| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,145.0 |
1,152.6 |
7.6 |
0.7% |
1,157.0 |
| High |
1,163.5 |
1,157.6 |
-5.9 |
-0.5% |
1,160.6 |
| Low |
1,144.1 |
1,141.7 |
-2.4 |
-0.2% |
1,127.1 |
| Close |
1,150.7 |
1,148.5 |
-2.2 |
-0.2% |
1,137.8 |
| Range |
19.4 |
15.9 |
-3.5 |
-18.0% |
33.5 |
| ATR |
15.1 |
15.2 |
0.1 |
0.4% |
0.0 |
| Volume |
86,614 |
94,463 |
7,849 |
9.1% |
715,867 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,197.0 |
1,188.8 |
1,157.3 |
|
| R3 |
1,181.0 |
1,172.8 |
1,152.8 |
|
| R2 |
1,165.3 |
1,165.3 |
1,151.5 |
|
| R1 |
1,156.8 |
1,156.8 |
1,150.0 |
1,153.0 |
| PP |
1,149.3 |
1,149.3 |
1,149.3 |
1,147.5 |
| S1 |
1,141.0 |
1,141.0 |
1,147.0 |
1,137.3 |
| S2 |
1,133.3 |
1,133.3 |
1,145.5 |
|
| S3 |
1,117.5 |
1,125.0 |
1,144.3 |
|
| S4 |
1,101.5 |
1,109.3 |
1,139.8 |
|
|
| 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% |
17.3 |
1.5% |
59% |
False |
False |
108,496 |
| 10 |
1,185.1 |
1,127.1 |
58.0 |
5.1% |
16.3 |
1.4% |
37% |
False |
False |
112,199 |
| 20 |
1,185.1 |
1,115.0 |
70.1 |
6.1% |
13.8 |
1.2% |
48% |
False |
False |
56,604 |
| 40 |
1,185.1 |
1,080.6 |
104.5 |
9.1% |
10.5 |
0.9% |
65% |
False |
False |
28,304 |
| 60 |
1,185.1 |
1,080.6 |
104.5 |
9.1% |
10.3 |
0.9% |
65% |
False |
False |
18,872 |
| 80 |
1,185.1 |
1,022.3 |
162.8 |
14.2% |
8.5 |
0.7% |
78% |
False |
False |
14,155 |
| 100 |
1,185.1 |
941.4 |
243.7 |
21.2% |
6.8 |
0.6% |
85% |
False |
False |
11,324 |
| 120 |
1,185.1 |
941.4 |
243.7 |
21.2% |
6.0 |
0.5% |
85% |
False |
False |
9,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,225.3 |
|
2.618 |
1,199.3 |
|
1.618 |
1,183.3 |
|
1.000 |
1,173.5 |
|
0.618 |
1,167.5 |
|
HIGH |
1,157.5 |
|
0.618 |
1,151.5 |
|
0.500 |
1,149.8 |
|
0.382 |
1,147.8 |
|
LOW |
1,141.8 |
|
0.618 |
1,131.8 |
|
1.000 |
1,125.8 |
|
1.618 |
1,116.0 |
|
2.618 |
1,100.0 |
|
4.250 |
1,074.0 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,149.8 |
1,149.0 |
| PP |
1,149.3 |
1,149.0 |
| S1 |
1,149.0 |
1,148.8 |
|