| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
5,167.0 |
5,200.0 |
33.0 |
0.6% |
5,181.0 |
| High |
5,215.0 |
5,241.0 |
26.0 |
0.5% |
5,193.0 |
| Low |
5,160.0 |
5,196.0 |
36.0 |
0.7% |
5,073.0 |
| Close |
5,197.0 |
5,215.0 |
18.0 |
0.3% |
5,117.0 |
| Range |
55.0 |
45.0 |
-10.0 |
-18.2% |
120.0 |
| ATR |
57.1 |
56.3 |
-0.9 |
-1.5% |
0.0 |
| Volume |
26,542 |
24,593 |
-1,949 |
-7.3% |
322,886 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,352.3 |
5,328.7 |
5,239.8 |
|
| R3 |
5,307.3 |
5,283.7 |
5,227.4 |
|
| R2 |
5,262.3 |
5,262.3 |
5,223.3 |
|
| R1 |
5,238.7 |
5,238.7 |
5,219.1 |
5,250.5 |
| PP |
5,217.3 |
5,217.3 |
5,217.3 |
5,223.3 |
| S1 |
5,193.7 |
5,193.7 |
5,210.9 |
5,205.5 |
| S2 |
5,172.3 |
5,172.3 |
5,206.8 |
|
| S3 |
5,127.3 |
5,148.7 |
5,202.6 |
|
| S4 |
5,082.3 |
5,103.7 |
5,190.3 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,487.7 |
5,422.3 |
5,183.0 |
|
| R3 |
5,367.7 |
5,302.3 |
5,150.0 |
|
| R2 |
5,247.7 |
5,247.7 |
5,139.0 |
|
| R1 |
5,182.3 |
5,182.3 |
5,128.0 |
5,155.0 |
| PP |
5,127.7 |
5,127.7 |
5,127.7 |
5,114.0 |
| S1 |
5,062.3 |
5,062.3 |
5,106.0 |
5,035.0 |
| S2 |
5,007.7 |
5,007.7 |
5,095.0 |
|
| S3 |
4,887.7 |
4,942.3 |
5,084.0 |
|
| S4 |
4,767.7 |
4,822.3 |
5,051.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,241.0 |
5,073.0 |
168.0 |
3.2% |
54.0 |
1.0% |
85% |
True |
False |
38,614 |
| 10 |
5,341.0 |
5,073.0 |
268.0 |
5.1% |
46.7 |
0.9% |
53% |
False |
False |
39,732 |
| 20 |
5,372.0 |
5,073.0 |
299.0 |
5.7% |
40.2 |
0.8% |
47% |
False |
False |
19,902 |
| 40 |
5,372.0 |
5,073.0 |
299.0 |
5.7% |
31.9 |
0.6% |
47% |
False |
False |
9,997 |
| 60 |
5,372.0 |
4,836.0 |
536.0 |
10.3% |
27.8 |
0.5% |
71% |
False |
False |
6,694 |
| 80 |
5,372.0 |
4,775.0 |
597.0 |
11.4% |
22.3 |
0.4% |
74% |
False |
False |
5,024 |
| 100 |
5,372.0 |
4,600.0 |
772.0 |
14.8% |
19.8 |
0.4% |
80% |
False |
False |
4,021 |
| 120 |
5,372.0 |
4,600.0 |
772.0 |
14.8% |
16.5 |
0.3% |
80% |
False |
False |
3,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,432.3 |
|
2.618 |
5,358.8 |
|
1.618 |
5,313.8 |
|
1.000 |
5,286.0 |
|
0.618 |
5,268.8 |
|
HIGH |
5,241.0 |
|
0.618 |
5,223.8 |
|
0.500 |
5,218.5 |
|
0.382 |
5,213.2 |
|
LOW |
5,196.0 |
|
0.618 |
5,168.2 |
|
1.000 |
5,151.0 |
|
1.618 |
5,123.2 |
|
2.618 |
5,078.2 |
|
4.250 |
5,004.8 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,218.5 |
5,199.2 |
| PP |
5,217.3 |
5,183.3 |
| S1 |
5,216.2 |
5,167.5 |
|