| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,006.25 |
1,974.75 |
-31.50 |
-1.6% |
2,062.25 |
| High |
2,013.50 |
2,021.00 |
7.50 |
0.4% |
2,111.75 |
| Low |
1,972.25 |
1,974.25 |
2.00 |
0.1% |
1,991.00 |
| Close |
1,976.25 |
2,019.75 |
43.50 |
2.2% |
2,010.25 |
| Range |
41.25 |
46.75 |
5.50 |
13.3% |
120.75 |
| ATR |
29.14 |
30.40 |
1.26 |
4.3% |
0.00 |
| Volume |
4,677 |
2,632 |
-2,045 |
-43.7% |
19,618 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.25 |
2,129.25 |
2,045.50 |
|
| R3 |
2,098.50 |
2,082.50 |
2,032.50 |
|
| R2 |
2,051.75 |
2,051.75 |
2,028.25 |
|
| R1 |
2,035.75 |
2,035.75 |
2,024.00 |
2,043.75 |
| PP |
2,005.00 |
2,005.00 |
2,005.00 |
2,009.00 |
| S1 |
1,989.00 |
1,989.00 |
2,015.50 |
1,997.00 |
| S2 |
1,958.25 |
1,958.25 |
2,011.25 |
|
| S3 |
1,911.50 |
1,942.25 |
2,007.00 |
|
| S4 |
1,864.75 |
1,895.50 |
1,994.00 |
|
|
| 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 |
6.9% |
51.25 |
2.5% |
34% |
False |
False |
4,317 |
| 10 |
2,111.75 |
1,972.25 |
139.50 |
6.9% |
36.00 |
1.8% |
34% |
False |
False |
3,099 |
| 20 |
2,111.75 |
1,972.25 |
139.50 |
6.9% |
26.50 |
1.3% |
34% |
False |
False |
1,799 |
| 40 |
2,111.75 |
1,972.25 |
139.50 |
6.9% |
24.00 |
1.2% |
34% |
False |
False |
1,145 |
| 60 |
2,111.75 |
1,972.25 |
139.50 |
6.9% |
23.00 |
1.1% |
34% |
False |
False |
880 |
| 80 |
2,111.75 |
1,944.25 |
167.50 |
8.3% |
22.25 |
1.1% |
45% |
False |
False |
709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,219.75 |
|
2.618 |
2,143.50 |
|
1.618 |
2,096.75 |
|
1.000 |
2,067.75 |
|
0.618 |
2,050.00 |
|
HIGH |
2,021.00 |
|
0.618 |
2,003.25 |
|
0.500 |
1,997.50 |
|
0.382 |
1,992.00 |
|
LOW |
1,974.25 |
|
0.618 |
1,945.25 |
|
1.000 |
1,927.50 |
|
1.618 |
1,898.50 |
|
2.618 |
1,851.75 |
|
4.250 |
1,775.50 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.50 |
2,042.00 |
| PP |
2,005.00 |
2,034.50 |
| S1 |
1,997.50 |
2,027.25 |
|