| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,298.8 |
1,278.1 |
-20.7 |
-1.6% |
1,284.5 |
| High |
1,303.6 |
1,279.5 |
-24.1 |
-1.8% |
1,325.2 |
| Low |
1,273.4 |
1,270.4 |
-3.0 |
-0.2% |
1,281.3 |
| Close |
1,278.8 |
1,276.3 |
-2.5 |
-0.2% |
1,301.1 |
| Range |
30.2 |
9.1 |
-21.1 |
-69.9% |
43.9 |
| ATR |
19.3 |
18.6 |
-0.7 |
-3.8% |
0.0 |
| Volume |
9,504 |
4,098 |
-5,406 |
-56.9% |
47,427 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,302.7 |
1,298.6 |
1,281.3 |
|
| R3 |
1,293.6 |
1,289.5 |
1,278.8 |
|
| R2 |
1,284.5 |
1,284.5 |
1,278.0 |
|
| R1 |
1,280.4 |
1,280.4 |
1,277.1 |
1,277.9 |
| PP |
1,275.4 |
1,275.4 |
1,275.4 |
1,274.2 |
| S1 |
1,271.3 |
1,271.3 |
1,275.5 |
1,268.8 |
| S2 |
1,266.3 |
1,266.3 |
1,274.6 |
|
| S3 |
1,257.2 |
1,262.2 |
1,273.8 |
|
| S4 |
1,248.1 |
1,253.1 |
1,271.3 |
|
|
| 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 |
1,270.4 |
54.8 |
4.3% |
23.0 |
1.8% |
11% |
False |
True |
10,448 |
| 10 |
1,325.2 |
1,265.5 |
59.7 |
4.7% |
19.0 |
1.5% |
18% |
False |
False |
8,288 |
| 20 |
1,325.2 |
1,207.0 |
118.2 |
9.3% |
17.7 |
1.4% |
59% |
False |
False |
6,770 |
| 40 |
1,325.2 |
1,207.0 |
118.2 |
9.3% |
17.9 |
1.4% |
59% |
False |
False |
6,135 |
| 60 |
1,325.2 |
1,207.0 |
118.2 |
9.3% |
17.4 |
1.4% |
59% |
False |
False |
4,815 |
| 80 |
1,325.2 |
1,207.0 |
118.2 |
9.3% |
18.6 |
1.5% |
59% |
False |
False |
4,187 |
| 100 |
1,325.2 |
1,119.4 |
205.8 |
16.1% |
19.6 |
1.5% |
76% |
False |
False |
3,691 |
| 120 |
1,325.2 |
1,064.0 |
261.2 |
20.5% |
18.4 |
1.4% |
81% |
False |
False |
3,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,318.2 |
|
2.618 |
1,303.3 |
|
1.618 |
1,294.2 |
|
1.000 |
1,288.6 |
|
0.618 |
1,285.1 |
|
HIGH |
1,279.5 |
|
0.618 |
1,276.0 |
|
0.500 |
1,275.0 |
|
0.382 |
1,273.9 |
|
LOW |
1,270.4 |
|
0.618 |
1,264.8 |
|
1.000 |
1,261.3 |
|
1.618 |
1,255.7 |
|
2.618 |
1,246.6 |
|
4.250 |
1,231.7 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,275.9 |
1,287.0 |
| PP |
1,275.4 |
1,283.4 |
| S1 |
1,275.0 |
1,279.9 |
|