| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,284.5 |
1,291.8 |
7.3 |
0.6% |
1,250.7 |
| High |
1,296.0 |
1,298.8 |
2.8 |
0.2% |
1,286.3 |
| Low |
1,281.3 |
1,284.9 |
3.6 |
0.3% |
1,242.7 |
| Close |
1,292.9 |
1,294.1 |
1.2 |
0.1% |
1,281.9 |
| Range |
14.7 |
13.9 |
-0.8 |
-5.4% |
43.6 |
| ATR |
17.1 |
16.8 |
-0.2 |
-1.3% |
0.0 |
| Volume |
5,343 |
3,147 |
-2,196 |
-41.1% |
31,101 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.3 |
1,328.1 |
1,301.7 |
|
| R3 |
1,320.4 |
1,314.2 |
1,297.9 |
|
| R2 |
1,306.5 |
1,306.5 |
1,296.6 |
|
| R1 |
1,300.3 |
1,300.3 |
1,295.4 |
1,303.4 |
| PP |
1,292.6 |
1,292.6 |
1,292.6 |
1,294.2 |
| S1 |
1,286.4 |
1,286.4 |
1,292.8 |
1,289.5 |
| S2 |
1,278.7 |
1,278.7 |
1,291.6 |
|
| S3 |
1,264.8 |
1,272.5 |
1,290.3 |
|
| S4 |
1,250.9 |
1,258.6 |
1,286.5 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,401.1 |
1,385.1 |
1,305.9 |
|
| R3 |
1,357.5 |
1,341.5 |
1,293.9 |
|
| R2 |
1,313.9 |
1,313.9 |
1,289.9 |
|
| R1 |
1,297.9 |
1,297.9 |
1,285.9 |
1,305.9 |
| PP |
1,270.3 |
1,270.3 |
1,270.3 |
1,274.3 |
| S1 |
1,254.3 |
1,254.3 |
1,277.9 |
1,262.3 |
| S2 |
1,226.7 |
1,226.7 |
1,273.9 |
|
| S3 |
1,183.1 |
1,210.7 |
1,269.9 |
|
| S4 |
1,139.5 |
1,167.1 |
1,257.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,298.8 |
1,251.3 |
47.5 |
3.7% |
15.6 |
1.2% |
90% |
True |
False |
6,220 |
| 10 |
1,298.8 |
1,214.0 |
84.8 |
6.6% |
15.8 |
1.2% |
94% |
True |
False |
5,221 |
| 20 |
1,298.8 |
1,207.0 |
91.8 |
7.1% |
16.1 |
1.2% |
95% |
True |
False |
6,307 |
| 40 |
1,311.5 |
1,207.0 |
104.5 |
8.1% |
17.4 |
1.3% |
83% |
False |
False |
4,935 |
| 60 |
1,311.5 |
1,207.0 |
104.5 |
8.1% |
17.0 |
1.3% |
83% |
False |
False |
4,128 |
| 80 |
1,311.5 |
1,205.5 |
106.0 |
8.2% |
18.7 |
1.4% |
84% |
False |
False |
3,533 |
| 100 |
1,311.5 |
1,097.1 |
214.4 |
16.6% |
18.9 |
1.5% |
92% |
False |
False |
3,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,357.9 |
|
2.618 |
1,335.2 |
|
1.618 |
1,321.3 |
|
1.000 |
1,312.7 |
|
0.618 |
1,307.4 |
|
HIGH |
1,298.8 |
|
0.618 |
1,293.5 |
|
0.500 |
1,291.9 |
|
0.382 |
1,290.2 |
|
LOW |
1,284.9 |
|
0.618 |
1,276.3 |
|
1.000 |
1,271.0 |
|
1.618 |
1,262.4 |
|
2.618 |
1,248.5 |
|
4.250 |
1,225.8 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,293.4 |
1,291.4 |
| PP |
1,292.6 |
1,288.7 |
| S1 |
1,291.9 |
1,286.0 |
|