| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,083.00 |
2,115.75 |
32.75 |
1.6% |
2,071.00 |
| High |
2,113.25 |
2,119.50 |
6.25 |
0.3% |
2,119.50 |
| Low |
2,083.00 |
1,999.00 |
-84.00 |
-4.0% |
1,999.00 |
| Close |
2,105.75 |
2,018.50 |
-87.25 |
-4.1% |
2,018.50 |
| Range |
30.25 |
120.50 |
90.25 |
298.3% |
120.50 |
| ATR |
21.44 |
28.52 |
7.08 |
33.0% |
0.00 |
| Volume |
1,314,510 |
4,174,598 |
2,860,088 |
217.6% |
9,908,120 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.25 |
2,333.25 |
2,084.75 |
|
| R3 |
2,286.75 |
2,212.75 |
2,051.75 |
|
| R2 |
2,166.25 |
2,166.25 |
2,040.50 |
|
| R1 |
2,092.25 |
2,092.25 |
2,029.50 |
2,069.00 |
| PP |
2,045.75 |
2,045.75 |
2,045.75 |
2,034.00 |
| S1 |
1,971.75 |
1,971.75 |
2,007.50 |
1,948.50 |
| S2 |
1,925.25 |
1,925.25 |
1,996.50 |
|
| S3 |
1,804.75 |
1,851.25 |
1,985.25 |
|
| S4 |
1,684.25 |
1,730.75 |
1,952.25 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.25 |
2,333.25 |
2,084.75 |
|
| R3 |
2,286.75 |
2,212.75 |
2,051.75 |
|
| R2 |
2,166.25 |
2,166.25 |
2,040.50 |
|
| R1 |
2,092.25 |
2,092.25 |
2,029.50 |
2,069.00 |
| PP |
2,045.75 |
2,045.75 |
2,045.75 |
2,034.00 |
| S1 |
1,971.75 |
1,971.75 |
2,007.50 |
1,948.50 |
| S2 |
1,925.25 |
1,925.25 |
1,996.50 |
|
| S3 |
1,804.75 |
1,851.25 |
1,985.25 |
|
| S4 |
1,684.25 |
1,730.75 |
1,952.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,119.50 |
1,999.00 |
120.50 |
6.0% |
40.25 |
2.0% |
16% |
True |
True |
1,981,624 |
| 10 |
2,119.50 |
1,999.00 |
120.50 |
6.0% |
31.50 |
1.6% |
16% |
True |
True |
2,139,147 |
| 20 |
2,119.50 |
1,999.00 |
120.50 |
6.0% |
23.75 |
1.2% |
16% |
True |
True |
1,222,866 |
| 40 |
2,119.50 |
1,999.00 |
120.50 |
6.0% |
23.50 |
1.2% |
16% |
True |
True |
615,096 |
| 60 |
2,119.50 |
1,999.00 |
120.50 |
6.0% |
22.75 |
1.1% |
16% |
True |
True |
410,984 |
| 80 |
2,119.50 |
1,950.50 |
169.00 |
8.4% |
22.25 |
1.1% |
40% |
True |
False |
308,478 |
| 100 |
2,119.50 |
1,787.50 |
332.00 |
16.4% |
25.00 |
1.2% |
70% |
True |
False |
246,850 |
| 120 |
2,119.50 |
1,787.50 |
332.00 |
16.4% |
28.75 |
1.4% |
70% |
True |
False |
205,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,631.50 |
|
2.618 |
2,435.00 |
|
1.618 |
2,314.50 |
|
1.000 |
2,240.00 |
|
0.618 |
2,194.00 |
|
HIGH |
2,119.50 |
|
0.618 |
2,073.50 |
|
0.500 |
2,059.25 |
|
0.382 |
2,045.00 |
|
LOW |
1,999.00 |
|
0.618 |
1,924.50 |
|
1.000 |
1,878.50 |
|
1.618 |
1,804.00 |
|
2.618 |
1,683.50 |
|
4.250 |
1,487.00 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.25 |
2,059.25 |
| PP |
2,045.75 |
2,045.75 |
| S1 |
2,032.00 |
2,032.00 |
|