| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,927.0 |
2,968.0 |
41.0 |
1.4% |
2,845.0 |
| High |
2,977.0 |
2,977.0 |
0.0 |
0.0% |
2,855.0 |
| Low |
2,920.0 |
2,943.0 |
23.0 |
0.8% |
2,750.0 |
| Close |
2,952.0 |
2,977.0 |
25.0 |
0.8% |
2,817.0 |
| Range |
57.0 |
34.0 |
-23.0 |
-40.4% |
105.0 |
| ATR |
48.7 |
47.7 |
-1.1 |
-2.2% |
0.0 |
| Volume |
32 |
5,276 |
5,244 |
16,387.5% |
63,199 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,067.7 |
3,056.3 |
2,995.7 |
|
| R3 |
3,033.7 |
3,022.3 |
2,986.4 |
|
| R2 |
2,999.7 |
2,999.7 |
2,983.2 |
|
| R1 |
2,988.3 |
2,988.3 |
2,980.1 |
2,994.0 |
| PP |
2,965.7 |
2,965.7 |
2,965.7 |
2,968.5 |
| S1 |
2,954.3 |
2,954.3 |
2,973.9 |
2,960.0 |
| S2 |
2,931.7 |
2,931.7 |
2,970.8 |
|
| S3 |
2,897.7 |
2,920.3 |
2,967.7 |
|
| S4 |
2,863.7 |
2,886.3 |
2,958.3 |
|
|
| 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 |
2,977.0 |
2,750.0 |
227.0 |
7.6% |
47.2 |
1.6% |
100% |
True |
False |
12,626 |
| 10 |
2,977.0 |
2,750.0 |
227.0 |
7.6% |
41.6 |
1.4% |
100% |
True |
False |
8,310 |
| 20 |
3,056.0 |
2,750.0 |
306.0 |
10.3% |
27.4 |
0.9% |
74% |
False |
False |
5,301 |
| 40 |
3,056.0 |
2,750.0 |
306.0 |
10.3% |
20.7 |
0.7% |
74% |
False |
False |
5,522 |
| 60 |
3,064.0 |
2,750.0 |
314.0 |
10.5% |
16.4 |
0.6% |
72% |
False |
False |
3,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,121.5 |
|
2.618 |
3,066.0 |
|
1.618 |
3,032.0 |
|
1.000 |
3,011.0 |
|
0.618 |
2,998.0 |
|
HIGH |
2,977.0 |
|
0.618 |
2,964.0 |
|
0.500 |
2,960.0 |
|
0.382 |
2,956.0 |
|
LOW |
2,943.0 |
|
0.618 |
2,922.0 |
|
1.000 |
2,909.0 |
|
1.618 |
2,888.0 |
|
2.618 |
2,854.0 |
|
4.250 |
2,798.5 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,971.3 |
2,964.2 |
| PP |
2,965.7 |
2,951.3 |
| S1 |
2,960.0 |
2,938.5 |
|