| 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 |
2,724.0 |
2,734.0 |
10.0 |
0.4% |
2,922.0 |
| High |
2,783.0 |
2,781.0 |
-2.0 |
-0.1% |
3,058.0 |
| Low |
2,667.0 |
2,731.0 |
64.0 |
2.4% |
2,645.0 |
| Close |
2,686.0 |
2,743.0 |
57.0 |
2.1% |
2,768.0 |
| Range |
116.0 |
50.0 |
-66.0 |
-56.9% |
413.0 |
| ATR |
85.2 |
85.9 |
0.7 |
0.8% |
0.0 |
| Volume |
1,797,765 |
1,676,115 |
-121,650 |
-6.8% |
11,126,380 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.7 |
2,872.3 |
2,770.5 |
|
| R3 |
2,851.7 |
2,822.3 |
2,756.8 |
|
| R2 |
2,801.7 |
2,801.7 |
2,752.2 |
|
| R1 |
2,772.3 |
2,772.3 |
2,747.6 |
2,787.0 |
| PP |
2,751.7 |
2,751.7 |
2,751.7 |
2,759.0 |
| S1 |
2,722.3 |
2,722.3 |
2,738.4 |
2,737.0 |
| S2 |
2,701.7 |
2,701.7 |
2,733.8 |
|
| S3 |
2,651.7 |
2,672.3 |
2,729.3 |
|
| S4 |
2,601.7 |
2,622.3 |
2,715.5 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,062.7 |
3,828.3 |
2,995.2 |
|
| R3 |
3,649.7 |
3,415.3 |
2,881.6 |
|
| R2 |
3,236.7 |
3,236.7 |
2,843.7 |
|
| R1 |
3,002.3 |
3,002.3 |
2,805.9 |
2,913.0 |
| PP |
2,823.7 |
2,823.7 |
2,823.7 |
2,779.0 |
| S1 |
2,589.3 |
2,589.3 |
2,730.1 |
2,500.0 |
| S2 |
2,410.7 |
2,410.7 |
2,692.3 |
|
| S3 |
1,997.7 |
2,176.3 |
2,654.4 |
|
| S4 |
1,584.7 |
1,763.3 |
2,540.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,058.0 |
2,645.0 |
413.0 |
15.1% |
93.6 |
3.4% |
24% |
False |
False |
2,368,825 |
| 10 |
3,058.0 |
2,645.0 |
413.0 |
15.1% |
73.8 |
2.7% |
24% |
False |
False |
1,894,299 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
15.1% |
60.6 |
2.2% |
24% |
False |
False |
1,256,041 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
15.8% |
53.9 |
2.0% |
23% |
False |
False |
636,533 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
15.8% |
51.4 |
1.9% |
23% |
False |
False |
425,984 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
15.8% |
49.5 |
1.8% |
23% |
False |
False |
322,709 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
17.3% |
44.4 |
1.6% |
29% |
False |
False |
258,677 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
17.3% |
42.7 |
1.6% |
29% |
False |
False |
215,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,993.5 |
|
2.618 |
2,911.9 |
|
1.618 |
2,861.9 |
|
1.000 |
2,831.0 |
|
0.618 |
2,811.9 |
|
HIGH |
2,781.0 |
|
0.618 |
2,761.9 |
|
0.500 |
2,756.0 |
|
0.382 |
2,750.1 |
|
LOW |
2,731.0 |
|
0.618 |
2,700.1 |
|
1.000 |
2,681.0 |
|
1.618 |
2,650.1 |
|
2.618 |
2,600.1 |
|
4.250 |
2,518.5 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,756.0 |
2,740.7 |
| PP |
2,751.7 |
2,738.3 |
| S1 |
2,747.3 |
2,736.0 |
|