| 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 |
4,250.00 |
4,176.25 |
-73.75 |
-1.7% |
4,383.00 |
| High |
4,267.75 |
4,284.50 |
16.75 |
0.4% |
4,494.00 |
| Low |
4,167.75 |
4,176.00 |
8.25 |
0.2% |
4,234.50 |
| Close |
4,178.00 |
4,281.00 |
103.00 |
2.5% |
4,262.25 |
| Range |
100.00 |
108.50 |
8.50 |
8.5% |
259.50 |
| ATR |
70.37 |
73.09 |
2.72 |
3.9% |
0.00 |
| Volume |
413,249 |
258,268 |
-154,981 |
-37.5% |
1,272,750 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,572.75 |
4,535.25 |
4,340.75 |
|
| R3 |
4,464.25 |
4,426.75 |
4,310.75 |
|
| R2 |
4,355.75 |
4,355.75 |
4,301.00 |
|
| R1 |
4,318.25 |
4,318.25 |
4,291.00 |
4,337.00 |
| PP |
4,247.25 |
4,247.25 |
4,247.25 |
4,256.50 |
| S1 |
4,209.75 |
4,209.75 |
4,271.00 |
4,228.50 |
| S2 |
4,138.75 |
4,138.75 |
4,261.00 |
|
| S3 |
4,030.25 |
4,101.25 |
4,251.25 |
|
| S4 |
3,921.75 |
3,992.75 |
4,221.25 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,108.75 |
4,945.00 |
4,405.00 |
|
| R3 |
4,849.25 |
4,685.50 |
4,333.50 |
|
| R2 |
4,589.75 |
4,589.75 |
4,309.75 |
|
| R1 |
4,426.00 |
4,426.00 |
4,286.00 |
4,378.00 |
| PP |
4,330.25 |
4,330.25 |
4,330.25 |
4,306.25 |
| S1 |
4,166.50 |
4,166.50 |
4,238.50 |
4,118.50 |
| S2 |
4,070.75 |
4,070.75 |
4,214.75 |
|
| S3 |
3,811.25 |
3,907.00 |
4,191.00 |
|
| S4 |
3,551.75 |
3,647.50 |
4,119.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,494.00 |
4,167.75 |
326.25 |
7.6% |
116.50 |
2.7% |
35% |
False |
False |
310,864 |
| 10 |
4,494.00 |
4,167.75 |
326.25 |
7.6% |
85.00 |
2.0% |
35% |
False |
False |
275,678 |
| 20 |
4,537.25 |
4,167.75 |
369.50 |
8.6% |
63.50 |
1.5% |
31% |
False |
False |
186,923 |
| 40 |
4,537.25 |
4,167.75 |
369.50 |
8.6% |
59.50 |
1.4% |
31% |
False |
False |
93,617 |
| 60 |
4,576.50 |
4,167.75 |
408.75 |
9.5% |
60.00 |
1.4% |
28% |
False |
False |
62,438 |
| 80 |
4,576.50 |
4,167.75 |
408.75 |
9.5% |
55.75 |
1.3% |
28% |
False |
False |
46,846 |
| 100 |
4,576.50 |
3,902.00 |
674.50 |
15.8% |
51.00 |
1.2% |
56% |
False |
False |
37,478 |
| 120 |
4,576.50 |
3,902.00 |
674.50 |
15.8% |
52.75 |
1.2% |
56% |
False |
False |
31,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,745.50 |
|
2.618 |
4,568.50 |
|
1.618 |
4,460.00 |
|
1.000 |
4,393.00 |
|
0.618 |
4,351.50 |
|
HIGH |
4,284.50 |
|
0.618 |
4,243.00 |
|
0.500 |
4,230.25 |
|
0.382 |
4,217.50 |
|
LOW |
4,176.00 |
|
0.618 |
4,109.00 |
|
1.000 |
4,067.50 |
|
1.618 |
4,000.50 |
|
2.618 |
3,892.00 |
|
4.250 |
3,715.00 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,264.00 |
4,331.00 |
| PP |
4,247.25 |
4,314.25 |
| S1 |
4,230.25 |
4,297.50 |
|