| 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 |
2,976.0 |
2,856.0 |
-120.0 |
-4.0% |
2,986.0 |
| High |
2,976.0 |
2,876.0 |
-100.0 |
-3.4% |
3,039.0 |
| Low |
2,881.0 |
2,821.0 |
-60.0 |
-2.1% |
2,881.0 |
| Close |
2,901.0 |
2,849.0 |
-52.0 |
-1.8% |
2,901.0 |
| Range |
95.0 |
55.0 |
-40.0 |
-42.1% |
158.0 |
| ATR |
49.4 |
51.6 |
2.2 |
4.4% |
0.0 |
| Volume |
1,123,057 |
2,083,375 |
960,318 |
85.5% |
2,296,004 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.7 |
2,986.3 |
2,879.3 |
|
| R3 |
2,958.7 |
2,931.3 |
2,864.1 |
|
| R2 |
2,903.7 |
2,903.7 |
2,859.1 |
|
| R1 |
2,876.3 |
2,876.3 |
2,854.0 |
2,862.5 |
| PP |
2,848.7 |
2,848.7 |
2,848.7 |
2,841.8 |
| S1 |
2,821.3 |
2,821.3 |
2,844.0 |
2,807.5 |
| S2 |
2,793.7 |
2,793.7 |
2,838.9 |
|
| S3 |
2,738.7 |
2,766.3 |
2,833.9 |
|
| S4 |
2,683.7 |
2,711.3 |
2,818.8 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,414.3 |
3,315.7 |
2,987.9 |
|
| R3 |
3,256.3 |
3,157.7 |
2,944.5 |
|
| R2 |
3,098.3 |
3,098.3 |
2,930.0 |
|
| R1 |
2,999.7 |
2,999.7 |
2,915.5 |
2,970.0 |
| PP |
2,940.3 |
2,940.3 |
2,940.3 |
2,925.5 |
| S1 |
2,841.7 |
2,841.7 |
2,886.5 |
2,812.0 |
| S2 |
2,782.3 |
2,782.3 |
2,872.0 |
|
| S3 |
2,624.3 |
2,683.7 |
2,857.6 |
|
| S4 |
2,466.3 |
2,525.7 |
2,814.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,039.0 |
2,821.0 |
218.0 |
7.7% |
51.4 |
1.8% |
13% |
False |
True |
847,163 |
| 10 |
3,078.0 |
2,821.0 |
257.0 |
9.0% |
46.8 |
1.6% |
11% |
False |
True |
465,717 |
| 20 |
3,078.0 |
2,821.0 |
257.0 |
9.0% |
46.2 |
1.6% |
11% |
False |
True |
238,415 |
| 40 |
3,078.0 |
2,821.0 |
257.0 |
9.0% |
46.3 |
1.6% |
11% |
False |
True |
123,065 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
11.1% |
46.8 |
1.6% |
27% |
False |
False |
85,096 |
| 80 |
3,078.0 |
2,726.0 |
352.0 |
12.4% |
42.8 |
1.5% |
35% |
False |
False |
65,350 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
16.7% |
39.8 |
1.4% |
52% |
False |
False |
52,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,109.8 |
|
2.618 |
3,020.0 |
|
1.618 |
2,965.0 |
|
1.000 |
2,931.0 |
|
0.618 |
2,910.0 |
|
HIGH |
2,876.0 |
|
0.618 |
2,855.0 |
|
0.500 |
2,848.5 |
|
0.382 |
2,842.0 |
|
LOW |
2,821.0 |
|
0.618 |
2,787.0 |
|
1.000 |
2,766.0 |
|
1.618 |
2,732.0 |
|
2.618 |
2,677.0 |
|
4.250 |
2,587.3 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,848.8 |
2,911.5 |
| PP |
2,848.7 |
2,890.7 |
| S1 |
2,848.5 |
2,869.8 |
|