| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
5,157.0 |
5,114.0 |
-43.0 |
-0.8% |
5,266.0 |
| High |
5,157.0 |
5,150.0 |
-7.0 |
-0.1% |
5,341.0 |
| Low |
5,097.0 |
5,073.0 |
-24.0 |
-0.5% |
5,246.0 |
| Close |
5,107.0 |
5,074.0 |
-33.0 |
-0.6% |
5,268.0 |
| Range |
60.0 |
77.0 |
17.0 |
28.3% |
95.0 |
| ATR |
52.3 |
54.1 |
1.8 |
3.4% |
0.0 |
| Volume |
84,728 |
32,889 |
-51,839 |
-61.2% |
23,338 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,330.0 |
5,279.0 |
5,116.4 |
|
| R3 |
5,253.0 |
5,202.0 |
5,095.2 |
|
| R2 |
5,176.0 |
5,176.0 |
5,088.1 |
|
| R1 |
5,125.0 |
5,125.0 |
5,081.1 |
5,112.0 |
| PP |
5,099.0 |
5,099.0 |
5,099.0 |
5,092.5 |
| S1 |
5,048.0 |
5,048.0 |
5,066.9 |
5,035.0 |
| S2 |
5,022.0 |
5,022.0 |
5,059.9 |
|
| S3 |
4,945.0 |
4,971.0 |
5,052.8 |
|
| S4 |
4,868.0 |
4,894.0 |
5,031.7 |
|
|
| 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 |
5,340.0 |
5,073.0 |
267.0 |
5.3% |
54.8 |
1.1% |
0% |
False |
True |
64,021 |
| 10 |
5,341.0 |
5,073.0 |
268.0 |
5.3% |
44.7 |
0.9% |
0% |
False |
True |
32,197 |
| 20 |
5,372.0 |
5,073.0 |
299.0 |
5.9% |
38.0 |
0.7% |
0% |
False |
True |
16,136 |
| 40 |
5,372.0 |
5,073.0 |
299.0 |
5.9% |
29.3 |
0.6% |
0% |
False |
True |
8,115 |
| 60 |
5,372.0 |
4,836.0 |
536.0 |
10.6% |
26.1 |
0.5% |
44% |
False |
False |
5,438 |
| 80 |
5,372.0 |
4,775.0 |
597.0 |
11.8% |
20.6 |
0.4% |
50% |
False |
False |
4,081 |
| 100 |
5,372.0 |
4,600.0 |
772.0 |
15.2% |
18.5 |
0.4% |
61% |
False |
False |
3,266 |
| 120 |
5,372.0 |
4,600.0 |
772.0 |
15.2% |
15.4 |
0.3% |
61% |
False |
False |
2,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,477.3 |
|
2.618 |
5,351.6 |
|
1.618 |
5,274.6 |
|
1.000 |
5,227.0 |
|
0.618 |
5,197.6 |
|
HIGH |
5,150.0 |
|
0.618 |
5,120.6 |
|
0.500 |
5,111.5 |
|
0.382 |
5,102.4 |
|
LOW |
5,073.0 |
|
0.618 |
5,025.4 |
|
1.000 |
4,996.0 |
|
1.618 |
4,948.4 |
|
2.618 |
4,871.4 |
|
4.250 |
4,745.8 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,111.5 |
5,133.0 |
| PP |
5,099.0 |
5,113.3 |
| S1 |
5,086.5 |
5,093.7 |
|