| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
9,538.0 |
9,616.5 |
78.5 |
0.8% |
9,865.0 |
| High |
9,631.5 |
9,784.5 |
153.0 |
1.6% |
10,340.0 |
| Low |
9,493.0 |
9,501.0 |
8.0 |
0.1% |
9,152.5 |
| Close |
9,587.5 |
9,668.5 |
81.0 |
0.8% |
9,558.0 |
| Range |
138.5 |
283.5 |
145.0 |
104.7% |
1,187.5 |
| ATR |
257.5 |
259.4 |
1.9 |
0.7% |
0.0 |
| Volume |
110,053 |
88,195 |
-21,858 |
-19.9% |
650,376 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,501.8 |
10,368.7 |
9,824.4 |
|
| R3 |
10,218.3 |
10,085.2 |
9,746.5 |
|
| R2 |
9,934.8 |
9,934.8 |
9,720.5 |
|
| R1 |
9,801.7 |
9,801.7 |
9,694.5 |
9,868.3 |
| PP |
9,651.3 |
9,651.3 |
9,651.3 |
9,684.6 |
| S1 |
9,518.2 |
9,518.2 |
9,642.5 |
9,584.8 |
| S2 |
9,367.8 |
9,367.8 |
9,616.5 |
|
| S3 |
9,084.3 |
9,234.7 |
9,590.5 |
|
| S4 |
8,800.8 |
8,951.2 |
9,512.6 |
|
|
| 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 |
9,784.5 |
9,152.5 |
632.0 |
6.5% |
300.9 |
3.1% |
82% |
True |
False |
110,875 |
| 10 |
10,340.0 |
9,152.5 |
1,187.5 |
12.3% |
235.2 |
2.4% |
43% |
False |
False |
115,703 |
| 20 |
10,340.0 |
9,152.5 |
1,187.5 |
12.3% |
199.3 |
2.1% |
43% |
False |
False |
75,517 |
| 40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.5% |
168.7 |
1.7% |
43% |
False |
False |
37,852 |
| 60 |
10,508.0 |
9,152.5 |
1,355.5 |
14.0% |
163.4 |
1.7% |
38% |
False |
False |
25,297 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
14.0% |
156.5 |
1.6% |
38% |
False |
False |
19,006 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
18.4% |
147.2 |
1.5% |
53% |
False |
False |
15,212 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
18.4% |
150.9 |
1.6% |
53% |
False |
False |
12,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,989.4 |
|
2.618 |
10,526.7 |
|
1.618 |
10,243.2 |
|
1.000 |
10,068.0 |
|
0.618 |
9,959.7 |
|
HIGH |
9,784.5 |
|
0.618 |
9,676.2 |
|
0.500 |
9,642.8 |
|
0.382 |
9,609.3 |
|
LOW |
9,501.0 |
|
0.618 |
9,325.8 |
|
1.000 |
9,217.5 |
|
1.618 |
9,042.3 |
|
2.618 |
8,758.8 |
|
4.250 |
8,296.1 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,659.9 |
9,642.6 |
| PP |
9,651.3 |
9,616.7 |
| S1 |
9,642.8 |
9,590.8 |
|