| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,013.75 |
1,982.50 |
-31.25 |
-1.6% |
2,071.00 |
| High |
2,022.50 |
2,029.75 |
7.25 |
0.4% |
2,119.50 |
| Low |
1,981.50 |
1,982.25 |
0.75 |
0.0% |
1,999.00 |
| Close |
1,985.00 |
2,028.50 |
43.50 |
2.2% |
2,018.50 |
| Range |
41.00 |
47.50 |
6.50 |
15.9% |
120.50 |
| ATR |
29.41 |
30.70 |
1.29 |
4.4% |
0.00 |
| Volume |
3,021,015 |
2,285,755 |
-735,260 |
-24.3% |
9,908,120 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.00 |
2,139.75 |
2,054.50 |
|
| R3 |
2,108.50 |
2,092.25 |
2,041.50 |
|
| R2 |
2,061.00 |
2,061.00 |
2,037.25 |
|
| R1 |
2,044.75 |
2,044.75 |
2,032.75 |
2,053.00 |
| PP |
2,013.50 |
2,013.50 |
2,013.50 |
2,017.50 |
| S1 |
1,997.25 |
1,997.25 |
2,024.25 |
2,005.50 |
| S2 |
1,966.00 |
1,966.00 |
2,019.75 |
|
| S3 |
1,918.50 |
1,949.75 |
2,015.50 |
|
| S4 |
1,871.00 |
1,902.25 |
2,002.50 |
|
|
| 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 |
6.8% |
51.00 |
2.5% |
34% |
False |
False |
2,443,143 |
| 10 |
2,119.50 |
1,981.50 |
138.00 |
6.8% |
36.25 |
1.8% |
34% |
False |
False |
2,141,276 |
| 20 |
2,119.50 |
1,981.50 |
138.00 |
6.8% |
27.00 |
1.3% |
34% |
False |
False |
1,486,900 |
| 40 |
2,119.50 |
1,981.50 |
138.00 |
6.8% |
24.50 |
1.2% |
34% |
False |
False |
747,414 |
| 60 |
2,119.50 |
1,981.50 |
138.00 |
6.8% |
23.50 |
1.2% |
34% |
False |
False |
499,317 |
| 80 |
2,119.50 |
1,950.50 |
169.00 |
8.3% |
23.00 |
1.1% |
46% |
False |
False |
374,811 |
| 100 |
2,119.50 |
1,787.50 |
332.00 |
16.4% |
25.00 |
1.2% |
73% |
False |
False |
299,912 |
| 120 |
2,119.50 |
1,787.50 |
332.00 |
16.4% |
29.00 |
1.4% |
73% |
False |
False |
250,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,231.50 |
|
2.618 |
2,154.00 |
|
1.618 |
2,106.50 |
|
1.000 |
2,077.25 |
|
0.618 |
2,059.00 |
|
HIGH |
2,029.75 |
|
0.618 |
2,011.50 |
|
0.500 |
2,006.00 |
|
0.382 |
2,000.50 |
|
LOW |
1,982.25 |
|
0.618 |
1,953.00 |
|
1.000 |
1,934.75 |
|
1.618 |
1,905.50 |
|
2.618 |
1,858.00 |
|
4.250 |
1,780.50 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,021.00 |
2,050.50 |
| PP |
2,013.50 |
2,043.25 |
| S1 |
2,006.00 |
2,035.75 |
|