| 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 |
9,418.5 |
9,538.0 |
119.5 |
1.3% |
9,865.0 |
| High |
9,544.5 |
9,631.5 |
87.0 |
0.9% |
10,340.0 |
| Low |
9,397.0 |
9,493.0 |
96.0 |
1.0% |
9,152.5 |
| Close |
9,415.0 |
9,587.5 |
172.5 |
1.8% |
9,558.0 |
| Range |
147.5 |
138.5 |
-9.0 |
-6.1% |
1,187.5 |
| ATR |
260.7 |
257.5 |
-3.2 |
-1.2% |
0.0 |
| Volume |
96,929 |
110,053 |
13,124 |
13.5% |
650,376 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,986.2 |
9,925.3 |
9,663.7 |
|
| R3 |
9,847.7 |
9,786.8 |
9,625.6 |
|
| R2 |
9,709.2 |
9,709.2 |
9,612.9 |
|
| R1 |
9,648.3 |
9,648.3 |
9,600.2 |
9,678.8 |
| PP |
9,570.7 |
9,570.7 |
9,570.7 |
9,585.9 |
| S1 |
9,509.8 |
9,509.8 |
9,574.8 |
9,540.3 |
| S2 |
9,432.2 |
9,432.2 |
9,562.1 |
|
| S3 |
9,293.7 |
9,371.3 |
9,549.4 |
|
| S4 |
9,155.2 |
9,232.8 |
9,511.3 |
|
|
| 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 |
12.4% |
294.2 |
3.1% |
37% |
False |
False |
133,454 |
| 10 |
10,340.0 |
9,152.5 |
1,187.5 |
12.4% |
230.6 |
2.4% |
37% |
False |
False |
118,639 |
| 20 |
10,340.0 |
9,152.5 |
1,187.5 |
12.4% |
189.9 |
2.0% |
37% |
False |
False |
71,126 |
| 40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.6% |
165.3 |
1.7% |
36% |
False |
False |
35,649 |
| 60 |
10,508.0 |
9,152.5 |
1,355.5 |
14.1% |
160.7 |
1.7% |
32% |
False |
False |
23,829 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
14.1% |
152.9 |
1.6% |
32% |
False |
False |
17,904 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
18.5% |
147.9 |
1.5% |
48% |
False |
False |
14,330 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
18.5% |
149.4 |
1.6% |
48% |
False |
False |
11,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,220.1 |
|
2.618 |
9,994.1 |
|
1.618 |
9,855.6 |
|
1.000 |
9,770.0 |
|
0.618 |
9,717.1 |
|
HIGH |
9,631.5 |
|
0.618 |
9,578.6 |
|
0.500 |
9,562.3 |
|
0.382 |
9,545.9 |
|
LOW |
9,493.0 |
|
0.618 |
9,407.4 |
|
1.000 |
9,354.5 |
|
1.618 |
9,268.9 |
|
2.618 |
9,130.4 |
|
4.250 |
8,904.4 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,579.1 |
9,530.5 |
| PP |
9,570.7 |
9,473.5 |
| S1 |
9,562.3 |
9,416.5 |
|