |
1,112.8 |
|
2.618 |
1,093.3 |
|
4.250 |
1,061.8 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,153.8 |
1,149.0 |
| PP |
1,152.8 |
1,147.0 |
| S1 |
1,151.8 |
1,145.3 |
|