| 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 |
2,700.0 |
2,712.0 |
12.0 |
0.4% |
2,907.0 |
| High |
2,810.0 |
2,766.0 |
-44.0 |
-1.6% |
3,040.0 |
| Low |
2,649.0 |
2,655.0 |
6.0 |
0.2% |
2,649.0 |
| Close |
2,753.0 |
2,671.0 |
-82.0 |
-3.0% |
2,753.0 |
| Range |
161.0 |
111.0 |
-50.0 |
-31.1% |
391.0 |
| ATR |
71.9 |
74.7 |
2.8 |
3.9% |
0.0 |
| Volume |
457 |
42,915 |
42,458 |
9,290.6% |
35,705 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,030.3 |
2,961.7 |
2,732.1 |
|
| R3 |
2,919.3 |
2,850.7 |
2,701.5 |
|
| R2 |
2,808.3 |
2,808.3 |
2,691.4 |
|
| R1 |
2,739.7 |
2,739.7 |
2,681.2 |
2,718.5 |
| PP |
2,697.3 |
2,697.3 |
2,697.3 |
2,686.8 |
| S1 |
2,628.7 |
2,628.7 |
2,660.8 |
2,607.5 |
| S2 |
2,586.3 |
2,586.3 |
2,650.7 |
|
| S3 |
2,475.3 |
2,517.7 |
2,640.5 |
|
| S4 |
2,364.3 |
2,406.7 |
2,610.0 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,987.0 |
3,761.0 |
2,968.1 |
|
| R3 |
3,596.0 |
3,370.0 |
2,860.5 |
|
| R2 |
3,205.0 |
3,205.0 |
2,824.7 |
|
| R1 |
2,979.0 |
2,979.0 |
2,788.8 |
2,896.5 |
| PP |
2,814.0 |
2,814.0 |
2,814.0 |
2,772.8 |
| S1 |
2,588.0 |
2,588.0 |
2,717.2 |
2,505.5 |
| S2 |
2,423.0 |
2,423.0 |
2,681.3 |
|
| S3 |
2,032.0 |
2,197.0 |
2,645.5 |
|
| S4 |
1,641.0 |
1,806.0 |
2,538.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,040.0 |
2,649.0 |
391.0 |
14.6% |
87.4 |
3.3% |
6% |
False |
False |
13,296 |
| 10 |
3,040.0 |
2,649.0 |
391.0 |
14.6% |
64.3 |
2.4% |
6% |
False |
False |
13,597 |
| 20 |
3,041.0 |
2,649.0 |
392.0 |
14.7% |
43.7 |
1.6% |
6% |
False |
False |
8,159 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
15.2% |
28.8 |
1.1% |
5% |
False |
False |
6,994 |
| 60 |
3,064.0 |
2,649.0 |
415.0 |
15.5% |
21.9 |
0.8% |
5% |
False |
False |
4,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,237.8 |
|
2.618 |
3,056.6 |
|
1.618 |
2,945.6 |
|
1.000 |
2,877.0 |
|
0.618 |
2,834.6 |
|
HIGH |
2,766.0 |
|
0.618 |
2,723.6 |
|
0.500 |
2,710.5 |
|
0.382 |
2,697.4 |
|
LOW |
2,655.0 |
|
0.618 |
2,586.4 |
|
1.000 |
2,544.0 |
|
1.618 |
2,475.4 |
|
2.618 |
2,364.4 |
|
4.250 |
2,183.3 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,710.5 |
2,844.5 |
| PP |
2,697.3 |
2,786.7 |
| S1 |
2,684.2 |
2,728.8 |
|