| 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 |
2,108.50 |
2,104.50 |
-4.00 |
-0.2% |
2,088.50 |
| High |
2,109.50 |
2,104.75 |
-4.75 |
-0.2% |
2,110.75 |
| Low |
2,097.25 |
2,079.50 |
-17.75 |
-0.8% |
2,079.50 |
| Close |
2,105.25 |
2,087.25 |
-18.00 |
-0.9% |
2,087.25 |
| Range |
12.25 |
25.25 |
13.00 |
106.1% |
31.25 |
| ATR |
18.77 |
19.27 |
0.50 |
2.7% |
0.00 |
| Volume |
785,978 |
1,799,239 |
1,013,261 |
128.9% |
2,944,632 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,166.25 |
2,152.00 |
2,101.25 |
|
| R3 |
2,141.00 |
2,126.75 |
2,094.25 |
|
| R2 |
2,115.75 |
2,115.75 |
2,092.00 |
|
| R1 |
2,101.50 |
2,101.50 |
2,089.50 |
2,096.00 |
| PP |
2,090.50 |
2,090.50 |
2,090.50 |
2,087.75 |
| S1 |
2,076.25 |
2,076.25 |
2,085.00 |
2,070.75 |
| S2 |
2,065.25 |
2,065.25 |
2,082.50 |
|
| S3 |
2,040.00 |
2,051.00 |
2,080.25 |
|
| S4 |
2,014.75 |
2,025.75 |
2,073.25 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.25 |
2,168.00 |
2,104.50 |
|
| R3 |
2,155.00 |
2,136.75 |
2,095.75 |
|
| R2 |
2,123.75 |
2,123.75 |
2,093.00 |
|
| R1 |
2,105.50 |
2,105.50 |
2,090.00 |
2,099.00 |
| PP |
2,092.50 |
2,092.50 |
2,092.50 |
2,089.25 |
| S1 |
2,074.25 |
2,074.25 |
2,084.50 |
2,067.75 |
| S2 |
2,061.25 |
2,061.25 |
2,081.50 |
|
| S3 |
2,030.00 |
2,043.00 |
2,078.75 |
|
| S4 |
1,998.75 |
2,011.75 |
2,070.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,110.75 |
2,079.50 |
31.25 |
1.5% |
15.75 |
0.8% |
25% |
False |
True |
588,926 |
| 10 |
2,110.75 |
2,074.00 |
36.75 |
1.8% |
16.25 |
0.8% |
36% |
False |
False |
306,584 |
| 20 |
2,110.75 |
2,014.00 |
96.75 |
4.6% |
19.75 |
0.9% |
76% |
False |
False |
156,814 |
| 40 |
2,110.75 |
2,014.00 |
96.75 |
4.6% |
20.50 |
1.0% |
76% |
False |
False |
81,039 |
| 60 |
2,110.75 |
1,998.25 |
112.50 |
5.4% |
20.75 |
1.0% |
79% |
False |
False |
54,721 |
| 80 |
2,110.75 |
1,871.00 |
239.75 |
11.5% |
22.25 |
1.1% |
90% |
False |
False |
41,131 |
| 100 |
2,110.75 |
1,787.50 |
323.25 |
15.5% |
26.50 |
1.3% |
93% |
False |
False |
32,992 |
| 120 |
2,110.75 |
1,787.50 |
323.25 |
15.5% |
28.50 |
1.4% |
93% |
False |
False |
27,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,212.00 |
|
2.618 |
2,170.75 |
|
1.618 |
2,145.50 |
|
1.000 |
2,130.00 |
|
0.618 |
2,120.25 |
|
HIGH |
2,104.75 |
|
0.618 |
2,095.00 |
|
0.500 |
2,092.00 |
|
0.382 |
2,089.25 |
|
LOW |
2,079.50 |
|
0.618 |
2,064.00 |
|
1.000 |
2,054.25 |
|
1.618 |
2,038.75 |
|
2.618 |
2,013.50 |
|
4.250 |
1,972.25 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,092.00 |
2,095.00 |
| PP |
2,090.50 |
2,092.50 |
| S1 |
2,089.00 |
2,090.00 |
|