| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,079.25 |
2,083.00 |
3.75 |
0.2% |
2,081.00 |
| High |
2,091.25 |
2,113.25 |
22.00 |
1.1% |
2,089.25 |
| Low |
2,075.25 |
2,083.00 |
7.75 |
0.4% |
2,040.75 |
| Close |
2,076.75 |
2,105.75 |
29.00 |
1.4% |
2,059.00 |
| Range |
16.00 |
30.25 |
14.25 |
89.1% |
48.50 |
| ATR |
20.28 |
21.44 |
1.16 |
5.7% |
0.00 |
| Volume |
1,419,838 |
1,314,510 |
-105,328 |
-7.4% |
11,483,357 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.50 |
2,178.75 |
2,122.50 |
|
| R3 |
2,161.25 |
2,148.50 |
2,114.00 |
|
| R2 |
2,131.00 |
2,131.00 |
2,111.25 |
|
| R1 |
2,118.25 |
2,118.25 |
2,108.50 |
2,124.50 |
| PP |
2,100.75 |
2,100.75 |
2,100.75 |
2,103.75 |
| S1 |
2,088.00 |
2,088.00 |
2,103.00 |
2,094.50 |
| S2 |
2,070.50 |
2,070.50 |
2,100.25 |
|
| S3 |
2,040.25 |
2,057.75 |
2,097.50 |
|
| S4 |
2,010.00 |
2,027.50 |
2,089.00 |
|
|
| 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 |
2,113.25 |
2,053.25 |
60.00 |
2.8% |
20.50 |
1.0% |
88% |
True |
False |
1,513,416 |
| 10 |
2,113.25 |
2,040.75 |
72.50 |
3.4% |
21.75 |
1.0% |
90% |
True |
False |
1,901,611 |
| 20 |
2,113.25 |
2,040.75 |
72.50 |
3.4% |
18.25 |
0.9% |
90% |
True |
False |
1,014,475 |
| 40 |
2,113.25 |
2,014.00 |
99.25 |
4.7% |
21.25 |
1.0% |
92% |
True |
False |
510,955 |
| 60 |
2,113.25 |
2,014.00 |
99.25 |
4.7% |
21.00 |
1.0% |
92% |
True |
False |
341,455 |
| 80 |
2,113.25 |
1,950.00 |
163.25 |
7.8% |
21.00 |
1.0% |
95% |
True |
False |
256,302 |
| 100 |
2,113.25 |
1,787.50 |
325.75 |
15.5% |
24.25 |
1.1% |
98% |
True |
False |
205,105 |
| 120 |
2,113.25 |
1,787.50 |
325.75 |
15.5% |
28.25 |
1.3% |
98% |
True |
False |
171,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,241.75 |
|
2.618 |
2,192.50 |
|
1.618 |
2,162.25 |
|
1.000 |
2,143.50 |
|
0.618 |
2,132.00 |
|
HIGH |
2,113.25 |
|
0.618 |
2,101.75 |
|
0.500 |
2,098.00 |
|
0.382 |
2,094.50 |
|
LOW |
2,083.00 |
|
0.618 |
2,064.25 |
|
1.000 |
2,052.75 |
|
1.618 |
2,034.00 |
|
2.618 |
2,003.75 |
|
4.250 |
1,954.50 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,103.25 |
2,101.75 |
| PP |
2,100.75 |
2,097.75 |
| S1 |
2,098.00 |
2,093.50 |
|