| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,068.75 |
2,071.00 |
2.25 |
0.1% |
2,081.00 |
| High |
2,074.75 |
2,092.50 |
17.75 |
0.9% |
2,089.25 |
| Low |
2,053.25 |
2,070.25 |
17.00 |
0.8% |
2,040.75 |
| Close |
2,059.00 |
2,074.25 |
15.25 |
0.7% |
2,059.00 |
| Range |
21.50 |
22.25 |
0.75 |
3.5% |
48.50 |
| ATR |
20.33 |
21.28 |
0.94 |
4.6% |
0.00 |
| Volume |
1,833,560 |
1,598,465 |
-235,095 |
-12.8% |
11,483,357 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.75 |
2,132.25 |
2,086.50 |
|
| R3 |
2,123.50 |
2,110.00 |
2,080.25 |
|
| R2 |
2,101.25 |
2,101.25 |
2,078.25 |
|
| R1 |
2,087.75 |
2,087.75 |
2,076.25 |
2,094.50 |
| PP |
2,079.00 |
2,079.00 |
2,079.00 |
2,082.50 |
| S1 |
2,065.50 |
2,065.50 |
2,072.25 |
2,072.25 |
| S2 |
2,056.75 |
2,056.75 |
2,070.25 |
|
| S3 |
2,034.50 |
2,043.25 |
2,068.25 |
|
| S4 |
2,012.25 |
2,021.00 |
2,062.00 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.50 |
2,182.25 |
2,085.75 |
|
| R3 |
2,160.00 |
2,133.75 |
2,072.25 |
|
| R2 |
2,111.50 |
2,111.50 |
2,068.00 |
|
| R1 |
2,085.25 |
2,085.25 |
2,063.50 |
2,074.00 |
| PP |
2,063.00 |
2,063.00 |
2,063.00 |
2,057.50 |
| S1 |
2,036.75 |
2,036.75 |
2,054.50 |
2,025.50 |
| S2 |
2,014.50 |
2,014.50 |
2,050.00 |
|
| S3 |
1,966.00 |
1,988.25 |
2,045.75 |
|
| S4 |
1,917.50 |
1,939.75 |
2,032.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,092.50 |
2,040.75 |
51.75 |
2.5% |
22.50 |
1.1% |
65% |
True |
False |
2,113,310 |
| 10 |
2,110.75 |
2,040.75 |
70.00 |
3.4% |
19.50 |
0.9% |
48% |
False |
False |
1,596,318 |
| 20 |
2,110.75 |
2,032.75 |
78.00 |
3.8% |
18.75 |
0.9% |
53% |
False |
False |
809,060 |
| 40 |
2,110.75 |
2,014.00 |
96.75 |
4.7% |
21.00 |
1.0% |
62% |
False |
False |
407,709 |
| 60 |
2,110.75 |
2,011.50 |
99.25 |
4.8% |
21.00 |
1.0% |
63% |
False |
False |
272,625 |
| 80 |
2,110.75 |
1,904.75 |
206.00 |
9.9% |
21.75 |
1.0% |
82% |
False |
False |
204,627 |
| 100 |
2,110.75 |
1,787.50 |
323.25 |
15.6% |
24.75 |
1.2% |
89% |
False |
False |
163,772 |
| 120 |
2,110.75 |
1,787.50 |
323.25 |
15.6% |
28.50 |
1.4% |
89% |
False |
False |
136,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,187.00 |
|
2.618 |
2,150.75 |
|
1.618 |
2,128.50 |
|
1.000 |
2,114.75 |
|
0.618 |
2,106.25 |
|
HIGH |
2,092.50 |
|
0.618 |
2,084.00 |
|
0.500 |
2,081.50 |
|
0.382 |
2,078.75 |
|
LOW |
2,070.25 |
|
0.618 |
2,056.50 |
|
1.000 |
2,048.00 |
|
1.618 |
2,034.25 |
|
2.618 |
2,012.00 |
|
4.250 |
1,975.75 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,081.50 |
2,071.75 |
| PP |
2,079.00 |
2,069.25 |
| S1 |
2,076.50 |
2,066.50 |
|