| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,113.75 |
2,089.25 |
-24.50 |
-1.2% |
2,097.50 |
| High |
2,114.00 |
2,098.25 |
-15.75 |
-0.7% |
2,119.75 |
| Low |
2,088.50 |
2,075.75 |
-12.75 |
-0.6% |
2,088.50 |
| Close |
2,096.25 |
2,078.75 |
-17.50 |
-0.8% |
2,096.25 |
| Range |
25.50 |
22.50 |
-3.00 |
-11.8% |
31.25 |
| ATR |
19.60 |
19.80 |
0.21 |
1.1% |
0.00 |
| Volume |
1,244,099 |
1,222,789 |
-21,310 |
-1.7% |
6,595,894 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,151.75 |
2,137.75 |
2,091.00 |
|
| R3 |
2,129.25 |
2,115.25 |
2,085.00 |
|
| R2 |
2,106.75 |
2,106.75 |
2,083.00 |
|
| R1 |
2,092.75 |
2,092.75 |
2,080.75 |
2,088.50 |
| PP |
2,084.25 |
2,084.25 |
2,084.25 |
2,082.00 |
| S1 |
2,070.25 |
2,070.25 |
2,076.75 |
2,066.00 |
| S2 |
2,061.75 |
2,061.75 |
2,074.50 |
|
| S3 |
2,039.25 |
2,047.75 |
2,072.50 |
|
| S4 |
2,016.75 |
2,025.25 |
2,066.50 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.25 |
2,177.00 |
2,113.50 |
|
| R3 |
2,164.00 |
2,145.75 |
2,104.75 |
|
| R2 |
2,132.75 |
2,132.75 |
2,102.00 |
|
| R1 |
2,114.50 |
2,114.50 |
2,099.00 |
2,108.00 |
| PP |
2,101.50 |
2,101.50 |
2,101.50 |
2,098.25 |
| S1 |
2,083.25 |
2,083.25 |
2,093.50 |
2,076.75 |
| S2 |
2,070.25 |
2,070.25 |
2,090.50 |
|
| S3 |
2,039.00 |
2,052.00 |
2,087.75 |
|
| S4 |
2,007.75 |
2,020.75 |
2,079.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,119.75 |
2,075.75 |
44.00 |
2.1% |
17.00 |
0.8% |
7% |
False |
True |
1,309,141 |
| 10 |
2,119.75 |
2,075.75 |
44.00 |
2.1% |
17.75 |
0.9% |
7% |
False |
True |
1,381,362 |
| 20 |
2,119.75 |
2,022.00 |
97.75 |
4.7% |
20.00 |
1.0% |
58% |
False |
False |
1,459,079 |
| 40 |
2,119.75 |
2,022.00 |
97.75 |
4.7% |
21.00 |
1.0% |
58% |
False |
False |
1,522,714 |
| 60 |
2,119.75 |
2,012.25 |
107.50 |
5.2% |
21.00 |
1.0% |
62% |
False |
False |
1,551,285 |
| 80 |
2,119.75 |
1,877.25 |
242.50 |
11.7% |
22.75 |
1.1% |
83% |
False |
False |
1,305,684 |
| 100 |
2,119.75 |
1,794.50 |
325.25 |
15.6% |
26.50 |
1.3% |
87% |
False |
False |
1,046,153 |
| 120 |
2,119.75 |
1,794.50 |
325.25 |
15.6% |
29.00 |
1.4% |
87% |
False |
False |
872,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.00 |
|
2.618 |
2,157.25 |
|
1.618 |
2,134.75 |
|
1.000 |
2,120.75 |
|
0.618 |
2,112.25 |
|
HIGH |
2,098.25 |
|
0.618 |
2,089.75 |
|
0.500 |
2,087.00 |
|
0.382 |
2,084.25 |
|
LOW |
2,075.75 |
|
0.618 |
2,061.75 |
|
1.000 |
2,053.25 |
|
1.618 |
2,039.25 |
|
2.618 |
2,016.75 |
|
4.250 |
1,980.00 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.00 |
2,097.00 |
| PP |
2,084.25 |
2,091.00 |
| S1 |
2,081.50 |
2,085.00 |
|