| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,081.00 |
2,067.25 |
-13.75 |
-0.7% |
2,088.50 |
| High |
2,089.25 |
2,072.75 |
-16.50 |
-0.8% |
2,110.75 |
| Low |
2,066.50 |
2,054.75 |
-11.75 |
-0.6% |
2,079.50 |
| Close |
2,069.75 |
2,066.00 |
-3.75 |
-0.2% |
2,087.25 |
| Range |
22.75 |
18.00 |
-4.75 |
-20.9% |
31.25 |
| ATR |
19.52 |
19.41 |
-0.11 |
-0.6% |
0.00 |
| Volume |
2,515,271 |
2,770,212 |
254,941 |
10.1% |
2,944,632 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.50 |
2,110.25 |
2,076.00 |
|
| R3 |
2,100.50 |
2,092.25 |
2,071.00 |
|
| R2 |
2,082.50 |
2,082.50 |
2,069.25 |
|
| R1 |
2,074.25 |
2,074.25 |
2,067.75 |
2,069.50 |
| PP |
2,064.50 |
2,064.50 |
2,064.50 |
2,062.00 |
| S1 |
2,056.25 |
2,056.25 |
2,064.25 |
2,051.50 |
| S2 |
2,046.50 |
2,046.50 |
2,062.75 |
|
| S3 |
2,028.50 |
2,038.25 |
2,061.00 |
|
| S4 |
2,010.50 |
2,020.25 |
2,056.00 |
|
|
| 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 |
2,054.75 |
56.00 |
2.7% |
18.25 |
0.9% |
20% |
False |
True |
1,618,546 |
| 10 |
2,110.75 |
2,054.75 |
56.00 |
2.7% |
17.75 |
0.9% |
20% |
False |
True |
832,525 |
| 20 |
2,110.75 |
2,014.00 |
96.75 |
4.7% |
19.00 |
0.9% |
54% |
False |
False |
420,619 |
| 40 |
2,110.75 |
2,014.00 |
96.75 |
4.7% |
20.50 |
1.0% |
54% |
False |
False |
213,048 |
| 60 |
2,110.75 |
2,004.50 |
106.25 |
5.1% |
20.75 |
1.0% |
58% |
False |
False |
142,777 |
| 80 |
2,110.75 |
1,871.00 |
239.75 |
11.6% |
22.25 |
1.1% |
81% |
False |
False |
107,192 |
| 100 |
2,110.75 |
1,787.50 |
323.25 |
15.6% |
25.75 |
1.2% |
86% |
False |
False |
85,829 |
| 120 |
2,110.75 |
1,787.50 |
323.25 |
15.6% |
28.50 |
1.4% |
86% |
False |
False |
71,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.25 |
|
2.618 |
2,119.75 |
|
1.618 |
2,101.75 |
|
1.000 |
2,090.75 |
|
0.618 |
2,083.75 |
|
HIGH |
2,072.75 |
|
0.618 |
2,065.75 |
|
0.500 |
2,063.75 |
|
0.382 |
2,061.75 |
|
LOW |
2,054.75 |
|
0.618 |
2,043.75 |
|
1.000 |
2,036.75 |
|
1.618 |
2,025.75 |
|
2.618 |
2,007.75 |
|
4.250 |
1,978.25 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,065.25 |
2,079.75 |
| PP |
2,064.50 |
2,075.25 |
| S1 |
2,063.75 |
2,070.50 |
|