| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,071.00 |
2,079.00 |
8.00 |
0.4% |
2,081.00 |
| High |
2,092.50 |
2,086.00 |
-6.50 |
-0.3% |
2,089.25 |
| Low |
2,070.25 |
2,074.00 |
3.75 |
0.2% |
2,040.75 |
| Close |
2,074.25 |
2,080.50 |
6.25 |
0.3% |
2,059.00 |
| Range |
22.25 |
12.00 |
-10.25 |
-46.1% |
48.50 |
| ATR |
21.28 |
20.61 |
-0.66 |
-3.1% |
0.00 |
| Volume |
1,598,465 |
1,400,709 |
-197,756 |
-12.4% |
11,483,357 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.25 |
2,110.25 |
2,087.00 |
|
| R3 |
2,104.25 |
2,098.25 |
2,083.75 |
|
| R2 |
2,092.25 |
2,092.25 |
2,082.75 |
|
| R1 |
2,086.25 |
2,086.25 |
2,081.50 |
2,089.25 |
| PP |
2,080.25 |
2,080.25 |
2,080.25 |
2,081.50 |
| S1 |
2,074.25 |
2,074.25 |
2,079.50 |
2,077.25 |
| S2 |
2,068.25 |
2,068.25 |
2,078.25 |
|
| S3 |
2,056.25 |
2,062.25 |
2,077.25 |
|
| S4 |
2,044.25 |
2,050.25 |
2,074.00 |
|
|
| 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 |
2,092.50 |
2,040.75 |
51.75 |
2.5% |
21.25 |
1.0% |
77% |
False |
False |
1,839,409 |
| 10 |
2,110.75 |
2,040.75 |
70.00 |
3.4% |
19.75 |
0.9% |
57% |
False |
False |
1,728,978 |
| 20 |
2,110.75 |
2,032.75 |
78.00 |
3.7% |
18.75 |
0.9% |
61% |
False |
False |
878,753 |
| 40 |
2,110.75 |
2,014.00 |
96.75 |
4.7% |
20.75 |
1.0% |
69% |
False |
False |
442,700 |
| 60 |
2,110.75 |
2,011.50 |
99.25 |
4.8% |
21.00 |
1.0% |
70% |
False |
False |
295,955 |
| 80 |
2,110.75 |
1,904.75 |
206.00 |
9.9% |
21.50 |
1.0% |
85% |
False |
False |
222,129 |
| 100 |
2,110.75 |
1,787.50 |
323.25 |
15.5% |
24.50 |
1.2% |
91% |
False |
False |
177,770 |
| 120 |
2,110.75 |
1,787.50 |
323.25 |
15.5% |
28.25 |
1.4% |
91% |
False |
False |
148,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,137.00 |
|
2.618 |
2,117.50 |
|
1.618 |
2,105.50 |
|
1.000 |
2,098.00 |
|
0.618 |
2,093.50 |
|
HIGH |
2,086.00 |
|
0.618 |
2,081.50 |
|
0.500 |
2,080.00 |
|
0.382 |
2,078.50 |
|
LOW |
2,074.00 |
|
0.618 |
2,066.50 |
|
1.000 |
2,062.00 |
|
1.618 |
2,054.50 |
|
2.618 |
2,042.50 |
|
4.250 |
2,023.00 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,080.25 |
2,078.00 |
| PP |
2,080.25 |
2,075.50 |
| S1 |
2,080.00 |
2,073.00 |
|