| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,064.50 |
2,062.50 |
-2.00 |
-0.1% |
2,088.50 |
| High |
2,079.50 |
2,071.50 |
-8.00 |
-0.4% |
2,110.75 |
| Low |
2,059.75 |
2,040.75 |
-19.00 |
-0.9% |
2,079.50 |
| Close |
2,063.50 |
2,070.50 |
7.00 |
0.3% |
2,087.25 |
| Range |
19.75 |
30.75 |
11.00 |
55.7% |
31.25 |
| ATR |
19.44 |
20.25 |
0.81 |
4.2% |
0.00 |
| Volume |
1,917,677 |
2,446,637 |
528,960 |
27.6% |
2,944,632 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.25 |
2,142.50 |
2,087.50 |
|
| R3 |
2,122.50 |
2,111.75 |
2,079.00 |
|
| R2 |
2,091.75 |
2,091.75 |
2,076.25 |
|
| R1 |
2,081.00 |
2,081.00 |
2,073.25 |
2,086.50 |
| PP |
2,061.00 |
2,061.00 |
2,061.00 |
2,063.50 |
| S1 |
2,050.25 |
2,050.25 |
2,067.75 |
2,055.50 |
| S2 |
2,030.25 |
2,030.25 |
2,064.75 |
|
| S3 |
1,999.50 |
2,019.50 |
2,062.00 |
|
| S4 |
1,968.75 |
1,988.75 |
2,053.50 |
|
|
| 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 |
2,104.75 |
2,040.75 |
64.00 |
3.1% |
23.25 |
1.1% |
46% |
False |
True |
2,289,807 |
| 10 |
2,110.75 |
2,040.75 |
70.00 |
3.4% |
19.25 |
0.9% |
43% |
False |
True |
1,262,937 |
| 20 |
2,110.75 |
2,014.00 |
96.75 |
4.7% |
18.50 |
0.9% |
58% |
False |
False |
638,045 |
| 40 |
2,110.75 |
2,014.00 |
96.75 |
4.7% |
20.75 |
1.0% |
58% |
False |
False |
322,016 |
| 60 |
2,110.75 |
2,004.50 |
106.25 |
5.1% |
21.00 |
1.0% |
62% |
False |
False |
215,460 |
| 80 |
2,110.75 |
1,871.00 |
239.75 |
11.6% |
22.00 |
1.1% |
83% |
False |
False |
161,742 |
| 100 |
2,110.75 |
1,787.50 |
323.25 |
15.6% |
25.25 |
1.2% |
88% |
False |
False |
129,458 |
| 120 |
2,110.75 |
1,787.50 |
323.25 |
15.6% |
28.25 |
1.4% |
88% |
False |
False |
108,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.25 |
|
2.618 |
2,152.00 |
|
1.618 |
2,121.25 |
|
1.000 |
2,102.25 |
|
0.618 |
2,090.50 |
|
HIGH |
2,071.50 |
|
0.618 |
2,059.75 |
|
0.500 |
2,056.00 |
|
0.382 |
2,052.50 |
|
LOW |
2,040.75 |
|
0.618 |
2,021.75 |
|
1.000 |
2,010.00 |
|
1.618 |
1,991.00 |
|
2.618 |
1,960.25 |
|
4.250 |
1,910.00 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,065.75 |
2,067.00 |
| PP |
2,061.00 |
2,063.50 |
| S1 |
2,056.00 |
2,060.00 |
|