| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,079.00 |
2,079.25 |
0.25 |
0.0% |
2,081.00 |
| High |
2,086.00 |
2,091.25 |
5.25 |
0.3% |
2,089.25 |
| Low |
2,074.00 |
2,075.25 |
1.25 |
0.1% |
2,040.75 |
| Close |
2,080.50 |
2,076.75 |
-3.75 |
-0.2% |
2,059.00 |
| Range |
12.00 |
16.00 |
4.00 |
33.3% |
48.50 |
| ATR |
20.61 |
20.28 |
-0.33 |
-1.6% |
0.00 |
| Volume |
1,400,709 |
1,419,838 |
19,129 |
1.4% |
11,483,357 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.00 |
2,119.00 |
2,085.50 |
|
| R3 |
2,113.00 |
2,103.00 |
2,081.25 |
|
| R2 |
2,097.00 |
2,097.00 |
2,079.75 |
|
| R1 |
2,087.00 |
2,087.00 |
2,078.25 |
2,084.00 |
| PP |
2,081.00 |
2,081.00 |
2,081.00 |
2,079.50 |
| S1 |
2,071.00 |
2,071.00 |
2,075.25 |
2,068.00 |
| S2 |
2,065.00 |
2,065.00 |
2,073.75 |
|
| S3 |
2,049.00 |
2,055.00 |
2,072.25 |
|
| S4 |
2,033.00 |
2,039.00 |
2,068.00 |
|
|
| 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% |
20.50 |
1.0% |
70% |
False |
False |
1,739,841 |
| 10 |
2,109.50 |
2,040.75 |
68.75 |
3.3% |
20.00 |
1.0% |
52% |
False |
False |
1,848,758 |
| 20 |
2,110.75 |
2,040.75 |
70.00 |
3.4% |
17.75 |
0.9% |
51% |
False |
False |
949,296 |
| 40 |
2,110.75 |
2,014.00 |
96.75 |
4.7% |
21.00 |
1.0% |
65% |
False |
False |
478,125 |
| 60 |
2,110.75 |
2,014.00 |
96.75 |
4.7% |
20.75 |
1.0% |
65% |
False |
False |
319,583 |
| 80 |
2,110.75 |
1,904.75 |
206.00 |
9.9% |
21.25 |
1.0% |
83% |
False |
False |
239,876 |
| 100 |
2,110.75 |
1,787.50 |
323.25 |
15.6% |
24.00 |
1.2% |
89% |
False |
False |
191,964 |
| 120 |
2,110.75 |
1,787.50 |
323.25 |
15.6% |
28.25 |
1.4% |
89% |
False |
False |
160,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.25 |
|
2.618 |
2,133.25 |
|
1.618 |
2,117.25 |
|
1.000 |
2,107.25 |
|
0.618 |
2,101.25 |
|
HIGH |
2,091.25 |
|
0.618 |
2,085.25 |
|
0.500 |
2,083.25 |
|
0.382 |
2,081.25 |
|
LOW |
2,075.25 |
|
0.618 |
2,065.25 |
|
1.000 |
2,059.25 |
|
1.618 |
2,049.25 |
|
2.618 |
2,033.25 |
|
4.250 |
2,007.25 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,083.25 |
2,081.50 |
| PP |
2,081.00 |
2,079.75 |
| S1 |
2,079.00 |
2,078.25 |
|