| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,115.75 |
2,013.75 |
-102.00 |
-4.8% |
2,071.00 |
| High |
2,119.50 |
2,022.50 |
-97.00 |
-4.6% |
2,119.50 |
| Low |
1,999.00 |
1,981.50 |
-17.50 |
-0.9% |
1,999.00 |
| Close |
2,018.50 |
1,985.00 |
-33.50 |
-1.7% |
2,018.50 |
| Range |
120.50 |
41.00 |
-79.50 |
-66.0% |
120.50 |
| ATR |
28.52 |
29.41 |
0.89 |
3.1% |
0.00 |
| Volume |
4,174,598 |
3,021,015 |
-1,153,583 |
-27.6% |
9,908,120 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,119.25 |
2,093.25 |
2,007.50 |
|
| R3 |
2,078.25 |
2,052.25 |
1,996.25 |
|
| R2 |
2,037.25 |
2,037.25 |
1,992.50 |
|
| R1 |
2,011.25 |
2,011.25 |
1,988.75 |
2,003.75 |
| PP |
1,996.25 |
1,996.25 |
1,996.25 |
1,992.50 |
| S1 |
1,970.25 |
1,970.25 |
1,981.25 |
1,962.75 |
| S2 |
1,955.25 |
1,955.25 |
1,977.50 |
|
| S3 |
1,914.25 |
1,929.25 |
1,973.75 |
|
| S4 |
1,873.25 |
1,888.25 |
1,962.50 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.25 |
2,333.25 |
2,084.75 |
|
| R3 |
2,286.75 |
2,212.75 |
2,051.75 |
|
| R2 |
2,166.25 |
2,166.25 |
2,040.50 |
|
| R1 |
2,092.25 |
2,092.25 |
2,029.50 |
2,069.00 |
| PP |
2,045.75 |
2,045.75 |
2,045.75 |
2,034.00 |
| S1 |
1,971.75 |
1,971.75 |
2,007.50 |
1,948.50 |
| S2 |
1,925.25 |
1,925.25 |
1,996.50 |
|
| S3 |
1,804.75 |
1,851.25 |
1,985.25 |
|
| S4 |
1,684.25 |
1,730.75 |
1,952.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,119.50 |
1,981.50 |
138.00 |
7.0% |
44.00 |
2.2% |
3% |
False |
True |
2,266,134 |
| 10 |
2,119.50 |
1,981.50 |
138.00 |
7.0% |
33.25 |
1.7% |
3% |
False |
True |
2,189,722 |
| 20 |
2,119.50 |
1,981.50 |
138.00 |
7.0% |
25.50 |
1.3% |
3% |
False |
True |
1,373,243 |
| 40 |
2,119.50 |
1,981.50 |
138.00 |
7.0% |
23.75 |
1.2% |
3% |
False |
True |
690,426 |
| 60 |
2,119.50 |
1,981.50 |
138.00 |
7.0% |
23.00 |
1.2% |
3% |
False |
True |
461,264 |
| 80 |
2,119.50 |
1,950.50 |
169.00 |
8.5% |
22.50 |
1.1% |
20% |
False |
False |
346,240 |
| 100 |
2,119.50 |
1,787.50 |
332.00 |
16.7% |
25.00 |
1.3% |
59% |
False |
False |
277,056 |
| 120 |
2,119.50 |
1,787.50 |
332.00 |
16.7% |
29.00 |
1.5% |
59% |
False |
False |
231,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,196.75 |
|
2.618 |
2,129.75 |
|
1.618 |
2,088.75 |
|
1.000 |
2,063.50 |
|
0.618 |
2,047.75 |
|
HIGH |
2,022.50 |
|
0.618 |
2,006.75 |
|
0.500 |
2,002.00 |
|
0.382 |
1,997.25 |
|
LOW |
1,981.50 |
|
0.618 |
1,956.25 |
|
1.000 |
1,940.50 |
|
1.618 |
1,915.25 |
|
2.618 |
1,874.25 |
|
4.250 |
1,807.25 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.00 |
2,050.50 |
| PP |
1,996.25 |
2,028.75 |
| S1 |
1,990.75 |
2,006.75 |
|