| 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 |
1,105.0 |
1,129.3 |
24.3 |
2.2% |
1,145.0 |
| High |
1,132.9 |
1,149.4 |
16.5 |
1.5% |
1,178.3 |
| Low |
1,101.9 |
1,121.7 |
19.8 |
1.8% |
1,081.0 |
| Close |
1,129.1 |
1,147.4 |
18.3 |
1.6% |
1,115.1 |
| Range |
31.0 |
27.7 |
-3.3 |
-10.6% |
97.3 |
| ATR |
23.8 |
24.1 |
0.3 |
1.2% |
0.0 |
| Volume |
97,355 |
121,813 |
24,458 |
25.1% |
524,086 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,222.5 |
1,212.8 |
1,162.8 |
|
| R3 |
1,195.0 |
1,185.0 |
1,155.0 |
|
| R2 |
1,167.3 |
1,167.3 |
1,152.5 |
|
| R1 |
1,157.3 |
1,157.3 |
1,150.0 |
1,162.3 |
| PP |
1,139.5 |
1,139.5 |
1,139.5 |
1,142.0 |
| S1 |
1,129.5 |
1,129.5 |
1,144.8 |
1,134.5 |
| S2 |
1,111.8 |
1,111.8 |
1,142.3 |
|
| S3 |
1,084.0 |
1,102.0 |
1,139.8 |
|
| S4 |
1,056.5 |
1,074.3 |
1,132.3 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.8 |
1,363.3 |
1,168.5 |
|
| R3 |
1,319.5 |
1,266.0 |
1,141.8 |
|
| R2 |
1,222.0 |
1,222.0 |
1,133.0 |
|
| R1 |
1,168.5 |
1,168.5 |
1,124.0 |
1,146.8 |
| PP |
1,124.8 |
1,124.8 |
1,124.8 |
1,113.8 |
| S1 |
1,071.3 |
1,071.3 |
1,106.3 |
1,049.5 |
| S2 |
1,027.5 |
1,027.5 |
1,097.3 |
|
| S3 |
930.3 |
974.0 |
1,088.3 |
|
| S4 |
833.0 |
876.8 |
1,061.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,166.6 |
1,076.7 |
89.9 |
7.8% |
41.8 |
3.6% |
79% |
False |
False |
134,117 |
| 10 |
1,178.3 |
1,076.7 |
101.6 |
8.9% |
30.3 |
2.6% |
70% |
False |
False |
112,378 |
| 20 |
1,185.1 |
1,076.7 |
108.4 |
9.4% |
23.0 |
2.0% |
65% |
False |
False |
98,637 |
| 40 |
1,185.1 |
1,076.7 |
108.4 |
9.4% |
16.0 |
1.4% |
65% |
False |
False |
49,360 |
| 60 |
1,185.1 |
1,076.7 |
108.4 |
9.4% |
13.0 |
1.1% |
65% |
False |
False |
32,908 |
| 80 |
1,185.1 |
1,053.7 |
131.4 |
11.5% |
11.3 |
1.0% |
71% |
False |
False |
24,683 |
| 100 |
1,185.1 |
941.4 |
243.7 |
21.2% |
9.3 |
0.8% |
85% |
False |
False |
19,746 |
| 120 |
1,185.1 |
941.4 |
243.7 |
21.2% |
8.0 |
0.7% |
85% |
False |
False |
16,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,267.0 |
|
2.618 |
1,222.0 |
|
1.618 |
1,194.3 |
|
1.000 |
1,177.0 |
|
0.618 |
1,166.5 |
|
HIGH |
1,149.5 |
|
0.618 |
1,138.8 |
|
0.500 |
1,135.5 |
|
0.382 |
1,132.3 |
|
LOW |
1,121.8 |
|
0.618 |
1,104.5 |
|
1.000 |
1,094.0 |
|
1.618 |
1,077.0 |
|
2.618 |
1,049.3 |
|
4.250 |
1,004.0 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,143.5 |
1,136.5 |
| PP |
1,139.5 |
1,125.8 |
| S1 |
1,135.5 |
1,115.0 |
|