| 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 |
2,797.0 |
2,783.0 |
-14.0 |
-0.5% |
2,986.0 |
| High |
2,838.0 |
2,845.0 |
7.0 |
0.2% |
3,039.0 |
| Low |
2,797.0 |
2,764.0 |
-33.0 |
-1.2% |
2,881.0 |
| Close |
2,821.0 |
2,811.0 |
-10.0 |
-0.4% |
2,901.0 |
| Range |
41.0 |
81.0 |
40.0 |
97.6% |
158.0 |
| ATR |
53.0 |
55.0 |
2.0 |
3.8% |
0.0 |
| Volume |
1,318,301 |
1,665,332 |
347,031 |
26.3% |
2,296,004 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,049.7 |
3,011.3 |
2,855.6 |
|
| R3 |
2,968.7 |
2,930.3 |
2,833.3 |
|
| R2 |
2,887.7 |
2,887.7 |
2,825.9 |
|
| R1 |
2,849.3 |
2,849.3 |
2,818.4 |
2,868.5 |
| PP |
2,806.7 |
2,806.7 |
2,806.7 |
2,816.3 |
| S1 |
2,768.3 |
2,768.3 |
2,803.6 |
2,787.5 |
| S2 |
2,725.7 |
2,725.7 |
2,796.2 |
|
| S3 |
2,644.7 |
2,687.3 |
2,788.7 |
|
| S4 |
2,563.7 |
2,606.3 |
2,766.5 |
|
|
| 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 |
2,976.0 |
2,764.0 |
212.0 |
7.5% |
64.6 |
2.3% |
22% |
False |
True |
1,576,194 |
| 10 |
3,039.0 |
2,764.0 |
275.0 |
9.8% |
52.9 |
1.9% |
17% |
False |
True |
908,520 |
| 20 |
3,078.0 |
2,764.0 |
314.0 |
11.2% |
46.7 |
1.7% |
15% |
False |
True |
467,738 |
| 40 |
3,078.0 |
2,764.0 |
314.0 |
11.2% |
46.3 |
1.6% |
15% |
False |
True |
239,543 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
11.2% |
47.4 |
1.7% |
15% |
False |
False |
160,921 |
| 80 |
3,078.0 |
2,726.0 |
352.0 |
12.5% |
44.2 |
1.6% |
24% |
False |
False |
123,782 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
16.9% |
40.4 |
1.4% |
44% |
False |
False |
99,084 |
| 120 |
3,218.0 |
2,603.0 |
615.0 |
21.9% |
38.4 |
1.4% |
34% |
False |
False |
82,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,189.3 |
|
2.618 |
3,057.1 |
|
1.618 |
2,976.1 |
|
1.000 |
2,926.0 |
|
0.618 |
2,895.1 |
|
HIGH |
2,845.0 |
|
0.618 |
2,814.1 |
|
0.500 |
2,804.5 |
|
0.382 |
2,794.9 |
|
LOW |
2,764.0 |
|
0.618 |
2,713.9 |
|
1.000 |
2,683.0 |
|
1.618 |
2,632.9 |
|
2.618 |
2,551.9 |
|
4.250 |
2,419.8 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,808.8 |
2,808.8 |
| PP |
2,806.7 |
2,806.7 |
| S1 |
2,804.5 |
2,804.5 |
|