| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,072.75 |
2,070.50 |
-2.25 |
-0.1% |
2,097.50 |
| High |
2,086.25 |
2,080.00 |
-6.25 |
-0.3% |
2,119.75 |
| Low |
2,068.75 |
2,050.00 |
-18.75 |
-0.9% |
2,088.50 |
| Close |
2,071.75 |
2,079.25 |
7.50 |
0.4% |
2,096.25 |
| Range |
17.50 |
30.00 |
12.50 |
71.4% |
31.25 |
| ATR |
19.55 |
20.30 |
0.75 |
3.8% |
0.00 |
| Volume |
609,849 |
426,215 |
-183,634 |
-30.1% |
6,595,894 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.75 |
2,149.50 |
2,095.75 |
|
| R3 |
2,129.75 |
2,119.50 |
2,087.50 |
|
| R2 |
2,099.75 |
2,099.75 |
2,084.75 |
|
| R1 |
2,089.50 |
2,089.50 |
2,082.00 |
2,094.50 |
| PP |
2,069.75 |
2,069.75 |
2,069.75 |
2,072.25 |
| S1 |
2,059.50 |
2,059.50 |
2,076.50 |
2,064.50 |
| S2 |
2,039.75 |
2,039.75 |
2,073.75 |
|
| S3 |
2,009.75 |
2,029.50 |
2,071.00 |
|
| S4 |
1,979.75 |
1,999.50 |
2,062.75 |
|
|
| 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 |
2,114.00 |
2,050.00 |
64.00 |
3.1% |
22.75 |
1.1% |
46% |
False |
True |
933,217 |
| 10 |
2,119.75 |
2,050.00 |
69.75 |
3.4% |
19.25 |
0.9% |
42% |
False |
True |
1,176,404 |
| 20 |
2,119.75 |
2,022.00 |
97.75 |
4.7% |
18.75 |
0.9% |
59% |
False |
False |
1,294,244 |
| 40 |
2,119.75 |
2,022.00 |
97.75 |
4.7% |
21.00 |
1.0% |
59% |
False |
False |
1,466,939 |
| 60 |
2,119.75 |
2,012.25 |
107.50 |
5.2% |
21.25 |
1.0% |
62% |
False |
False |
1,512,103 |
| 80 |
2,119.75 |
1,877.25 |
242.50 |
11.7% |
22.50 |
1.1% |
83% |
False |
False |
1,332,955 |
| 100 |
2,119.75 |
1,794.50 |
325.25 |
15.6% |
25.75 |
1.2% |
88% |
False |
False |
1,068,038 |
| 120 |
2,119.75 |
1,794.50 |
325.25 |
15.6% |
28.75 |
1.4% |
88% |
False |
False |
890,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,207.50 |
|
2.618 |
2,158.50 |
|
1.618 |
2,128.50 |
|
1.000 |
2,110.00 |
|
0.618 |
2,098.50 |
|
HIGH |
2,080.00 |
|
0.618 |
2,068.50 |
|
0.500 |
2,065.00 |
|
0.382 |
2,061.50 |
|
LOW |
2,050.00 |
|
0.618 |
2,031.50 |
|
1.000 |
2,020.00 |
|
1.618 |
2,001.50 |
|
2.618 |
1,971.50 |
|
4.250 |
1,922.50 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,074.50 |
2,075.50 |
| PP |
2,069.75 |
2,071.75 |
| S1 |
2,065.00 |
2,068.00 |
|