| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,829.0 |
2,797.0 |
-32.0 |
-1.1% |
2,986.0 |
| High |
2,832.0 |
2,838.0 |
6.0 |
0.2% |
3,039.0 |
| Low |
2,781.0 |
2,797.0 |
16.0 |
0.6% |
2,881.0 |
| Close |
2,782.0 |
2,821.0 |
39.0 |
1.4% |
2,901.0 |
| Range |
51.0 |
41.0 |
-10.0 |
-19.6% |
158.0 |
| ATR |
52.8 |
53.0 |
0.2 |
0.4% |
0.0 |
| Volume |
1,690,905 |
1,318,301 |
-372,604 |
-22.0% |
2,296,004 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,941.7 |
2,922.3 |
2,843.6 |
|
| R3 |
2,900.7 |
2,881.3 |
2,832.3 |
|
| R2 |
2,859.7 |
2,859.7 |
2,828.5 |
|
| R1 |
2,840.3 |
2,840.3 |
2,824.8 |
2,850.0 |
| PP |
2,818.7 |
2,818.7 |
2,818.7 |
2,823.5 |
| S1 |
2,799.3 |
2,799.3 |
2,817.2 |
2,809.0 |
| S2 |
2,777.7 |
2,777.7 |
2,813.5 |
|
| S3 |
2,736.7 |
2,758.3 |
2,809.7 |
|
| S4 |
2,695.7 |
2,717.3 |
2,798.5 |
|
|
| 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 |
3,002.0 |
2,781.0 |
221.0 |
7.8% |
55.6 |
2.0% |
18% |
False |
False |
1,323,965 |
| 10 |
3,039.0 |
2,781.0 |
258.0 |
9.1% |
47.7 |
1.7% |
16% |
False |
False |
744,601 |
| 20 |
3,078.0 |
2,781.0 |
297.0 |
10.5% |
45.0 |
1.6% |
13% |
False |
False |
385,901 |
| 40 |
3,078.0 |
2,781.0 |
297.0 |
10.5% |
45.9 |
1.6% |
13% |
False |
False |
197,914 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
11.2% |
47.0 |
1.7% |
18% |
False |
False |
133,184 |
| 80 |
3,078.0 |
2,726.0 |
352.0 |
12.5% |
43.7 |
1.5% |
27% |
False |
False |
102,965 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
16.8% |
39.6 |
1.4% |
46% |
False |
False |
82,431 |
| 120 |
3,218.0 |
2,603.0 |
615.0 |
21.8% |
37.7 |
1.3% |
35% |
False |
False |
68,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,012.3 |
|
2.618 |
2,945.3 |
|
1.618 |
2,904.3 |
|
1.000 |
2,879.0 |
|
0.618 |
2,863.3 |
|
HIGH |
2,838.0 |
|
0.618 |
2,822.3 |
|
0.500 |
2,817.5 |
|
0.382 |
2,812.7 |
|
LOW |
2,797.0 |
|
0.618 |
2,771.7 |
|
1.000 |
2,756.0 |
|
1.618 |
2,730.7 |
|
2.618 |
2,689.7 |
|
4.250 |
2,622.8 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,819.8 |
2,828.5 |
| PP |
2,818.7 |
2,826.0 |
| S1 |
2,817.5 |
2,823.5 |
|