| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,982.50 |
2,028.25 |
45.75 |
2.3% |
2,071.00 |
| High |
2,029.75 |
2,074.75 |
45.00 |
2.2% |
2,119.50 |
| Low |
1,982.25 |
2,022.75 |
40.50 |
2.0% |
1,999.00 |
| Close |
2,028.50 |
2,066.75 |
38.25 |
1.9% |
2,018.50 |
| Range |
47.50 |
52.00 |
4.50 |
9.5% |
120.50 |
| ATR |
30.70 |
32.22 |
1.52 |
5.0% |
0.00 |
| Volume |
2,285,755 |
2,065,151 |
-220,604 |
-9.7% |
9,908,120 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.75 |
2,190.75 |
2,095.25 |
|
| R3 |
2,158.75 |
2,138.75 |
2,081.00 |
|
| R2 |
2,106.75 |
2,106.75 |
2,076.25 |
|
| R1 |
2,086.75 |
2,086.75 |
2,071.50 |
2,096.75 |
| PP |
2,054.75 |
2,054.75 |
2,054.75 |
2,059.75 |
| S1 |
2,034.75 |
2,034.75 |
2,062.00 |
2,044.75 |
| S2 |
2,002.75 |
2,002.75 |
2,057.25 |
|
| S3 |
1,950.75 |
1,982.75 |
2,052.50 |
|
| S4 |
1,898.75 |
1,930.75 |
2,038.25 |
|
|
| 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 |
6.7% |
58.25 |
2.8% |
62% |
False |
False |
2,572,205 |
| 10 |
2,119.50 |
1,981.50 |
138.00 |
6.7% |
39.50 |
1.9% |
62% |
False |
False |
2,156,023 |
| 20 |
2,119.50 |
1,981.50 |
138.00 |
6.7% |
28.75 |
1.4% |
62% |
False |
False |
1,588,393 |
| 40 |
2,119.50 |
1,981.50 |
138.00 |
6.7% |
25.00 |
1.2% |
62% |
False |
False |
798,832 |
| 60 |
2,119.50 |
1,981.50 |
138.00 |
6.7% |
24.00 |
1.2% |
62% |
False |
False |
533,690 |
| 80 |
2,119.50 |
1,950.50 |
169.00 |
8.2% |
23.25 |
1.1% |
69% |
False |
False |
400,623 |
| 100 |
2,119.50 |
1,787.50 |
332.00 |
16.1% |
25.25 |
1.2% |
84% |
False |
False |
320,560 |
| 120 |
2,119.50 |
1,787.50 |
332.00 |
16.1% |
29.00 |
1.4% |
84% |
False |
False |
267,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,295.75 |
|
2.618 |
2,211.00 |
|
1.618 |
2,159.00 |
|
1.000 |
2,126.75 |
|
0.618 |
2,107.00 |
|
HIGH |
2,074.75 |
|
0.618 |
2,055.00 |
|
0.500 |
2,048.75 |
|
0.382 |
2,042.50 |
|
LOW |
2,022.75 |
|
0.618 |
1,990.50 |
|
1.000 |
1,970.75 |
|
1.618 |
1,938.50 |
|
2.618 |
1,886.50 |
|
4.250 |
1,801.75 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.75 |
2,054.00 |
| PP |
2,054.75 |
2,041.00 |
| S1 |
2,048.75 |
2,028.00 |
|