| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,028.25 |
2,072.25 |
44.00 |
2.2% |
2,071.00 |
| High |
2,074.75 |
2,091.25 |
16.50 |
0.8% |
2,119.50 |
| Low |
2,022.75 |
2,056.50 |
33.75 |
1.7% |
1,999.00 |
| Close |
2,066.75 |
2,090.25 |
23.50 |
1.1% |
2,018.50 |
| Range |
52.00 |
34.75 |
-17.25 |
-33.2% |
120.50 |
| ATR |
32.22 |
32.40 |
0.18 |
0.6% |
0.00 |
| Volume |
2,065,151 |
2,301,226 |
236,075 |
11.4% |
9,908,120 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,183.50 |
2,171.75 |
2,109.25 |
|
| R3 |
2,148.75 |
2,137.00 |
2,099.75 |
|
| R2 |
2,114.00 |
2,114.00 |
2,096.50 |
|
| R1 |
2,102.25 |
2,102.25 |
2,093.50 |
2,108.00 |
| PP |
2,079.25 |
2,079.25 |
2,079.25 |
2,082.25 |
| S1 |
2,067.50 |
2,067.50 |
2,087.00 |
2,073.50 |
| S2 |
2,044.50 |
2,044.50 |
2,084.00 |
|
| S3 |
2,009.75 |
2,032.75 |
2,080.75 |
|
| S4 |
1,975.00 |
1,998.00 |
2,071.25 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.25 |
2,333.25 |
2,084.75 |
|
| R3 |
2,286.75 |
2,212.75 |
2,051.75 |
|
| R2 |
2,166.25 |
2,166.25 |
2,040.50 |
|
| R1 |
2,092.25 |
2,092.25 |
2,029.50 |
2,069.00 |
| PP |
2,045.75 |
2,045.75 |
2,045.75 |
2,034.00 |
| S1 |
1,971.75 |
1,971.75 |
2,007.50 |
1,948.50 |
| S2 |
1,925.25 |
1,925.25 |
1,996.50 |
|
| S3 |
1,804.75 |
1,851.25 |
1,985.25 |
|
| S4 |
1,684.25 |
1,730.75 |
1,952.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
59.25 |
2.8% |
79% |
False |
False |
2,769,549 |
| 10 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
39.75 |
1.9% |
79% |
False |
False |
2,141,482 |
| 20 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
29.50 |
1.4% |
79% |
False |
False |
1,702,210 |
| 40 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
25.50 |
1.2% |
79% |
False |
False |
856,190 |
| 60 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
24.25 |
1.2% |
79% |
False |
False |
571,991 |
| 80 |
2,119.50 |
1,950.50 |
169.00 |
8.1% |
23.50 |
1.1% |
83% |
False |
False |
429,388 |
| 100 |
2,119.50 |
1,787.50 |
332.00 |
15.9% |
25.00 |
1.2% |
91% |
False |
False |
343,570 |
| 120 |
2,119.50 |
1,787.50 |
332.00 |
15.9% |
28.75 |
1.4% |
91% |
False |
False |
286,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,239.00 |
|
2.618 |
2,182.25 |
|
1.618 |
2,147.50 |
|
1.000 |
2,126.00 |
|
0.618 |
2,112.75 |
|
HIGH |
2,091.25 |
|
0.618 |
2,078.00 |
|
0.500 |
2,074.00 |
|
0.382 |
2,069.75 |
|
LOW |
2,056.50 |
|
0.618 |
2,035.00 |
|
1.000 |
2,021.75 |
|
1.618 |
2,000.25 |
|
2.618 |
1,965.50 |
|
4.250 |
1,908.75 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.75 |
2,072.50 |
| PP |
2,079.25 |
2,054.50 |
| S1 |
2,074.00 |
2,036.75 |
|