| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,823.0 |
2,907.0 |
84.0 |
3.0% |
2,845.0 |
| High |
2,849.0 |
2,927.0 |
78.0 |
2.7% |
2,855.0 |
| Low |
2,808.0 |
2,900.0 |
92.0 |
3.3% |
2,750.0 |
| Close |
2,817.0 |
2,921.0 |
104.0 |
3.7% |
2,817.0 |
| Range |
41.0 |
27.0 |
-14.0 |
-34.1% |
105.0 |
| ATR |
43.3 |
48.1 |
4.8 |
11.0% |
0.0 |
| Volume |
30,108 |
12,137 |
-17,971 |
-59.7% |
63,199 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,997.0 |
2,986.0 |
2,935.9 |
|
| R3 |
2,970.0 |
2,959.0 |
2,928.4 |
|
| R2 |
2,943.0 |
2,943.0 |
2,926.0 |
|
| R1 |
2,932.0 |
2,932.0 |
2,923.5 |
2,937.5 |
| PP |
2,916.0 |
2,916.0 |
2,916.0 |
2,918.8 |
| S1 |
2,905.0 |
2,905.0 |
2,918.5 |
2,910.5 |
| S2 |
2,889.0 |
2,889.0 |
2,916.1 |
|
| S3 |
2,862.0 |
2,878.0 |
2,913.6 |
|
| S4 |
2,835.0 |
2,851.0 |
2,906.2 |
|
|
| 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 |
2,927.0 |
2,750.0 |
177.0 |
6.1% |
41.2 |
1.4% |
97% |
True |
False |
13,898 |
| 10 |
3,015.0 |
2,750.0 |
265.0 |
9.1% |
35.8 |
1.2% |
65% |
False |
False |
9,232 |
| 20 |
3,056.0 |
2,750.0 |
306.0 |
10.5% |
24.7 |
0.8% |
56% |
False |
False |
5,251 |
| 40 |
3,056.0 |
2,750.0 |
306.0 |
10.5% |
19.1 |
0.7% |
56% |
False |
False |
5,390 |
| 60 |
3,064.0 |
2,750.0 |
314.0 |
10.7% |
14.9 |
0.5% |
54% |
False |
False |
3,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,041.8 |
|
2.618 |
2,997.7 |
|
1.618 |
2,970.7 |
|
1.000 |
2,954.0 |
|
0.618 |
2,943.7 |
|
HIGH |
2,927.0 |
|
0.618 |
2,916.7 |
|
0.500 |
2,913.5 |
|
0.382 |
2,910.3 |
|
LOW |
2,900.0 |
|
0.618 |
2,883.3 |
|
1.000 |
2,873.0 |
|
1.618 |
2,856.3 |
|
2.618 |
2,829.3 |
|
4.250 |
2,785.3 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,918.5 |
2,893.5 |
| PP |
2,916.0 |
2,866.0 |
| S1 |
2,913.5 |
2,838.5 |
|