| 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 |
5,114.0 |
5,144.0 |
30.0 |
0.6% |
5,167.0 |
| High |
5,128.0 |
5,207.0 |
79.0 |
1.5% |
5,278.0 |
| Low |
5,072.0 |
5,142.0 |
70.0 |
1.4% |
5,024.0 |
| Close |
5,093.0 |
5,176.0 |
83.0 |
1.6% |
5,071.0 |
| Range |
56.0 |
65.0 |
9.0 |
16.1% |
254.0 |
| ATR |
70.8 |
73.9 |
3.1 |
4.4% |
0.0 |
| Volume |
32,514 |
38,871 |
6,357 |
19.6% |
157,261 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,370.0 |
5,338.0 |
5,211.8 |
|
| R3 |
5,305.0 |
5,273.0 |
5,193.9 |
|
| R2 |
5,240.0 |
5,240.0 |
5,187.9 |
|
| R1 |
5,208.0 |
5,208.0 |
5,182.0 |
5,224.0 |
| PP |
5,175.0 |
5,175.0 |
5,175.0 |
5,183.0 |
| S1 |
5,143.0 |
5,143.0 |
5,170.0 |
5,159.0 |
| S2 |
5,110.0 |
5,110.0 |
5,164.1 |
|
| S3 |
5,045.0 |
5,078.0 |
5,158.1 |
|
| S4 |
4,980.0 |
5,013.0 |
5,140.3 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,886.3 |
5,732.7 |
5,210.7 |
|
| R3 |
5,632.3 |
5,478.7 |
5,140.9 |
|
| R2 |
5,378.3 |
5,378.3 |
5,117.6 |
|
| R1 |
5,224.7 |
5,224.7 |
5,094.3 |
5,174.5 |
| PP |
5,124.3 |
5,124.3 |
5,124.3 |
5,099.3 |
| S1 |
4,970.7 |
4,970.7 |
5,047.7 |
4,920.5 |
| S2 |
4,870.3 |
4,870.3 |
5,024.4 |
|
| S3 |
4,616.3 |
4,716.7 |
5,001.2 |
|
| S4 |
4,362.3 |
4,462.7 |
4,931.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,278.0 |
4,993.0 |
285.0 |
5.5% |
106.8 |
2.1% |
64% |
False |
False |
42,314 |
| 10 |
5,278.0 |
4,993.0 |
285.0 |
5.5% |
74.0 |
1.4% |
64% |
False |
False |
32,774 |
| 20 |
5,341.0 |
4,993.0 |
348.0 |
6.7% |
59.4 |
1.1% |
53% |
False |
False |
32,485 |
| 40 |
5,372.0 |
4,993.0 |
379.0 |
7.3% |
42.6 |
0.8% |
48% |
False |
False |
16,290 |
| 60 |
5,372.0 |
4,836.0 |
536.0 |
10.4% |
34.7 |
0.7% |
63% |
False |
False |
10,897 |
| 80 |
5,372.0 |
4,836.0 |
536.0 |
10.4% |
29.8 |
0.6% |
63% |
False |
False |
8,177 |
| 100 |
5,372.0 |
4,600.0 |
772.0 |
14.9% |
24.7 |
0.5% |
75% |
False |
False |
6,543 |
| 120 |
5,372.0 |
4,600.0 |
772.0 |
14.9% |
21.6 |
0.4% |
75% |
False |
False |
5,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,483.3 |
|
2.618 |
5,377.2 |
|
1.618 |
5,312.2 |
|
1.000 |
5,272.0 |
|
0.618 |
5,247.2 |
|
HIGH |
5,207.0 |
|
0.618 |
5,182.2 |
|
0.500 |
5,174.5 |
|
0.382 |
5,166.8 |
|
LOW |
5,142.0 |
|
0.618 |
5,101.8 |
|
1.000 |
5,077.0 |
|
1.618 |
5,036.8 |
|
2.618 |
4,971.8 |
|
4.250 |
4,865.8 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,175.5 |
5,150.7 |
| PP |
5,175.0 |
5,125.3 |
| S1 |
5,174.5 |
5,100.0 |
|