| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,147.4 |
1,149.9 |
2.5 |
0.2% |
1,157.0 |
| High |
1,157.5 |
1,178.3 |
20.8 |
1.8% |
1,160.6 |
| Low |
1,142.7 |
1,149.2 |
6.5 |
0.6% |
1,127.1 |
| Close |
1,143.1 |
1,169.8 |
26.7 |
2.3% |
1,137.8 |
| Range |
14.8 |
29.1 |
14.3 |
96.6% |
33.5 |
| ATR |
15.1 |
16.6 |
1.4 |
9.5% |
0.0 |
| Volume |
87,174 |
84,492 |
-2,682 |
-3.1% |
715,867 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,253.0 |
1,240.5 |
1,185.8 |
|
| R3 |
1,224.0 |
1,211.5 |
1,177.8 |
|
| R2 |
1,194.8 |
1,194.8 |
1,175.3 |
|
| R1 |
1,182.3 |
1,182.3 |
1,172.5 |
1,188.5 |
| PP |
1,165.8 |
1,165.8 |
1,165.8 |
1,169.0 |
| S1 |
1,153.3 |
1,153.3 |
1,167.3 |
1,159.5 |
| S2 |
1,136.8 |
1,136.8 |
1,164.5 |
|
| S3 |
1,107.5 |
1,124.3 |
1,161.8 |
|
| S4 |
1,078.5 |
1,095.0 |
1,153.8 |
|
|
| 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 |
1,178.3 |
1,134.7 |
43.6 |
3.7% |
18.5 |
1.6% |
81% |
True |
False |
90,639 |
| 10 |
1,178.3 |
1,127.1 |
51.2 |
4.4% |
18.3 |
1.6% |
83% |
True |
False |
119,449 |
| 20 |
1,185.1 |
1,127.1 |
58.0 |
5.0% |
14.8 |
1.3% |
74% |
False |
False |
65,186 |
| 40 |
1,185.1 |
1,080.6 |
104.5 |
8.9% |
11.3 |
1.0% |
85% |
False |
False |
32,596 |
| 60 |
1,185.1 |
1,080.6 |
104.5 |
8.9% |
10.5 |
0.9% |
85% |
False |
False |
21,732 |
| 80 |
1,185.1 |
1,053.7 |
131.4 |
11.2% |
8.8 |
0.8% |
88% |
False |
False |
16,301 |
| 100 |
1,185.1 |
941.4 |
243.7 |
20.8% |
7.3 |
0.6% |
94% |
False |
False |
13,040 |
| 120 |
1,185.1 |
941.4 |
243.7 |
20.8% |
6.3 |
0.5% |
94% |
False |
False |
10,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,302.0 |
|
2.618 |
1,254.5 |
|
1.618 |
1,225.5 |
|
1.000 |
1,207.5 |
|
0.618 |
1,196.3 |
|
HIGH |
1,178.3 |
|
0.618 |
1,167.3 |
|
0.500 |
1,163.8 |
|
0.382 |
1,160.3 |
|
LOW |
1,149.3 |
|
0.618 |
1,131.3 |
|
1.000 |
1,120.0 |
|
1.618 |
1,102.0 |
|
2.618 |
1,073.0 |
|
4.250 |
1,025.5 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,167.8 |
1,166.5 |
| PP |
1,165.8 |
1,163.3 |
| S1 |
1,163.8 |
1,160.0 |
|