| 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 |
1,287.5 |
1,296.6 |
9.1 |
0.7% |
1,284.5 |
| High |
1,308.5 |
1,301.4 |
-7.1 |
-0.5% |
1,325.2 |
| Low |
1,285.7 |
1,287.3 |
1.6 |
0.1% |
1,281.3 |
| Close |
1,301.1 |
1,298.4 |
-2.7 |
-0.2% |
1,301.1 |
| Range |
22.8 |
14.1 |
-8.7 |
-38.2% |
43.9 |
| ATR |
18.8 |
18.5 |
-0.3 |
-1.8% |
0.0 |
| Volume |
11,288 |
6,507 |
-4,781 |
-42.4% |
47,427 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,338.0 |
1,332.3 |
1,306.2 |
|
| R3 |
1,323.9 |
1,318.2 |
1,302.3 |
|
| R2 |
1,309.8 |
1,309.8 |
1,301.0 |
|
| R1 |
1,304.1 |
1,304.1 |
1,299.7 |
1,307.0 |
| PP |
1,295.7 |
1,295.7 |
1,295.7 |
1,297.1 |
| S1 |
1,290.0 |
1,290.0 |
1,297.1 |
1,292.9 |
| S2 |
1,281.6 |
1,281.6 |
1,295.8 |
|
| S3 |
1,267.5 |
1,275.9 |
1,294.5 |
|
| S4 |
1,253.4 |
1,261.8 |
1,290.6 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,434.2 |
1,411.6 |
1,325.2 |
|
| R3 |
1,390.3 |
1,367.7 |
1,313.2 |
|
| R2 |
1,346.4 |
1,346.4 |
1,309.1 |
|
| R1 |
1,323.8 |
1,323.8 |
1,305.1 |
1,335.1 |
| PP |
1,302.5 |
1,302.5 |
1,302.5 |
1,308.2 |
| S1 |
1,279.9 |
1,279.9 |
1,297.1 |
1,291.2 |
| S2 |
1,258.6 |
1,258.6 |
1,293.1 |
|
| S3 |
1,214.7 |
1,236.0 |
1,289.0 |
|
| S4 |
1,170.8 |
1,192.1 |
1,277.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,325.2 |
1,284.9 |
40.3 |
3.1% |
21.6 |
1.7% |
33% |
False |
False |
9,718 |
| 10 |
1,325.2 |
1,242.7 |
82.5 |
6.4% |
18.4 |
1.4% |
68% |
False |
False |
7,982 |
| 20 |
1,325.2 |
1,207.0 |
118.2 |
9.1% |
17.5 |
1.3% |
77% |
False |
False |
6,798 |
| 40 |
1,325.2 |
1,207.0 |
118.2 |
9.1% |
17.5 |
1.3% |
77% |
False |
False |
5,862 |
| 60 |
1,325.2 |
1,207.0 |
118.2 |
9.1% |
17.4 |
1.3% |
77% |
False |
False |
4,621 |
| 80 |
1,325.2 |
1,207.0 |
118.2 |
9.1% |
18.7 |
1.4% |
77% |
False |
False |
4,049 |
| 100 |
1,325.2 |
1,114.1 |
211.1 |
16.3% |
19.4 |
1.5% |
87% |
False |
False |
3,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,361.3 |
|
2.618 |
1,338.3 |
|
1.618 |
1,324.2 |
|
1.000 |
1,315.5 |
|
0.618 |
1,310.1 |
|
HIGH |
1,301.4 |
|
0.618 |
1,296.0 |
|
0.500 |
1,294.4 |
|
0.382 |
1,292.7 |
|
LOW |
1,287.3 |
|
0.618 |
1,278.6 |
|
1.000 |
1,273.2 |
|
1.618 |
1,264.5 |
|
2.618 |
1,250.4 |
|
4.250 |
1,227.4 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,297.1 |
1,305.5 |
| PP |
1,295.7 |
1,303.1 |
| S1 |
1,294.4 |
1,300.8 |
|