| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
5,273.0 |
5,181.0 |
-92.0 |
-1.7% |
5,266.0 |
| High |
5,285.0 |
5,193.0 |
-92.0 |
-1.7% |
5,341.0 |
| Low |
5,246.0 |
5,145.0 |
-101.0 |
-1.9% |
5,246.0 |
| Close |
5,268.0 |
5,152.0 |
-116.0 |
-2.2% |
5,268.0 |
| Range |
39.0 |
48.0 |
9.0 |
23.1% |
95.0 |
| ATR |
46.2 |
51.7 |
5.5 |
11.9% |
0.0 |
| Volume |
15,854 |
180,948 |
165,094 |
1,041.3% |
23,338 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,307.3 |
5,277.7 |
5,178.4 |
|
| R3 |
5,259.3 |
5,229.7 |
5,165.2 |
|
| R2 |
5,211.3 |
5,211.3 |
5,160.8 |
|
| R1 |
5,181.7 |
5,181.7 |
5,156.4 |
5,172.5 |
| PP |
5,163.3 |
5,163.3 |
5,163.3 |
5,158.8 |
| S1 |
5,133.7 |
5,133.7 |
5,147.6 |
5,124.5 |
| S2 |
5,115.3 |
5,115.3 |
5,143.2 |
|
| S3 |
5,067.3 |
5,085.7 |
5,138.8 |
|
| S4 |
5,019.3 |
5,037.7 |
5,125.6 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,570.0 |
5,514.0 |
5,320.3 |
|
| R3 |
5,475.0 |
5,419.0 |
5,294.1 |
|
| R2 |
5,380.0 |
5,380.0 |
5,285.4 |
|
| R1 |
5,324.0 |
5,324.0 |
5,276.7 |
5,352.0 |
| PP |
5,285.0 |
5,285.0 |
5,285.0 |
5,299.0 |
| S1 |
5,229.0 |
5,229.0 |
5,259.3 |
5,257.0 |
| S2 |
5,190.0 |
5,190.0 |
5,250.6 |
|
| S3 |
5,095.0 |
5,134.0 |
5,241.9 |
|
| S4 |
5,000.0 |
5,039.0 |
5,215.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,341.0 |
5,145.0 |
196.0 |
3.8% |
39.4 |
0.8% |
4% |
False |
True |
40,850 |
| 10 |
5,351.0 |
5,145.0 |
206.0 |
4.0% |
37.5 |
0.7% |
3% |
False |
True |
20,439 |
| 20 |
5,372.0 |
5,145.0 |
227.0 |
4.4% |
34.7 |
0.7% |
3% |
False |
True |
10,270 |
| 40 |
5,372.0 |
5,080.0 |
292.0 |
5.7% |
25.9 |
0.5% |
25% |
False |
False |
5,186 |
| 60 |
5,372.0 |
4,836.0 |
536.0 |
10.4% |
24.2 |
0.5% |
59% |
False |
False |
3,479 |
| 80 |
5,372.0 |
4,775.0 |
597.0 |
11.6% |
18.9 |
0.4% |
63% |
False |
False |
2,610 |
| 100 |
5,372.0 |
4,600.0 |
772.0 |
15.0% |
17.1 |
0.3% |
72% |
False |
False |
2,090 |
| 120 |
5,372.0 |
4,600.0 |
772.0 |
15.0% |
14.3 |
0.3% |
72% |
False |
False |
1,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,397.0 |
|
2.618 |
5,318.7 |
|
1.618 |
5,270.7 |
|
1.000 |
5,241.0 |
|
0.618 |
5,222.7 |
|
HIGH |
5,193.0 |
|
0.618 |
5,174.7 |
|
0.500 |
5,169.0 |
|
0.382 |
5,163.3 |
|
LOW |
5,145.0 |
|
0.618 |
5,115.3 |
|
1.000 |
5,097.0 |
|
1.618 |
5,067.3 |
|
2.618 |
5,019.3 |
|
4.250 |
4,941.0 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,169.0 |
5,242.5 |
| PP |
5,163.3 |
5,212.3 |
| S1 |
5,157.7 |
5,182.2 |
|