| 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 |
2,104.50 |
2,081.00 |
-23.50 |
-1.1% |
2,088.50 |
| High |
2,104.75 |
2,089.25 |
-15.50 |
-0.7% |
2,110.75 |
| Low |
2,079.50 |
2,066.50 |
-13.00 |
-0.6% |
2,079.50 |
| Close |
2,087.25 |
2,069.75 |
-17.50 |
-0.8% |
2,087.25 |
| Range |
25.25 |
22.75 |
-2.50 |
-9.9% |
31.25 |
| ATR |
19.27 |
19.52 |
0.25 |
1.3% |
0.00 |
| Volume |
1,799,239 |
2,515,271 |
716,032 |
39.8% |
2,944,632 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.50 |
2,129.25 |
2,082.25 |
|
| R3 |
2,120.75 |
2,106.50 |
2,076.00 |
|
| R2 |
2,098.00 |
2,098.00 |
2,074.00 |
|
| R1 |
2,083.75 |
2,083.75 |
2,071.75 |
2,079.50 |
| PP |
2,075.25 |
2,075.25 |
2,075.25 |
2,073.00 |
| S1 |
2,061.00 |
2,061.00 |
2,067.75 |
2,056.75 |
| S2 |
2,052.50 |
2,052.50 |
2,065.50 |
|
| S3 |
2,029.75 |
2,038.25 |
2,063.50 |
|
| S4 |
2,007.00 |
2,015.50 |
2,057.25 |
|
|
| 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 |
2,066.50 |
44.25 |
2.1% |
16.75 |
0.8% |
7% |
False |
True |
1,079,327 |
| 10 |
2,110.75 |
2,066.50 |
44.25 |
2.1% |
17.50 |
0.8% |
7% |
False |
True |
556,765 |
| 20 |
2,110.75 |
2,014.00 |
96.75 |
4.7% |
19.75 |
1.0% |
58% |
False |
False |
282,430 |
| 40 |
2,110.75 |
2,014.00 |
96.75 |
4.7% |
20.75 |
1.0% |
58% |
False |
False |
143,853 |
| 60 |
2,110.75 |
2,004.50 |
106.25 |
5.1% |
20.75 |
1.0% |
61% |
False |
False |
96,626 |
| 80 |
2,110.75 |
1,871.00 |
239.75 |
11.6% |
22.25 |
1.1% |
83% |
False |
False |
72,566 |
| 100 |
2,110.75 |
1,787.50 |
323.25 |
15.6% |
26.00 |
1.3% |
87% |
False |
False |
58,137 |
| 120 |
2,110.75 |
1,787.50 |
323.25 |
15.6% |
28.50 |
1.4% |
87% |
False |
False |
48,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,186.00 |
|
2.618 |
2,148.75 |
|
1.618 |
2,126.00 |
|
1.000 |
2,112.00 |
|
0.618 |
2,103.25 |
|
HIGH |
2,089.25 |
|
0.618 |
2,080.50 |
|
0.500 |
2,078.00 |
|
0.382 |
2,075.25 |
|
LOW |
2,066.50 |
|
0.618 |
2,052.50 |
|
1.000 |
2,043.75 |
|
1.618 |
2,029.75 |
|
2.618 |
2,007.00 |
|
4.250 |
1,969.75 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,078.00 |
2,088.00 |
| PP |
2,075.25 |
2,082.00 |
| S1 |
2,072.50 |
2,075.75 |
|