| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,781.0 |
2,823.0 |
42.0 |
1.5% |
2,922.0 |
| High |
2,828.0 |
2,899.0 |
71.0 |
2.5% |
3,058.0 |
| Low |
2,775.0 |
2,792.0 |
17.0 |
0.6% |
2,645.0 |
| Close |
2,819.0 |
2,855.0 |
36.0 |
1.3% |
2,768.0 |
| Range |
53.0 |
107.0 |
54.0 |
101.9% |
413.0 |
| ATR |
85.8 |
87.3 |
1.5 |
1.8% |
0.0 |
| Volume |
1,829,591 |
1,328,348 |
-501,243 |
-27.4% |
11,126,380 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,169.7 |
3,119.3 |
2,913.9 |
|
| R3 |
3,062.7 |
3,012.3 |
2,884.4 |
|
| R2 |
2,955.7 |
2,955.7 |
2,874.6 |
|
| R1 |
2,905.3 |
2,905.3 |
2,864.8 |
2,930.5 |
| PP |
2,848.7 |
2,848.7 |
2,848.7 |
2,861.3 |
| S1 |
2,798.3 |
2,798.3 |
2,845.2 |
2,823.5 |
| S2 |
2,741.7 |
2,741.7 |
2,835.4 |
|
| S3 |
2,634.7 |
2,691.3 |
2,825.6 |
|
| S4 |
2,527.7 |
2,584.3 |
2,796.2 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,062.7 |
3,828.3 |
2,995.2 |
|
| R3 |
3,649.7 |
3,415.3 |
2,881.6 |
|
| R2 |
3,236.7 |
3,236.7 |
2,843.7 |
|
| R1 |
3,002.3 |
3,002.3 |
2,805.9 |
2,913.0 |
| PP |
2,823.7 |
2,823.7 |
2,823.7 |
2,779.0 |
| S1 |
2,589.3 |
2,589.3 |
2,730.1 |
2,500.0 |
| S2 |
2,410.7 |
2,410.7 |
2,692.3 |
|
| S3 |
1,997.7 |
2,176.3 |
2,654.4 |
|
| S4 |
1,584.7 |
1,763.3 |
2,540.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,899.0 |
2,645.0 |
254.0 |
8.9% |
101.6 |
3.6% |
83% |
True |
False |
1,832,441 |
| 10 |
3,058.0 |
2,645.0 |
413.0 |
14.5% |
77.6 |
2.7% |
51% |
False |
False |
1,911,729 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
14.5% |
65.3 |
2.3% |
51% |
False |
False |
1,410,124 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
15.2% |
55.2 |
1.9% |
48% |
False |
False |
715,364 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
15.2% |
52.5 |
1.8% |
48% |
False |
False |
478,601 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
15.2% |
51.2 |
1.8% |
48% |
False |
False |
361,887 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
16.6% |
45.2 |
1.6% |
53% |
False |
False |
290,253 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.6% |
43.0 |
1.5% |
53% |
False |
False |
241,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,353.8 |
|
2.618 |
3,179.1 |
|
1.618 |
3,072.1 |
|
1.000 |
3,006.0 |
|
0.618 |
2,965.1 |
|
HIGH |
2,899.0 |
|
0.618 |
2,858.1 |
|
0.500 |
2,845.5 |
|
0.382 |
2,832.9 |
|
LOW |
2,792.0 |
|
0.618 |
2,725.9 |
|
1.000 |
2,685.0 |
|
1.618 |
2,618.9 |
|
2.618 |
2,511.9 |
|
4.250 |
2,337.3 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,851.8 |
2,841.7 |
| PP |
2,848.7 |
2,828.3 |
| S1 |
2,845.5 |
2,815.0 |
|