| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,327.6 |
1,331.5 |
3.9 |
0.3% |
1,328.8 |
| High |
1,333.3 |
1,353.8 |
20.5 |
1.5% |
1,353.8 |
| Low |
1,322.3 |
1,330.0 |
7.7 |
0.6% |
1,314.8 |
| Close |
1,327.4 |
1,346.0 |
18.6 |
1.4% |
1,346.0 |
| Range |
11.0 |
23.8 |
12.8 |
116.4% |
39.0 |
| ATR |
23.0 |
23.2 |
0.2 |
1.1% |
0.0 |
| Volume |
13,371 |
19,507 |
6,136 |
45.9% |
70,066 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,414.7 |
1,404.1 |
1,359.1 |
|
| R3 |
1,390.9 |
1,380.3 |
1,352.5 |
|
| R2 |
1,367.1 |
1,367.1 |
1,350.4 |
|
| R1 |
1,356.5 |
1,356.5 |
1,348.2 |
1,361.8 |
| PP |
1,343.3 |
1,343.3 |
1,343.3 |
1,345.9 |
| S1 |
1,332.7 |
1,332.7 |
1,343.8 |
1,338.0 |
| S2 |
1,319.5 |
1,319.5 |
1,341.6 |
|
| S3 |
1,295.7 |
1,308.9 |
1,339.5 |
|
| S4 |
1,271.9 |
1,285.1 |
1,332.9 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,455.2 |
1,439.6 |
1,367.5 |
|
| R3 |
1,416.2 |
1,400.6 |
1,356.7 |
|
| R2 |
1,377.2 |
1,377.2 |
1,353.2 |
|
| R1 |
1,361.6 |
1,361.6 |
1,349.6 |
1,369.4 |
| PP |
1,338.2 |
1,338.2 |
1,338.2 |
1,342.1 |
| S1 |
1,322.6 |
1,322.6 |
1,342.4 |
1,330.4 |
| S2 |
1,299.2 |
1,299.2 |
1,338.9 |
|
| S3 |
1,260.2 |
1,283.6 |
1,335.3 |
|
| S4 |
1,221.2 |
1,244.6 |
1,324.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,353.8 |
1,314.8 |
39.0 |
2.9% |
18.4 |
1.4% |
80% |
True |
False |
14,013 |
| 10 |
1,368.9 |
1,259.1 |
109.8 |
8.2% |
27.3 |
2.0% |
79% |
False |
False |
13,152 |
| 20 |
1,368.9 |
1,242.7 |
126.2 |
9.4% |
22.6 |
1.7% |
82% |
False |
False |
10,502 |
| 40 |
1,368.9 |
1,207.0 |
161.9 |
12.0% |
19.8 |
1.5% |
86% |
False |
False |
8,299 |
| 60 |
1,368.9 |
1,207.0 |
161.9 |
12.0% |
19.0 |
1.4% |
86% |
False |
False |
6,458 |
| 80 |
1,368.9 |
1,207.0 |
161.9 |
12.0% |
19.5 |
1.4% |
86% |
False |
False |
5,366 |
| 100 |
1,368.9 |
1,184.5 |
184.4 |
13.7% |
20.5 |
1.5% |
88% |
False |
False |
4,688 |
| 120 |
1,368.9 |
1,073.7 |
295.2 |
21.9% |
19.5 |
1.4% |
92% |
False |
False |
4,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,455.0 |
|
2.618 |
1,416.1 |
|
1.618 |
1,392.3 |
|
1.000 |
1,377.6 |
|
0.618 |
1,368.5 |
|
HIGH |
1,353.8 |
|
0.618 |
1,344.7 |
|
0.500 |
1,341.9 |
|
0.382 |
1,339.1 |
|
LOW |
1,330.0 |
|
0.618 |
1,315.3 |
|
1.000 |
1,306.2 |
|
1.618 |
1,291.5 |
|
2.618 |
1,267.7 |
|
4.250 |
1,228.9 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,344.6 |
1,343.1 |
| PP |
1,343.3 |
1,340.1 |
| S1 |
1,341.9 |
1,337.2 |
|