| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,783.0 |
2,845.0 |
62.0 |
2.2% |
2,856.0 |
| High |
2,845.0 |
2,865.0 |
20.0 |
0.7% |
2,876.0 |
| Low |
2,764.0 |
2,821.0 |
57.0 |
2.1% |
2,764.0 |
| Close |
2,811.0 |
2,832.0 |
21.0 |
0.7% |
2,832.0 |
| Range |
81.0 |
44.0 |
-37.0 |
-45.7% |
112.0 |
| ATR |
55.0 |
54.9 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,665,332 |
1,359,098 |
-306,234 |
-18.4% |
8,117,011 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,971.3 |
2,945.7 |
2,856.2 |
|
| R3 |
2,927.3 |
2,901.7 |
2,844.1 |
|
| R2 |
2,883.3 |
2,883.3 |
2,840.1 |
|
| R1 |
2,857.7 |
2,857.7 |
2,836.0 |
2,848.5 |
| PP |
2,839.3 |
2,839.3 |
2,839.3 |
2,834.8 |
| S1 |
2,813.7 |
2,813.7 |
2,828.0 |
2,804.5 |
| S2 |
2,795.3 |
2,795.3 |
2,823.9 |
|
| S3 |
2,751.3 |
2,769.7 |
2,819.9 |
|
| S4 |
2,707.3 |
2,725.7 |
2,807.8 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,160.0 |
3,108.0 |
2,893.6 |
|
| R3 |
3,048.0 |
2,996.0 |
2,862.8 |
|
| R2 |
2,936.0 |
2,936.0 |
2,852.5 |
|
| R1 |
2,884.0 |
2,884.0 |
2,842.3 |
2,854.0 |
| PP |
2,824.0 |
2,824.0 |
2,824.0 |
2,809.0 |
| S1 |
2,772.0 |
2,772.0 |
2,821.7 |
2,742.0 |
| S2 |
2,712.0 |
2,712.0 |
2,811.5 |
|
| S3 |
2,600.0 |
2,660.0 |
2,801.2 |
|
| S4 |
2,488.0 |
2,548.0 |
2,770.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,876.0 |
2,764.0 |
112.0 |
4.0% |
54.4 |
1.9% |
61% |
False |
False |
1,623,402 |
| 10 |
3,039.0 |
2,764.0 |
275.0 |
9.7% |
49.8 |
1.8% |
25% |
False |
False |
1,041,301 |
| 20 |
3,078.0 |
2,764.0 |
314.0 |
11.1% |
47.3 |
1.7% |
22% |
False |
False |
534,998 |
| 40 |
3,078.0 |
2,764.0 |
314.0 |
11.1% |
46.6 |
1.6% |
22% |
False |
False |
273,001 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
11.1% |
47.2 |
1.7% |
22% |
False |
False |
183,485 |
| 80 |
3,078.0 |
2,726.0 |
352.0 |
12.4% |
44.5 |
1.6% |
30% |
False |
False |
140,770 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
16.8% |
40.1 |
1.4% |
48% |
False |
False |
112,675 |
| 120 |
3,218.0 |
2,603.0 |
615.0 |
21.7% |
38.7 |
1.4% |
37% |
False |
False |
93,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.0 |
|
2.618 |
2,980.2 |
|
1.618 |
2,936.2 |
|
1.000 |
2,909.0 |
|
0.618 |
2,892.2 |
|
HIGH |
2,865.0 |
|
0.618 |
2,848.2 |
|
0.500 |
2,843.0 |
|
0.382 |
2,837.8 |
|
LOW |
2,821.0 |
|
0.618 |
2,793.8 |
|
1.000 |
2,777.0 |
|
1.618 |
2,749.8 |
|
2.618 |
2,705.8 |
|
4.250 |
2,634.0 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,843.0 |
2,826.2 |
| PP |
2,839.3 |
2,820.3 |
| S1 |
2,835.7 |
2,814.5 |
|