| 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 |
9,402.5 |
9,418.5 |
16.0 |
0.2% |
9,865.0 |
| High |
9,580.5 |
9,544.5 |
-36.0 |
-0.4% |
10,340.0 |
| Low |
9,201.5 |
9,397.0 |
195.5 |
2.1% |
9,152.5 |
| Close |
9,255.0 |
9,415.0 |
160.0 |
1.7% |
9,558.0 |
| Range |
379.0 |
147.5 |
-231.5 |
-61.1% |
1,187.5 |
| ATR |
258.5 |
260.7 |
2.2 |
0.9% |
0.0 |
| Volume |
108,556 |
96,929 |
-11,627 |
-10.7% |
650,376 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,894.7 |
9,802.3 |
9,496.1 |
|
| R3 |
9,747.2 |
9,654.8 |
9,455.6 |
|
| R2 |
9,599.7 |
9,599.7 |
9,442.0 |
|
| R1 |
9,507.3 |
9,507.3 |
9,428.5 |
9,479.8 |
| PP |
9,452.2 |
9,452.2 |
9,452.2 |
9,438.4 |
| S1 |
9,359.8 |
9,359.8 |
9,401.5 |
9,332.3 |
| S2 |
9,304.7 |
9,304.7 |
9,388.0 |
|
| S3 |
9,157.2 |
9,212.3 |
9,374.4 |
|
| S4 |
9,009.7 |
9,064.8 |
9,333.9 |
|
|
| 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 |
12.6% |
288.3 |
3.1% |
22% |
False |
False |
132,881 |
| 10 |
10,340.0 |
9,152.5 |
1,187.5 |
12.6% |
228.2 |
2.4% |
22% |
False |
False |
115,472 |
| 20 |
10,340.0 |
9,152.5 |
1,187.5 |
12.6% |
189.0 |
2.0% |
22% |
False |
False |
65,635 |
| 40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.8% |
165.4 |
1.8% |
22% |
False |
False |
32,899 |
| 60 |
10,508.0 |
9,152.5 |
1,355.5 |
14.4% |
161.4 |
1.7% |
19% |
False |
False |
21,996 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
14.4% |
152.0 |
1.6% |
19% |
False |
False |
16,528 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
18.9% |
148.0 |
1.6% |
38% |
False |
False |
13,230 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
18.9% |
149.9 |
1.6% |
38% |
False |
False |
11,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,171.4 |
|
2.618 |
9,930.7 |
|
1.618 |
9,783.2 |
|
1.000 |
9,692.0 |
|
0.618 |
9,635.7 |
|
HIGH |
9,544.5 |
|
0.618 |
9,488.2 |
|
0.500 |
9,470.8 |
|
0.382 |
9,453.3 |
|
LOW |
9,397.0 |
|
0.618 |
9,305.8 |
|
1.000 |
9,249.5 |
|
1.618 |
9,158.3 |
|
2.618 |
9,010.8 |
|
4.250 |
8,770.1 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,470.8 |
9,430.5 |
| PP |
9,452.2 |
9,425.3 |
| S1 |
9,433.6 |
9,420.2 |
|