| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,974.75 |
2,018.75 |
44.00 |
2.2% |
2,062.25 |
| High |
2,021.00 |
2,066.00 |
45.00 |
2.2% |
2,111.75 |
| Low |
1,974.25 |
2,014.50 |
40.25 |
2.0% |
1,991.00 |
| Close |
2,019.75 |
2,058.00 |
38.25 |
1.9% |
2,010.25 |
| Range |
46.75 |
51.50 |
4.75 |
10.2% |
120.75 |
| ATR |
30.40 |
31.91 |
1.51 |
5.0% |
0.00 |
| Volume |
2,632 |
3,191 |
559 |
21.2% |
19,618 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,200.75 |
2,180.75 |
2,086.25 |
|
| R3 |
2,149.25 |
2,129.25 |
2,072.25 |
|
| R2 |
2,097.75 |
2,097.75 |
2,067.50 |
|
| R1 |
2,077.75 |
2,077.75 |
2,062.75 |
2,087.75 |
| PP |
2,046.25 |
2,046.25 |
2,046.25 |
2,051.00 |
| S1 |
2,026.25 |
2,026.25 |
2,053.25 |
2,036.25 |
| S2 |
1,994.75 |
1,994.75 |
2,048.50 |
|
| S3 |
1,943.25 |
1,974.75 |
2,043.75 |
|
| S4 |
1,891.75 |
1,923.25 |
2,029.75 |
|
|
| 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 |
6.8% |
58.50 |
2.8% |
61% |
False |
False |
4,653 |
| 10 |
2,111.75 |
1,972.25 |
139.50 |
6.8% |
39.25 |
1.9% |
61% |
False |
False |
3,326 |
| 20 |
2,111.75 |
1,972.25 |
139.50 |
6.8% |
28.25 |
1.4% |
61% |
False |
False |
1,924 |
| 40 |
2,111.75 |
1,972.25 |
139.50 |
6.8% |
24.75 |
1.2% |
61% |
False |
False |
1,198 |
| 60 |
2,111.75 |
1,972.25 |
139.50 |
6.8% |
23.75 |
1.1% |
61% |
False |
False |
931 |
| 80 |
2,111.75 |
1,944.25 |
167.50 |
8.1% |
22.75 |
1.1% |
68% |
False |
False |
749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,285.00 |
|
2.618 |
2,200.75 |
|
1.618 |
2,149.25 |
|
1.000 |
2,117.50 |
|
0.618 |
2,097.75 |
|
HIGH |
2,066.00 |
|
0.618 |
2,046.25 |
|
0.500 |
2,040.25 |
|
0.382 |
2,034.25 |
|
LOW |
2,014.50 |
|
0.618 |
1,982.75 |
|
1.000 |
1,963.00 |
|
1.618 |
1,931.25 |
|
2.618 |
1,879.75 |
|
4.250 |
1,795.50 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.00 |
2,045.00 |
| PP |
2,046.25 |
2,032.00 |
| S1 |
2,040.25 |
2,019.00 |
|