| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,152.6 |
1,147.4 |
-5.2 |
-0.5% |
1,157.0 |
| High |
1,157.6 |
1,157.5 |
-0.1 |
0.0% |
1,160.6 |
| Low |
1,141.7 |
1,142.7 |
1.0 |
0.1% |
1,127.1 |
| Close |
1,148.5 |
1,143.1 |
-5.4 |
-0.5% |
1,137.8 |
| Range |
15.9 |
14.8 |
-1.1 |
-6.9% |
33.5 |
| ATR |
15.2 |
15.1 |
0.0 |
-0.2% |
0.0 |
| Volume |
94,463 |
87,174 |
-7,289 |
-7.7% |
715,867 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,192.3 |
1,182.5 |
1,151.3 |
|
| R3 |
1,177.3 |
1,167.8 |
1,147.3 |
|
| R2 |
1,162.5 |
1,162.5 |
1,145.8 |
|
| R1 |
1,152.8 |
1,152.8 |
1,144.5 |
1,150.3 |
| PP |
1,147.8 |
1,147.8 |
1,147.8 |
1,146.5 |
| S1 |
1,138.0 |
1,138.0 |
1,141.8 |
1,135.5 |
| S2 |
1,133.0 |
1,133.0 |
1,140.5 |
|
| S3 |
1,118.3 |
1,123.3 |
1,139.0 |
|
| S4 |
1,103.3 |
1,108.5 |
1,135.0 |
|
|
| 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% |
16.5 |
1.4% |
44% |
False |
False |
99,439 |
| 10 |
1,182.8 |
1,127.1 |
55.7 |
4.9% |
16.5 |
1.4% |
29% |
False |
False |
117,926 |
| 20 |
1,185.1 |
1,127.1 |
58.0 |
5.1% |
13.8 |
1.2% |
28% |
False |
False |
60,962 |
| 40 |
1,185.1 |
1,080.6 |
104.5 |
9.1% |
10.8 |
0.9% |
60% |
False |
False |
30,484 |
| 60 |
1,185.1 |
1,080.6 |
104.5 |
9.1% |
10.0 |
0.9% |
60% |
False |
False |
20,325 |
| 80 |
1,185.1 |
1,034.7 |
150.4 |
13.2% |
8.5 |
0.8% |
72% |
False |
False |
15,244 |
| 100 |
1,185.1 |
941.4 |
243.7 |
21.3% |
7.0 |
0.6% |
83% |
False |
False |
12,196 |
| 120 |
1,185.1 |
941.4 |
243.7 |
21.3% |
6.0 |
0.5% |
83% |
False |
False |
10,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,220.5 |
|
2.618 |
1,196.3 |
|
1.618 |
1,181.5 |
|
1.000 |
1,172.3 |
|
0.618 |
1,166.8 |
|
HIGH |
1,157.5 |
|
0.618 |
1,151.8 |
|
0.500 |
1,150.0 |
|
0.382 |
1,148.3 |
|
LOW |
1,142.8 |
|
0.618 |
1,133.5 |
|
1.000 |
1,128.0 |
|
1.618 |
1,118.8 |
|
2.618 |
1,104.0 |
|
4.250 |
1,079.8 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,150.0 |
1,152.5 |
| PP |
1,147.8 |
1,149.5 |
| S1 |
1,145.5 |
1,146.3 |
|