| 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 |
2,064.00 |
2,077.25 |
13.25 |
0.6% |
2,006.25 |
| High |
2,082.50 |
2,092.00 |
9.50 |
0.5% |
2,092.00 |
| Low |
2,048.00 |
2,073.50 |
25.50 |
1.2% |
1,972.25 |
| Close |
2,081.75 |
2,087.75 |
6.00 |
0.3% |
2,087.75 |
| Range |
34.50 |
18.50 |
-16.00 |
-46.4% |
119.75 |
| ATR |
32.09 |
31.12 |
-0.97 |
-3.0% |
0.00 |
| Volume |
3,746 |
2,892 |
-854 |
-22.8% |
17,138 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.00 |
2,132.25 |
2,098.00 |
|
| R3 |
2,121.50 |
2,113.75 |
2,092.75 |
|
| R2 |
2,103.00 |
2,103.00 |
2,091.25 |
|
| R1 |
2,095.25 |
2,095.25 |
2,089.50 |
2,099.00 |
| PP |
2,084.50 |
2,084.50 |
2,084.50 |
2,086.25 |
| S1 |
2,076.75 |
2,076.75 |
2,086.00 |
2,080.50 |
| S2 |
2,066.00 |
2,066.00 |
2,084.25 |
|
| S3 |
2,047.50 |
2,058.25 |
2,082.75 |
|
| S4 |
2,029.00 |
2,039.75 |
2,077.50 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,410.00 |
2,368.50 |
2,153.50 |
|
| R3 |
2,290.25 |
2,248.75 |
2,120.75 |
|
| R2 |
2,170.50 |
2,170.50 |
2,109.75 |
|
| R1 |
2,129.00 |
2,129.00 |
2,098.75 |
2,149.75 |
| PP |
2,050.75 |
2,050.75 |
2,050.75 |
2,061.00 |
| S1 |
2,009.25 |
2,009.25 |
2,076.75 |
2,030.00 |
| S2 |
1,931.00 |
1,931.00 |
2,065.75 |
|
| S3 |
1,811.25 |
1,889.50 |
2,054.75 |
|
| S4 |
1,691.50 |
1,769.75 |
2,022.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,092.00 |
1,972.25 |
119.75 |
5.7% |
38.50 |
1.8% |
96% |
True |
False |
3,427 |
| 10 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
39.50 |
1.9% |
83% |
False |
False |
3,675 |
| 20 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
29.00 |
1.4% |
83% |
False |
False |
2,230 |
| 40 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
25.00 |
1.2% |
83% |
False |
False |
1,343 |
| 60 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
23.50 |
1.1% |
83% |
False |
False |
1,036 |
| 80 |
2,111.75 |
1,944.25 |
167.50 |
8.0% |
23.00 |
1.1% |
86% |
False |
False |
825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,170.50 |
|
2.618 |
2,140.50 |
|
1.618 |
2,122.00 |
|
1.000 |
2,110.50 |
|
0.618 |
2,103.50 |
|
HIGH |
2,092.00 |
|
0.618 |
2,085.00 |
|
0.500 |
2,082.75 |
|
0.382 |
2,080.50 |
|
LOW |
2,073.50 |
|
0.618 |
2,062.00 |
|
1.000 |
2,055.00 |
|
1.618 |
2,043.50 |
|
2.618 |
2,025.00 |
|
4.250 |
1,995.00 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.00 |
2,076.25 |
| PP |
2,084.50 |
2,064.75 |
| S1 |
2,082.75 |
2,053.25 |
|