| 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 |
2,072.25 |
2,086.50 |
14.25 |
0.7% |
2,013.75 |
| High |
2,091.25 |
2,100.75 |
9.50 |
0.5% |
2,100.75 |
| Low |
2,056.50 |
2,081.50 |
25.00 |
1.2% |
1,981.50 |
| Close |
2,090.25 |
2,096.25 |
6.00 |
0.3% |
2,096.25 |
| Range |
34.75 |
19.25 |
-15.50 |
-44.6% |
119.25 |
| ATR |
32.40 |
31.46 |
-0.94 |
-2.9% |
0.00 |
| Volume |
2,301,226 |
1,665,376 |
-635,850 |
-27.6% |
11,338,523 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.50 |
2,142.75 |
2,106.75 |
|
| R3 |
2,131.25 |
2,123.50 |
2,101.50 |
|
| R2 |
2,112.00 |
2,112.00 |
2,099.75 |
|
| R1 |
2,104.25 |
2,104.25 |
2,098.00 |
2,108.00 |
| PP |
2,092.75 |
2,092.75 |
2,092.75 |
2,094.75 |
| S1 |
2,085.00 |
2,085.00 |
2,094.50 |
2,089.00 |
| S2 |
2,073.50 |
2,073.50 |
2,092.75 |
|
| S3 |
2,054.25 |
2,065.75 |
2,091.00 |
|
| S4 |
2,035.00 |
2,046.50 |
2,085.75 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.25 |
2,376.00 |
2,161.75 |
|
| R3 |
2,298.00 |
2,256.75 |
2,129.00 |
|
| R2 |
2,178.75 |
2,178.75 |
2,118.00 |
|
| R1 |
2,137.50 |
2,137.50 |
2,107.25 |
2,158.00 |
| PP |
2,059.50 |
2,059.50 |
2,059.50 |
2,069.75 |
| S1 |
2,018.25 |
2,018.25 |
2,085.25 |
2,039.00 |
| S2 |
1,940.25 |
1,940.25 |
2,074.50 |
|
| S3 |
1,821.00 |
1,899.00 |
2,063.50 |
|
| S4 |
1,701.75 |
1,779.75 |
2,030.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,100.75 |
1,981.50 |
119.25 |
5.7% |
39.00 |
1.9% |
96% |
True |
False |
2,267,704 |
| 10 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
39.50 |
1.9% |
83% |
False |
False |
2,124,664 |
| 20 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
29.25 |
1.4% |
83% |
False |
False |
1,783,731 |
| 40 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
25.25 |
1.2% |
83% |
False |
False |
897,773 |
| 60 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
24.00 |
1.1% |
83% |
False |
False |
599,683 |
| 80 |
2,119.50 |
1,950.50 |
169.00 |
8.1% |
23.50 |
1.1% |
86% |
False |
False |
450,195 |
| 100 |
2,119.50 |
1,787.50 |
332.00 |
15.8% |
24.75 |
1.2% |
93% |
False |
False |
360,221 |
| 120 |
2,119.50 |
1,787.50 |
332.00 |
15.8% |
28.75 |
1.4% |
93% |
False |
False |
300,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,182.50 |
|
2.618 |
2,151.25 |
|
1.618 |
2,132.00 |
|
1.000 |
2,120.00 |
|
0.618 |
2,112.75 |
|
HIGH |
2,100.75 |
|
0.618 |
2,093.50 |
|
0.500 |
2,091.00 |
|
0.382 |
2,088.75 |
|
LOW |
2,081.50 |
|
0.618 |
2,069.50 |
|
1.000 |
2,062.25 |
|
1.618 |
2,050.25 |
|
2.618 |
2,031.00 |
|
4.250 |
1,999.75 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,094.50 |
2,084.75 |
| PP |
2,092.75 |
2,073.25 |
| S1 |
2,091.00 |
2,061.75 |
|