| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,107.50 |
2,006.25 |
-101.25 |
-4.8% |
2,062.25 |
| High |
2,111.75 |
2,013.50 |
-98.25 |
-4.7% |
2,111.75 |
| Low |
1,991.00 |
1,972.25 |
-18.75 |
-0.9% |
1,991.00 |
| Close |
2,010.25 |
1,976.25 |
-34.00 |
-1.7% |
2,010.25 |
| Range |
120.75 |
41.25 |
-79.50 |
-65.8% |
120.75 |
| ATR |
28.21 |
29.14 |
0.93 |
3.3% |
0.00 |
| Volume |
10,164 |
4,677 |
-5,487 |
-54.0% |
19,618 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.00 |
2,085.00 |
1,999.00 |
|
| R3 |
2,069.75 |
2,043.75 |
1,987.50 |
|
| R2 |
2,028.50 |
2,028.50 |
1,983.75 |
|
| R1 |
2,002.50 |
2,002.50 |
1,980.00 |
1,995.00 |
| PP |
1,987.25 |
1,987.25 |
1,987.25 |
1,983.50 |
| S1 |
1,961.25 |
1,961.25 |
1,972.50 |
1,953.50 |
| S2 |
1,946.00 |
1,946.00 |
1,968.75 |
|
| S3 |
1,904.75 |
1,920.00 |
1,965.00 |
|
| S4 |
1,863.50 |
1,878.75 |
1,953.50 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.00 |
2,325.75 |
2,076.75 |
|
| R3 |
2,279.25 |
2,205.00 |
2,043.50 |
|
| R2 |
2,158.50 |
2,158.50 |
2,032.50 |
|
| R1 |
2,084.25 |
2,084.25 |
2,021.25 |
2,061.00 |
| PP |
2,037.75 |
2,037.75 |
2,037.75 |
2,026.00 |
| S1 |
1,963.50 |
1,963.50 |
1,999.25 |
1,940.25 |
| S2 |
1,917.00 |
1,917.00 |
1,988.00 |
|
| S3 |
1,796.25 |
1,842.75 |
1,977.00 |
|
| S4 |
1,675.50 |
1,722.00 |
1,943.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,111.75 |
1,972.25 |
139.50 |
7.1% |
44.25 |
2.2% |
3% |
False |
True |
4,178 |
| 10 |
2,111.75 |
1,972.25 |
139.50 |
7.1% |
33.00 |
1.7% |
3% |
False |
True |
2,892 |
| 20 |
2,111.75 |
1,972.25 |
139.50 |
7.1% |
25.00 |
1.3% |
3% |
False |
True |
1,682 |
| 40 |
2,111.75 |
1,972.25 |
139.50 |
7.1% |
23.50 |
1.2% |
3% |
False |
True |
1,081 |
| 60 |
2,111.75 |
1,972.25 |
139.50 |
7.1% |
22.50 |
1.1% |
3% |
False |
True |
838 |
| 80 |
2,111.75 |
1,944.25 |
167.50 |
8.5% |
22.00 |
1.1% |
19% |
False |
False |
677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,188.75 |
|
2.618 |
2,121.50 |
|
1.618 |
2,080.25 |
|
1.000 |
2,054.75 |
|
0.618 |
2,039.00 |
|
HIGH |
2,013.50 |
|
0.618 |
1,997.75 |
|
0.500 |
1,993.00 |
|
0.382 |
1,988.00 |
|
LOW |
1,972.25 |
|
0.618 |
1,946.75 |
|
1.000 |
1,931.00 |
|
1.618 |
1,905.50 |
|
2.618 |
1,864.25 |
|
4.250 |
1,797.00 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,993.00 |
2,042.00 |
| PP |
1,987.25 |
2,020.00 |
| S1 |
1,981.75 |
1,998.25 |
|