| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,264.6 |
1,271.5 |
6.9 |
0.5% |
1,245.5 |
| High |
1,274.4 |
1,280.9 |
6.5 |
0.5% |
1,280.9 |
| Low |
1,259.4 |
1,267.3 |
7.9 |
0.6% |
1,236.9 |
| Close |
1,272.7 |
1,275.9 |
3.2 |
0.3% |
1,275.9 |
| Range |
15.0 |
13.6 |
-1.4 |
-9.3% |
44.0 |
| ATR |
18.1 |
17.8 |
-0.3 |
-1.8% |
0.0 |
| Volume |
153,261 |
160,810 |
7,549 |
4.9% |
779,238 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,315.5 |
1,309.3 |
1,283.4 |
|
| R3 |
1,301.9 |
1,295.7 |
1,279.6 |
|
| R2 |
1,288.3 |
1,288.3 |
1,278.4 |
|
| R1 |
1,282.1 |
1,282.1 |
1,277.1 |
1,285.2 |
| PP |
1,274.7 |
1,274.7 |
1,274.7 |
1,276.3 |
| S1 |
1,268.5 |
1,268.5 |
1,274.7 |
1,271.6 |
| S2 |
1,261.1 |
1,261.1 |
1,273.4 |
|
| S3 |
1,247.5 |
1,254.9 |
1,272.2 |
|
| S4 |
1,233.9 |
1,241.3 |
1,268.4 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,396.6 |
1,380.2 |
1,300.1 |
|
| R3 |
1,352.6 |
1,336.2 |
1,288.0 |
|
| R2 |
1,308.6 |
1,308.6 |
1,284.0 |
|
| R1 |
1,292.2 |
1,292.2 |
1,279.9 |
1,300.4 |
| PP |
1,264.6 |
1,264.6 |
1,264.6 |
1,268.7 |
| S1 |
1,248.2 |
1,248.2 |
1,271.9 |
1,256.4 |
| S2 |
1,220.6 |
1,220.6 |
1,267.8 |
|
| S3 |
1,176.6 |
1,204.2 |
1,263.8 |
|
| S4 |
1,132.6 |
1,160.2 |
1,251.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,280.9 |
1,236.9 |
44.0 |
3.4% |
14.3 |
1.1% |
89% |
True |
False |
155,847 |
| 10 |
1,280.9 |
1,201.5 |
79.4 |
6.2% |
16.9 |
1.3% |
94% |
True |
False |
172,830 |
| 20 |
1,292.4 |
1,201.5 |
90.9 |
7.1% |
16.9 |
1.3% |
82% |
False |
False |
120,194 |
| 40 |
1,308.0 |
1,201.5 |
106.5 |
8.3% |
18.0 |
1.4% |
70% |
False |
False |
68,335 |
| 60 |
1,308.0 |
1,201.5 |
106.5 |
8.3% |
17.9 |
1.4% |
70% |
False |
False |
47,019 |
| 80 |
1,308.0 |
1,201.5 |
106.5 |
8.3% |
19.3 |
1.5% |
70% |
False |
False |
36,013 |
| 100 |
1,308.0 |
1,092.3 |
215.7 |
16.9% |
19.0 |
1.5% |
85% |
False |
False |
29,219 |
| 120 |
1,308.0 |
1,056.2 |
251.8 |
19.7% |
17.7 |
1.4% |
87% |
False |
False |
24,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,338.7 |
|
2.618 |
1,316.5 |
|
1.618 |
1,302.9 |
|
1.000 |
1,294.5 |
|
0.618 |
1,289.3 |
|
HIGH |
1,280.9 |
|
0.618 |
1,275.7 |
|
0.500 |
1,274.1 |
|
0.382 |
1,272.5 |
|
LOW |
1,267.3 |
|
0.618 |
1,258.9 |
|
1.000 |
1,253.7 |
|
1.618 |
1,245.3 |
|
2.618 |
1,231.7 |
|
4.250 |
1,209.5 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,275.3 |
1,271.7 |
| PP |
1,274.7 |
1,267.4 |
| S1 |
1,274.1 |
1,263.2 |
|