| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,067.25 |
2,064.50 |
-2.75 |
-0.1% |
2,088.50 |
| High |
2,072.75 |
2,079.50 |
6.75 |
0.3% |
2,110.75 |
| Low |
2,054.75 |
2,059.75 |
5.00 |
0.2% |
2,079.50 |
| Close |
2,066.00 |
2,063.50 |
-2.50 |
-0.1% |
2,087.25 |
| Range |
18.00 |
19.75 |
1.75 |
9.7% |
31.25 |
| ATR |
19.41 |
19.44 |
0.02 |
0.1% |
0.00 |
| Volume |
2,770,212 |
1,917,677 |
-852,535 |
-30.8% |
2,944,632 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.75 |
2,115.00 |
2,074.25 |
|
| R3 |
2,107.00 |
2,095.25 |
2,069.00 |
|
| R2 |
2,087.25 |
2,087.25 |
2,067.00 |
|
| R1 |
2,075.50 |
2,075.50 |
2,065.25 |
2,071.50 |
| PP |
2,067.50 |
2,067.50 |
2,067.50 |
2,065.50 |
| S1 |
2,055.75 |
2,055.75 |
2,061.75 |
2,051.75 |
| S2 |
2,047.75 |
2,047.75 |
2,060.00 |
|
| S3 |
2,028.00 |
2,036.00 |
2,058.00 |
|
| S4 |
2,008.25 |
2,016.25 |
2,052.75 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.25 |
2,168.00 |
2,104.50 |
|
| R3 |
2,155.00 |
2,136.75 |
2,095.75 |
|
| R2 |
2,123.75 |
2,123.75 |
2,093.00 |
|
| R1 |
2,105.50 |
2,105.50 |
2,090.00 |
2,099.00 |
| PP |
2,092.50 |
2,092.50 |
2,092.50 |
2,089.25 |
| S1 |
2,074.25 |
2,074.25 |
2,084.50 |
2,067.75 |
| S2 |
2,061.25 |
2,061.25 |
2,081.50 |
|
| S3 |
2,030.00 |
2,043.00 |
2,078.75 |
|
| S4 |
1,998.75 |
2,011.75 |
2,070.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,109.50 |
2,054.75 |
54.75 |
2.7% |
19.50 |
0.9% |
16% |
False |
False |
1,957,675 |
| 10 |
2,110.75 |
2,054.75 |
56.00 |
2.7% |
18.00 |
0.9% |
16% |
False |
False |
1,020,762 |
| 20 |
2,110.75 |
2,014.00 |
96.75 |
4.7% |
18.25 |
0.9% |
51% |
False |
False |
516,132 |
| 40 |
2,110.75 |
2,014.00 |
96.75 |
4.7% |
20.50 |
1.0% |
51% |
False |
False |
260,887 |
| 60 |
2,110.75 |
2,004.50 |
106.25 |
5.1% |
20.75 |
1.0% |
56% |
False |
False |
174,709 |
| 80 |
2,110.75 |
1,871.00 |
239.75 |
11.6% |
22.00 |
1.1% |
80% |
False |
False |
131,162 |
| 100 |
2,110.75 |
1,787.50 |
323.25 |
15.7% |
25.50 |
1.2% |
85% |
False |
False |
105,000 |
| 120 |
2,110.75 |
1,787.50 |
323.25 |
15.7% |
28.25 |
1.4% |
85% |
False |
False |
87,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.50 |
|
2.618 |
2,131.25 |
|
1.618 |
2,111.50 |
|
1.000 |
2,099.25 |
|
0.618 |
2,091.75 |
|
HIGH |
2,079.50 |
|
0.618 |
2,072.00 |
|
0.500 |
2,069.50 |
|
0.382 |
2,067.25 |
|
LOW |
2,059.75 |
|
0.618 |
2,047.50 |
|
1.000 |
2,040.00 |
|
1.618 |
2,027.75 |
|
2.618 |
2,008.00 |
|
4.250 |
1,975.75 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,069.50 |
2,072.00 |
| PP |
2,067.50 |
2,069.25 |
| S1 |
2,065.50 |
2,066.25 |
|