| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,793.0 |
2,823.0 |
30.0 |
1.1% |
2,845.0 |
| High |
2,827.0 |
2,849.0 |
22.0 |
0.8% |
2,855.0 |
| Low |
2,750.0 |
2,808.0 |
58.0 |
2.1% |
2,750.0 |
| Close |
2,796.0 |
2,817.0 |
21.0 |
0.8% |
2,817.0 |
| Range |
77.0 |
41.0 |
-36.0 |
-46.8% |
105.0 |
| ATR |
42.6 |
43.3 |
0.7 |
1.7% |
0.0 |
| Volume |
15,579 |
30,108 |
14,529 |
93.3% |
63,199 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,947.7 |
2,923.3 |
2,839.6 |
|
| R3 |
2,906.7 |
2,882.3 |
2,828.3 |
|
| R2 |
2,865.7 |
2,865.7 |
2,824.5 |
|
| R1 |
2,841.3 |
2,841.3 |
2,820.8 |
2,833.0 |
| PP |
2,824.7 |
2,824.7 |
2,824.7 |
2,820.5 |
| S1 |
2,800.3 |
2,800.3 |
2,813.2 |
2,792.0 |
| S2 |
2,783.7 |
2,783.7 |
2,809.5 |
|
| S3 |
2,742.7 |
2,759.3 |
2,805.7 |
|
| S4 |
2,701.7 |
2,718.3 |
2,794.5 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,122.3 |
3,074.7 |
2,874.8 |
|
| R3 |
3,017.3 |
2,969.7 |
2,845.9 |
|
| R2 |
2,912.3 |
2,912.3 |
2,836.3 |
|
| R1 |
2,864.7 |
2,864.7 |
2,826.6 |
2,836.0 |
| PP |
2,807.3 |
2,807.3 |
2,807.3 |
2,793.0 |
| S1 |
2,759.7 |
2,759.7 |
2,807.4 |
2,731.0 |
| S2 |
2,702.3 |
2,702.3 |
2,797.8 |
|
| S3 |
2,597.3 |
2,654.7 |
2,788.1 |
|
| S4 |
2,492.3 |
2,549.7 |
2,759.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,855.0 |
2,750.0 |
105.0 |
3.7% |
45.2 |
1.6% |
64% |
False |
False |
12,639 |
| 10 |
3,015.0 |
2,750.0 |
265.0 |
9.4% |
33.1 |
1.2% |
25% |
False |
False |
8,164 |
| 20 |
3,056.0 |
2,750.0 |
306.0 |
10.9% |
24.5 |
0.9% |
22% |
False |
False |
4,645 |
| 40 |
3,056.0 |
2,750.0 |
306.0 |
10.9% |
18.5 |
0.7% |
22% |
False |
False |
5,087 |
| 60 |
3,064.0 |
2,750.0 |
314.0 |
11.1% |
14.5 |
0.5% |
21% |
False |
False |
3,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,023.3 |
|
2.618 |
2,956.3 |
|
1.618 |
2,915.3 |
|
1.000 |
2,890.0 |
|
0.618 |
2,874.3 |
|
HIGH |
2,849.0 |
|
0.618 |
2,833.3 |
|
0.500 |
2,828.5 |
|
0.382 |
2,823.7 |
|
LOW |
2,808.0 |
|
0.618 |
2,782.7 |
|
1.000 |
2,767.0 |
|
1.618 |
2,741.7 |
|
2.618 |
2,700.7 |
|
4.250 |
2,633.8 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,828.5 |
2,811.2 |
| PP |
2,824.7 |
2,805.3 |
| S1 |
2,820.8 |
2,799.5 |
|