| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,062.50 |
2,068.75 |
6.25 |
0.3% |
2,081.00 |
| High |
2,071.50 |
2,074.75 |
3.25 |
0.2% |
2,089.25 |
| Low |
2,040.75 |
2,053.25 |
12.50 |
0.6% |
2,040.75 |
| Close |
2,070.50 |
2,059.00 |
-11.50 |
-0.6% |
2,059.00 |
| Range |
30.75 |
21.50 |
-9.25 |
-30.1% |
48.50 |
| ATR |
20.25 |
20.33 |
0.09 |
0.4% |
0.00 |
| Volume |
2,446,637 |
1,833,560 |
-613,077 |
-25.1% |
11,483,357 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.75 |
2,114.50 |
2,070.75 |
|
| R3 |
2,105.25 |
2,093.00 |
2,065.00 |
|
| R2 |
2,083.75 |
2,083.75 |
2,063.00 |
|
| R1 |
2,071.50 |
2,071.50 |
2,061.00 |
2,067.00 |
| PP |
2,062.25 |
2,062.25 |
2,062.25 |
2,060.00 |
| S1 |
2,050.00 |
2,050.00 |
2,057.00 |
2,045.50 |
| S2 |
2,040.75 |
2,040.75 |
2,055.00 |
|
| S3 |
2,019.25 |
2,028.50 |
2,053.00 |
|
| S4 |
1,997.75 |
2,007.00 |
2,047.25 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.50 |
2,182.25 |
2,085.75 |
|
| R3 |
2,160.00 |
2,133.75 |
2,072.25 |
|
| R2 |
2,111.50 |
2,111.50 |
2,068.00 |
|
| R1 |
2,085.25 |
2,085.25 |
2,063.50 |
2,074.00 |
| PP |
2,063.00 |
2,063.00 |
2,063.00 |
2,057.50 |
| S1 |
2,036.75 |
2,036.75 |
2,054.50 |
2,025.50 |
| S2 |
2,014.50 |
2,014.50 |
2,050.00 |
|
| S3 |
1,966.00 |
1,988.25 |
2,045.75 |
|
| S4 |
1,917.50 |
1,939.75 |
2,032.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,089.25 |
2,040.75 |
48.50 |
2.4% |
22.50 |
1.1% |
38% |
False |
False |
2,296,671 |
| 10 |
2,110.75 |
2,040.75 |
70.00 |
3.4% |
19.25 |
0.9% |
26% |
False |
False |
1,442,798 |
| 20 |
2,110.75 |
2,029.50 |
81.25 |
3.9% |
18.50 |
0.9% |
36% |
False |
False |
729,445 |
| 40 |
2,110.75 |
2,014.00 |
96.75 |
4.7% |
20.75 |
1.0% |
47% |
False |
False |
367,781 |
| 60 |
2,110.75 |
2,004.50 |
106.25 |
5.2% |
21.00 |
1.0% |
51% |
False |
False |
246,000 |
| 80 |
2,110.75 |
1,904.25 |
206.50 |
10.0% |
21.75 |
1.1% |
75% |
False |
False |
184,649 |
| 100 |
2,110.75 |
1,787.50 |
323.25 |
15.7% |
25.00 |
1.2% |
84% |
False |
False |
147,789 |
| 120 |
2,110.75 |
1,787.50 |
323.25 |
15.7% |
28.50 |
1.4% |
84% |
False |
False |
123,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.00 |
|
2.618 |
2,131.00 |
|
1.618 |
2,109.50 |
|
1.000 |
2,096.25 |
|
0.618 |
2,088.00 |
|
HIGH |
2,074.75 |
|
0.618 |
2,066.50 |
|
0.500 |
2,064.00 |
|
0.382 |
2,061.50 |
|
LOW |
2,053.25 |
|
0.618 |
2,040.00 |
|
1.000 |
2,031.75 |
|
1.618 |
2,018.50 |
|
2.618 |
1,997.00 |
|
4.250 |
1,962.00 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,064.00 |
2,060.00 |
| PP |
2,062.25 |
2,059.75 |
| S1 |
2,060.75 |
2,059.50 |
|