| 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 |
2,018.75 |
2,064.00 |
45.25 |
2.2% |
2,062.25 |
| High |
2,066.00 |
2,082.50 |
16.50 |
0.8% |
2,111.75 |
| Low |
2,014.50 |
2,048.00 |
33.50 |
1.7% |
1,991.00 |
| Close |
2,058.00 |
2,081.75 |
23.75 |
1.2% |
2,010.25 |
| Range |
51.50 |
34.50 |
-17.00 |
-33.0% |
120.75 |
| ATR |
31.91 |
32.09 |
0.19 |
0.6% |
0.00 |
| Volume |
3,191 |
3,746 |
555 |
17.4% |
19,618 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.25 |
2,162.50 |
2,100.75 |
|
| R3 |
2,139.75 |
2,128.00 |
2,091.25 |
|
| R2 |
2,105.25 |
2,105.25 |
2,088.00 |
|
| R1 |
2,093.50 |
2,093.50 |
2,085.00 |
2,099.50 |
| PP |
2,070.75 |
2,070.75 |
2,070.75 |
2,073.75 |
| S1 |
2,059.00 |
2,059.00 |
2,078.50 |
2,065.00 |
| S2 |
2,036.25 |
2,036.25 |
2,075.50 |
|
| S3 |
2,001.75 |
2,024.50 |
2,072.25 |
|
| S4 |
1,967.25 |
1,990.00 |
2,062.75 |
|
|
| 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 |
6.7% |
59.00 |
2.8% |
78% |
False |
False |
4,882 |
| 10 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
39.75 |
1.9% |
78% |
False |
False |
3,566 |
| 20 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
29.25 |
1.4% |
78% |
False |
False |
2,104 |
| 40 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
25.00 |
1.2% |
78% |
False |
False |
1,285 |
| 60 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
23.75 |
1.1% |
78% |
False |
False |
992 |
| 80 |
2,111.75 |
1,944.25 |
167.50 |
8.0% |
23.00 |
1.1% |
82% |
False |
False |
796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,229.00 |
|
2.618 |
2,172.75 |
|
1.618 |
2,138.25 |
|
1.000 |
2,117.00 |
|
0.618 |
2,103.75 |
|
HIGH |
2,082.50 |
|
0.618 |
2,069.25 |
|
0.500 |
2,065.25 |
|
0.382 |
2,061.25 |
|
LOW |
2,048.00 |
|
0.618 |
2,026.75 |
|
1.000 |
2,013.50 |
|
1.618 |
1,992.25 |
|
2.618 |
1,957.75 |
|
4.250 |
1,901.50 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.25 |
2,064.00 |
| PP |
2,070.75 |
2,046.25 |
| S1 |
2,065.25 |
2,028.50 |
|