| 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 |
2,734.0 |
2,781.0 |
47.0 |
1.7% |
2,922.0 |
| High |
2,781.0 |
2,828.0 |
47.0 |
1.7% |
3,058.0 |
| Low |
2,731.0 |
2,775.0 |
44.0 |
1.6% |
2,645.0 |
| Close |
2,743.0 |
2,819.0 |
76.0 |
2.8% |
2,768.0 |
| Range |
50.0 |
53.0 |
3.0 |
6.0% |
413.0 |
| ATR |
85.9 |
85.8 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,676,115 |
1,829,591 |
153,476 |
9.2% |
11,126,380 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,966.3 |
2,945.7 |
2,848.2 |
|
| R3 |
2,913.3 |
2,892.7 |
2,833.6 |
|
| R2 |
2,860.3 |
2,860.3 |
2,828.7 |
|
| R1 |
2,839.7 |
2,839.7 |
2,823.9 |
2,850.0 |
| PP |
2,807.3 |
2,807.3 |
2,807.3 |
2,812.5 |
| S1 |
2,786.7 |
2,786.7 |
2,814.1 |
2,797.0 |
| S2 |
2,754.3 |
2,754.3 |
2,809.3 |
|
| S3 |
2,701.3 |
2,733.7 |
2,804.4 |
|
| S4 |
2,648.3 |
2,680.7 |
2,789.9 |
|
|
| 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 |
14.7% |
96.6 |
3.4% |
42% |
False |
False |
2,377,459 |
| 10 |
3,058.0 |
2,645.0 |
413.0 |
14.7% |
75.0 |
2.7% |
42% |
False |
False |
1,945,428 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
14.7% |
61.4 |
2.2% |
42% |
False |
False |
1,345,014 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
15.4% |
53.7 |
1.9% |
40% |
False |
False |
682,163 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
15.4% |
51.2 |
1.8% |
40% |
False |
False |
456,463 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
15.4% |
49.9 |
1.8% |
40% |
False |
False |
345,283 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
16.8% |
44.5 |
1.6% |
45% |
False |
False |
276,970 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.8% |
42.5 |
1.5% |
45% |
False |
False |
230,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,053.3 |
|
2.618 |
2,966.8 |
|
1.618 |
2,913.8 |
|
1.000 |
2,881.0 |
|
0.618 |
2,860.8 |
|
HIGH |
2,828.0 |
|
0.618 |
2,807.8 |
|
0.500 |
2,801.5 |
|
0.382 |
2,795.2 |
|
LOW |
2,775.0 |
|
0.618 |
2,742.2 |
|
1.000 |
2,722.0 |
|
1.618 |
2,689.2 |
|
2.618 |
2,636.2 |
|
4.250 |
2,549.8 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,813.2 |
2,795.2 |
| PP |
2,807.3 |
2,771.3 |
| S1 |
2,801.5 |
2,747.5 |
|