| 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 |
1,320.5 |
1,327.6 |
7.1 |
0.5% |
1,296.6 |
| High |
1,337.7 |
1,333.3 |
-4.4 |
-0.3% |
1,368.9 |
| Low |
1,320.5 |
1,322.3 |
1.8 |
0.1% |
1,259.1 |
| Close |
1,333.8 |
1,327.4 |
-6.4 |
-0.5% |
1,328.8 |
| Range |
17.2 |
11.0 |
-6.2 |
-36.0% |
109.8 |
| ATR |
23.8 |
23.0 |
-0.9 |
-3.7% |
0.0 |
| Volume |
8,296 |
13,371 |
5,075 |
61.2% |
61,457 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,360.7 |
1,355.0 |
1,333.5 |
|
| R3 |
1,349.7 |
1,344.0 |
1,330.4 |
|
| R2 |
1,338.7 |
1,338.7 |
1,329.4 |
|
| R1 |
1,333.0 |
1,333.0 |
1,328.4 |
1,330.4 |
| PP |
1,327.7 |
1,327.7 |
1,327.7 |
1,326.3 |
| S1 |
1,322.0 |
1,322.0 |
1,326.4 |
1,319.4 |
| S2 |
1,316.7 |
1,316.7 |
1,325.4 |
|
| S3 |
1,305.7 |
1,311.0 |
1,324.4 |
|
| S4 |
1,294.7 |
1,300.0 |
1,321.4 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,648.3 |
1,598.4 |
1,389.2 |
|
| R3 |
1,538.5 |
1,488.6 |
1,359.0 |
|
| R2 |
1,428.7 |
1,428.7 |
1,348.9 |
|
| R1 |
1,378.8 |
1,378.8 |
1,338.9 |
1,403.8 |
| PP |
1,318.9 |
1,318.9 |
1,318.9 |
1,331.4 |
| S1 |
1,269.0 |
1,269.0 |
1,318.7 |
1,294.0 |
| S2 |
1,209.1 |
1,209.1 |
1,308.7 |
|
| S3 |
1,099.3 |
1,159.2 |
1,298.6 |
|
| S4 |
989.5 |
1,049.4 |
1,268.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,368.9 |
1,259.1 |
109.8 |
8.3% |
35.6 |
2.7% |
62% |
False |
False |
17,294 |
| 10 |
1,368.9 |
1,259.1 |
109.8 |
8.3% |
27.2 |
2.0% |
62% |
False |
False |
12,330 |
| 20 |
1,368.9 |
1,214.9 |
154.0 |
11.6% |
23.3 |
1.8% |
73% |
False |
False |
9,873 |
| 40 |
1,368.9 |
1,207.0 |
161.9 |
12.2% |
19.6 |
1.5% |
74% |
False |
False |
7,874 |
| 60 |
1,368.9 |
1,207.0 |
161.9 |
12.2% |
19.0 |
1.4% |
74% |
False |
False |
6,195 |
| 80 |
1,368.9 |
1,207.0 |
161.9 |
12.2% |
19.4 |
1.5% |
74% |
False |
False |
5,141 |
| 100 |
1,368.9 |
1,184.5 |
184.4 |
13.9% |
20.4 |
1.5% |
77% |
False |
False |
4,513 |
| 120 |
1,368.9 |
1,073.7 |
295.2 |
22.2% |
19.4 |
1.5% |
86% |
False |
False |
3,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,380.1 |
|
2.618 |
1,362.1 |
|
1.618 |
1,351.1 |
|
1.000 |
1,344.3 |
|
0.618 |
1,340.1 |
|
HIGH |
1,333.3 |
|
0.618 |
1,329.1 |
|
0.500 |
1,327.8 |
|
0.382 |
1,326.5 |
|
LOW |
1,322.3 |
|
0.618 |
1,315.5 |
|
1.000 |
1,311.3 |
|
1.618 |
1,304.5 |
|
2.618 |
1,293.5 |
|
4.250 |
1,275.6 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,327.8 |
1,327.0 |
| PP |
1,327.7 |
1,326.6 |
| S1 |
1,327.5 |
1,326.3 |
|