| 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 |
2,074.75 |
2,107.50 |
32.75 |
1.6% |
2,062.25 |
| High |
2,106.50 |
2,111.75 |
5.25 |
0.2% |
2,111.75 |
| Low |
2,074.75 |
1,991.00 |
-83.75 |
-4.0% |
1,991.00 |
| Close |
2,098.00 |
2,010.25 |
-87.75 |
-4.2% |
2,010.25 |
| Range |
31.75 |
120.75 |
89.00 |
280.3% |
120.75 |
| ATR |
21.09 |
28.21 |
7.12 |
33.7% |
0.00 |
| Volume |
2,602 |
10,164 |
7,562 |
290.6% |
19,618 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.00 |
2,325.75 |
2,076.75 |
|
| R3 |
2,279.25 |
2,205.00 |
2,043.50 |
|
| R2 |
2,158.50 |
2,158.50 |
2,032.50 |
|
| R1 |
2,084.25 |
2,084.25 |
2,021.25 |
2,061.00 |
| PP |
2,037.75 |
2,037.75 |
2,037.75 |
2,026.00 |
| S1 |
1,963.50 |
1,963.50 |
1,999.25 |
1,940.25 |
| S2 |
1,917.00 |
1,917.00 |
1,988.00 |
|
| S3 |
1,796.25 |
1,842.75 |
1,977.00 |
|
| S4 |
1,675.50 |
1,722.00 |
1,943.75 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.00 |
2,325.75 |
2,076.75 |
|
| R3 |
2,279.25 |
2,205.00 |
2,043.50 |
|
| R2 |
2,158.50 |
2,158.50 |
2,032.50 |
|
| R1 |
2,084.25 |
2,084.25 |
2,021.25 |
2,061.00 |
| PP |
2,037.75 |
2,037.75 |
2,037.75 |
2,026.00 |
| S1 |
1,963.50 |
1,963.50 |
1,999.25 |
1,940.25 |
| S2 |
1,917.00 |
1,917.00 |
1,988.00 |
|
| S3 |
1,796.25 |
1,842.75 |
1,977.00 |
|
| S4 |
1,675.50 |
1,722.00 |
1,943.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,111.75 |
1,991.00 |
120.75 |
6.0% |
40.50 |
2.0% |
16% |
True |
True |
3,923 |
| 10 |
2,111.75 |
1,991.00 |
120.75 |
6.0% |
31.25 |
1.6% |
16% |
True |
True |
2,466 |
| 20 |
2,111.75 |
1,991.00 |
120.75 |
6.0% |
23.50 |
1.2% |
16% |
True |
True |
1,451 |
| 40 |
2,111.75 |
1,991.00 |
120.75 |
6.0% |
23.25 |
1.2% |
16% |
True |
True |
988 |
| 60 |
2,111.75 |
1,991.00 |
120.75 |
6.0% |
22.50 |
1.1% |
16% |
True |
True |
765 |
| 80 |
2,111.75 |
1,944.25 |
167.50 |
8.3% |
21.50 |
1.1% |
39% |
True |
False |
618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,625.00 |
|
2.618 |
2,427.75 |
|
1.618 |
2,307.00 |
|
1.000 |
2,232.50 |
|
0.618 |
2,186.25 |
|
HIGH |
2,111.75 |
|
0.618 |
2,065.50 |
|
0.500 |
2,051.50 |
|
0.382 |
2,037.25 |
|
LOW |
1,991.00 |
|
0.618 |
1,916.50 |
|
1.000 |
1,870.25 |
|
1.618 |
1,795.75 |
|
2.618 |
1,675.00 |
|
4.250 |
1,477.75 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.50 |
2,051.50 |
| PP |
2,037.75 |
2,037.75 |
| S1 |
2,024.00 |
2,024.00 |
|