| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,291.8 |
1,294.3 |
2.5 |
0.2% |
1,250.7 |
| High |
1,298.8 |
1,306.1 |
7.3 |
0.6% |
1,286.3 |
| Low |
1,284.9 |
1,287.6 |
2.7 |
0.2% |
1,242.7 |
| Close |
1,294.1 |
1,294.4 |
0.3 |
0.0% |
1,281.9 |
| Range |
13.9 |
18.5 |
4.6 |
33.1% |
43.6 |
| ATR |
16.8 |
17.0 |
0.1 |
0.7% |
0.0 |
| Volume |
3,147 |
6,803 |
3,656 |
116.2% |
31,101 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.5 |
1,341.5 |
1,304.6 |
|
| R3 |
1,333.0 |
1,323.0 |
1,299.5 |
|
| R2 |
1,314.5 |
1,314.5 |
1,297.8 |
|
| R1 |
1,304.5 |
1,304.5 |
1,296.1 |
1,309.5 |
| PP |
1,296.0 |
1,296.0 |
1,296.0 |
1,298.6 |
| S1 |
1,286.0 |
1,286.0 |
1,292.7 |
1,291.0 |
| S2 |
1,277.5 |
1,277.5 |
1,291.0 |
|
| S3 |
1,259.0 |
1,267.5 |
1,289.3 |
|
| S4 |
1,240.5 |
1,249.0 |
1,284.2 |
|
|
| 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 |
1,306.1 |
1,265.5 |
40.6 |
3.1% |
15.0 |
1.2% |
71% |
True |
False |
6,128 |
| 10 |
1,306.1 |
1,214.9 |
91.2 |
7.0% |
16.2 |
1.3% |
87% |
True |
False |
5,599 |
| 20 |
1,306.1 |
1,207.0 |
99.1 |
7.7% |
16.3 |
1.3% |
88% |
True |
False |
6,359 |
| 40 |
1,311.5 |
1,207.0 |
104.5 |
8.1% |
17.2 |
1.3% |
84% |
False |
False |
5,064 |
| 60 |
1,311.5 |
1,207.0 |
104.5 |
8.1% |
17.2 |
1.3% |
84% |
False |
False |
4,126 |
| 80 |
1,311.5 |
1,207.0 |
104.5 |
8.1% |
18.6 |
1.4% |
84% |
False |
False |
3,614 |
| 100 |
1,311.5 |
1,105.1 |
206.4 |
15.9% |
19.0 |
1.5% |
92% |
False |
False |
3,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,384.7 |
|
2.618 |
1,354.5 |
|
1.618 |
1,336.0 |
|
1.000 |
1,324.6 |
|
0.618 |
1,317.5 |
|
HIGH |
1,306.1 |
|
0.618 |
1,299.0 |
|
0.500 |
1,296.9 |
|
0.382 |
1,294.7 |
|
LOW |
1,287.6 |
|
0.618 |
1,276.2 |
|
1.000 |
1,269.1 |
|
1.618 |
1,257.7 |
|
2.618 |
1,239.2 |
|
4.250 |
1,209.0 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,296.9 |
1,294.2 |
| PP |
1,296.0 |
1,293.9 |
| S1 |
1,295.2 |
1,293.7 |
|