| 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 |
2,798.0 |
2,791.0 |
-7.0 |
-0.3% |
2,975.0 |
| High |
2,800.0 |
2,818.0 |
18.0 |
0.6% |
3,015.0 |
| Low |
2,767.0 |
2,790.0 |
23.0 |
0.8% |
2,885.0 |
| Close |
2,767.0 |
2,806.0 |
39.0 |
1.4% |
2,885.0 |
| Range |
33.0 |
28.0 |
-5.0 |
-15.2% |
130.0 |
| ATR |
39.1 |
39.9 |
0.9 |
2.2% |
0.0 |
| Volume |
2,031 |
9,636 |
7,605 |
374.4% |
18,448 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.7 |
2,875.3 |
2,821.4 |
|
| R3 |
2,860.7 |
2,847.3 |
2,813.7 |
|
| R2 |
2,832.7 |
2,832.7 |
2,811.1 |
|
| R1 |
2,819.3 |
2,819.3 |
2,808.6 |
2,826.0 |
| PP |
2,804.7 |
2,804.7 |
2,804.7 |
2,808.0 |
| S1 |
2,791.3 |
2,791.3 |
2,803.4 |
2,798.0 |
| S2 |
2,776.7 |
2,776.7 |
2,800.9 |
|
| S3 |
2,748.7 |
2,763.3 |
2,798.3 |
|
| S4 |
2,720.7 |
2,735.3 |
2,790.6 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,318.3 |
3,231.7 |
2,956.5 |
|
| R3 |
3,188.3 |
3,101.7 |
2,920.8 |
|
| R2 |
3,058.3 |
3,058.3 |
2,908.8 |
|
| R1 |
2,971.7 |
2,971.7 |
2,896.9 |
2,950.0 |
| PP |
2,928.3 |
2,928.3 |
2,928.3 |
2,917.5 |
| S1 |
2,841.7 |
2,841.7 |
2,873.1 |
2,820.0 |
| S2 |
2,798.3 |
2,798.3 |
2,861.2 |
|
| S3 |
2,668.3 |
2,711.7 |
2,849.3 |
|
| S4 |
2,538.3 |
2,581.7 |
2,813.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,969.0 |
2,767.0 |
202.0 |
7.2% |
36.0 |
1.3% |
19% |
False |
False |
3,994 |
| 10 |
3,017.0 |
2,767.0 |
250.0 |
8.9% |
25.3 |
0.9% |
16% |
False |
False |
3,862 |
| 20 |
3,056.0 |
2,767.0 |
289.0 |
10.3% |
19.3 |
0.7% |
13% |
False |
False |
3,421 |
| 40 |
3,064.0 |
2,767.0 |
297.0 |
10.6% |
16.1 |
0.6% |
13% |
False |
False |
4,150 |
| 60 |
3,064.0 |
2,758.0 |
306.0 |
10.9% |
12.8 |
0.5% |
16% |
False |
False |
2,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,937.0 |
|
2.618 |
2,891.3 |
|
1.618 |
2,863.3 |
|
1.000 |
2,846.0 |
|
0.618 |
2,835.3 |
|
HIGH |
2,818.0 |
|
0.618 |
2,807.3 |
|
0.500 |
2,804.0 |
|
0.382 |
2,800.7 |
|
LOW |
2,790.0 |
|
0.618 |
2,772.7 |
|
1.000 |
2,762.0 |
|
1.618 |
2,744.7 |
|
2.618 |
2,716.7 |
|
4.250 |
2,671.0 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,805.3 |
2,811.0 |
| PP |
2,804.7 |
2,809.3 |
| S1 |
2,804.0 |
2,807.7 |
|