| 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 |
9,350.0 |
9,402.5 |
52.5 |
0.6% |
9,865.0 |
| High |
9,708.5 |
9,580.5 |
-128.0 |
-1.3% |
10,340.0 |
| Low |
9,152.5 |
9,201.5 |
49.0 |
0.5% |
9,152.5 |
| Close |
9,558.0 |
9,255.0 |
-303.0 |
-3.2% |
9,558.0 |
| Range |
556.0 |
379.0 |
-177.0 |
-31.8% |
1,187.5 |
| ATR |
249.2 |
258.5 |
9.3 |
3.7% |
0.0 |
| Volume |
150,644 |
108,556 |
-42,088 |
-27.9% |
650,376 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,482.7 |
10,247.8 |
9,463.5 |
|
| R3 |
10,103.7 |
9,868.8 |
9,359.2 |
|
| R2 |
9,724.7 |
9,724.7 |
9,324.5 |
|
| R1 |
9,489.8 |
9,489.8 |
9,289.7 |
9,417.8 |
| PP |
9,345.7 |
9,345.7 |
9,345.7 |
9,309.6 |
| S1 |
9,110.8 |
9,110.8 |
9,220.3 |
9,038.8 |
| S2 |
8,966.7 |
8,966.7 |
9,185.5 |
|
| S3 |
8,587.7 |
8,731.8 |
9,150.8 |
|
| S4 |
8,208.7 |
8,352.8 |
9,046.6 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,246.0 |
12,589.5 |
10,211.1 |
|
| R3 |
12,058.5 |
11,402.0 |
9,884.6 |
|
| R2 |
10,871.0 |
10,871.0 |
9,775.7 |
|
| R1 |
10,214.5 |
10,214.5 |
9,666.9 |
9,949.0 |
| PP |
9,683.5 |
9,683.5 |
9,683.5 |
9,550.8 |
| S1 |
9,027.0 |
9,027.0 |
9,449.1 |
8,761.5 |
| S2 |
8,496.0 |
8,496.0 |
9,340.3 |
|
| S3 |
7,308.5 |
7,839.5 |
9,231.4 |
|
| S4 |
6,121.0 |
6,652.0 |
8,904.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,340.0 |
9,152.5 |
1,187.5 |
12.8% |
297.6 |
3.2% |
9% |
False |
False |
132,323 |
| 10 |
10,340.0 |
9,152.5 |
1,187.5 |
12.8% |
226.2 |
2.4% |
9% |
False |
False |
111,238 |
| 20 |
10,357.0 |
9,152.5 |
1,204.5 |
13.0% |
187.5 |
2.0% |
9% |
False |
False |
60,808 |
| 40 |
10,357.0 |
9,152.5 |
1,204.5 |
13.0% |
163.6 |
1.8% |
9% |
False |
False |
30,479 |
| 60 |
10,508.0 |
9,152.5 |
1,355.5 |
14.6% |
161.4 |
1.7% |
8% |
False |
False |
20,384 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
14.6% |
150.1 |
1.6% |
8% |
False |
False |
15,319 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
19.2% |
148.7 |
1.6% |
29% |
False |
False |
12,262 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
19.2% |
149.8 |
1.6% |
29% |
False |
False |
10,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,191.3 |
|
2.618 |
10,572.7 |
|
1.618 |
10,193.7 |
|
1.000 |
9,959.5 |
|
0.618 |
9,814.7 |
|
HIGH |
9,580.5 |
|
0.618 |
9,435.7 |
|
0.500 |
9,391.0 |
|
0.382 |
9,346.3 |
|
LOW |
9,201.5 |
|
0.618 |
8,967.3 |
|
1.000 |
8,822.5 |
|
1.618 |
8,588.3 |
|
2.618 |
8,209.3 |
|
4.250 |
7,590.8 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,391.0 |
9,746.3 |
| PP |
9,345.7 |
9,582.5 |
| S1 |
9,300.3 |
9,418.8 |
|