| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,823.0 |
2,877.0 |
54.0 |
1.9% |
2,724.0 |
| High |
2,899.0 |
2,887.0 |
-12.0 |
-0.4% |
2,899.0 |
| Low |
2,792.0 |
2,841.0 |
49.0 |
1.8% |
2,667.0 |
| Close |
2,855.0 |
2,872.0 |
17.0 |
0.6% |
2,872.0 |
| Range |
107.0 |
46.0 |
-61.0 |
-57.0% |
232.0 |
| ATR |
87.3 |
84.4 |
-3.0 |
-3.4% |
0.0 |
| Volume |
1,328,348 |
535,970 |
-792,378 |
-59.7% |
7,167,789 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,004.7 |
2,984.3 |
2,897.3 |
|
| R3 |
2,958.7 |
2,938.3 |
2,884.7 |
|
| R2 |
2,912.7 |
2,912.7 |
2,880.4 |
|
| R1 |
2,892.3 |
2,892.3 |
2,876.2 |
2,879.5 |
| PP |
2,866.7 |
2,866.7 |
2,866.7 |
2,860.3 |
| S1 |
2,846.3 |
2,846.3 |
2,867.8 |
2,833.5 |
| S2 |
2,820.7 |
2,820.7 |
2,863.6 |
|
| S3 |
2,774.7 |
2,800.3 |
2,859.4 |
|
| S4 |
2,728.7 |
2,754.3 |
2,846.7 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,508.7 |
3,422.3 |
2,999.6 |
|
| R3 |
3,276.7 |
3,190.3 |
2,935.8 |
|
| R2 |
3,044.7 |
3,044.7 |
2,914.5 |
|
| R1 |
2,958.3 |
2,958.3 |
2,893.3 |
3,001.5 |
| PP |
2,812.7 |
2,812.7 |
2,812.7 |
2,834.3 |
| S1 |
2,726.3 |
2,726.3 |
2,850.7 |
2,769.5 |
| S2 |
2,580.7 |
2,580.7 |
2,829.5 |
|
| S3 |
2,348.7 |
2,494.3 |
2,808.2 |
|
| S4 |
2,116.7 |
2,262.3 |
2,744.4 |
|
|
| 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 |
2,667.0 |
232.0 |
8.1% |
74.4 |
2.6% |
88% |
False |
False |
1,433,557 |
| 10 |
3,058.0 |
2,645.0 |
413.0 |
14.4% |
77.8 |
2.7% |
55% |
False |
False |
1,829,416 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
14.4% |
63.8 |
2.2% |
55% |
False |
False |
1,435,359 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
15.1% |
55.6 |
1.9% |
52% |
False |
False |
728,116 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
15.1% |
52.0 |
1.8% |
52% |
False |
False |
487,533 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
15.1% |
51.6 |
1.8% |
52% |
False |
False |
368,065 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
16.5% |
45.1 |
1.6% |
57% |
False |
False |
295,562 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.5% |
43.1 |
1.5% |
57% |
False |
False |
246,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,082.5 |
|
2.618 |
3,007.4 |
|
1.618 |
2,961.4 |
|
1.000 |
2,933.0 |
|
0.618 |
2,915.4 |
|
HIGH |
2,887.0 |
|
0.618 |
2,869.4 |
|
0.500 |
2,864.0 |
|
0.382 |
2,858.6 |
|
LOW |
2,841.0 |
|
0.618 |
2,812.6 |
|
1.000 |
2,795.0 |
|
1.618 |
2,766.6 |
|
2.618 |
2,720.6 |
|
4.250 |
2,645.5 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,869.3 |
2,860.3 |
| PP |
2,866.7 |
2,848.7 |
| S1 |
2,864.0 |
2,837.0 |
|