| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,968.0 |
2,982.0 |
14.0 |
0.5% |
2,845.0 |
| High |
2,977.0 |
3,040.0 |
63.0 |
2.1% |
2,855.0 |
| Low |
2,943.0 |
2,966.0 |
23.0 |
0.8% |
2,750.0 |
| Close |
2,977.0 |
3,012.0 |
35.0 |
1.2% |
2,817.0 |
| Range |
34.0 |
74.0 |
40.0 |
117.6% |
105.0 |
| ATR |
47.7 |
49.6 |
1.9 |
3.9% |
0.0 |
| Volume |
5,276 |
17,803 |
12,527 |
237.4% |
63,199 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,228.0 |
3,194.0 |
3,052.7 |
|
| R3 |
3,154.0 |
3,120.0 |
3,032.4 |
|
| R2 |
3,080.0 |
3,080.0 |
3,025.6 |
|
| R1 |
3,046.0 |
3,046.0 |
3,018.8 |
3,063.0 |
| PP |
3,006.0 |
3,006.0 |
3,006.0 |
3,014.5 |
| S1 |
2,972.0 |
2,972.0 |
3,005.2 |
2,989.0 |
| S2 |
2,932.0 |
2,932.0 |
2,998.4 |
|
| S3 |
2,858.0 |
2,898.0 |
2,991.7 |
|
| S4 |
2,784.0 |
2,824.0 |
2,971.3 |
|
|
| 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 |
3,040.0 |
2,808.0 |
232.0 |
7.7% |
46.6 |
1.5% |
88% |
True |
False |
13,071 |
| 10 |
3,040.0 |
2,750.0 |
290.0 |
9.6% |
47.3 |
1.6% |
90% |
True |
False |
10,075 |
| 20 |
3,056.0 |
2,750.0 |
306.0 |
10.2% |
31.1 |
1.0% |
86% |
False |
False |
6,191 |
| 40 |
3,056.0 |
2,750.0 |
306.0 |
10.2% |
22.0 |
0.7% |
86% |
False |
False |
5,909 |
| 60 |
3,064.0 |
2,750.0 |
314.0 |
10.4% |
17.5 |
0.6% |
83% |
False |
False |
4,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,354.5 |
|
2.618 |
3,233.7 |
|
1.618 |
3,159.7 |
|
1.000 |
3,114.0 |
|
0.618 |
3,085.7 |
|
HIGH |
3,040.0 |
|
0.618 |
3,011.7 |
|
0.500 |
3,003.0 |
|
0.382 |
2,994.3 |
|
LOW |
2,966.0 |
|
0.618 |
2,920.3 |
|
1.000 |
2,892.0 |
|
1.618 |
2,846.3 |
|
2.618 |
2,772.3 |
|
4.250 |
2,651.5 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,009.0 |
3,001.3 |
| PP |
3,006.0 |
2,990.7 |
| S1 |
3,003.0 |
2,980.0 |
|