| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,260.8 |
1,328.8 |
68.0 |
5.4% |
1,296.6 |
| High |
1,368.9 |
1,346.2 |
-22.7 |
-1.7% |
1,368.9 |
| Low |
1,259.1 |
1,327.4 |
68.3 |
5.4% |
1,259.1 |
| Close |
1,328.8 |
1,331.2 |
2.4 |
0.2% |
1,328.8 |
| Range |
109.8 |
18.8 |
-91.0 |
-82.9% |
109.8 |
| ATR |
25.0 |
24.6 |
-0.4 |
-1.8% |
0.0 |
| Volume |
35,913 |
10,867 |
-25,046 |
-69.7% |
61,457 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,391.3 |
1,380.1 |
1,341.5 |
|
| R3 |
1,372.5 |
1,361.3 |
1,336.4 |
|
| R2 |
1,353.7 |
1,353.7 |
1,334.6 |
|
| R1 |
1,342.5 |
1,342.5 |
1,332.9 |
1,348.1 |
| PP |
1,334.9 |
1,334.9 |
1,334.9 |
1,337.8 |
| S1 |
1,323.7 |
1,323.7 |
1,329.5 |
1,329.3 |
| S2 |
1,316.1 |
1,316.1 |
1,327.8 |
|
| S3 |
1,297.3 |
1,304.9 |
1,326.0 |
|
| S4 |
1,278.5 |
1,286.1 |
1,320.9 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,648.3 |
1,598.4 |
1,389.2 |
|
| R3 |
1,538.5 |
1,488.6 |
1,359.0 |
|
| R2 |
1,428.7 |
1,428.7 |
1,348.9 |
|
| R1 |
1,378.8 |
1,378.8 |
1,338.9 |
1,403.8 |
| PP |
1,318.9 |
1,318.9 |
1,318.9 |
1,331.4 |
| S1 |
1,269.0 |
1,269.0 |
1,318.7 |
1,294.0 |
| S2 |
1,209.1 |
1,209.1 |
1,308.7 |
|
| S3 |
1,099.3 |
1,159.2 |
1,298.6 |
|
| S4 |
989.5 |
1,049.4 |
1,268.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,368.9 |
1,259.1 |
109.8 |
8.2% |
37.1 |
2.8% |
66% |
False |
False |
13,163 |
| 10 |
1,368.9 |
1,259.1 |
109.8 |
8.2% |
29.3 |
2.2% |
66% |
False |
False |
11,440 |
| 20 |
1,368.9 |
1,207.0 |
161.9 |
12.2% |
22.8 |
1.7% |
77% |
False |
False |
8,522 |
| 40 |
1,368.9 |
1,207.0 |
161.9 |
12.2% |
19.7 |
1.5% |
77% |
False |
False |
7,246 |
| 60 |
1,368.9 |
1,207.0 |
161.9 |
12.2% |
18.8 |
1.4% |
77% |
False |
False |
5,594 |
| 80 |
1,368.9 |
1,207.0 |
161.9 |
12.2% |
19.6 |
1.5% |
77% |
False |
False |
4,715 |
| 100 |
1,368.9 |
1,142.3 |
226.6 |
17.0% |
20.7 |
1.6% |
83% |
False |
False |
4,194 |
| 120 |
1,368.9 |
1,073.7 |
295.2 |
22.2% |
19.4 |
1.5% |
87% |
False |
False |
3,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,426.1 |
|
2.618 |
1,395.4 |
|
1.618 |
1,376.6 |
|
1.000 |
1,365.0 |
|
0.618 |
1,357.8 |
|
HIGH |
1,346.2 |
|
0.618 |
1,339.0 |
|
0.500 |
1,336.8 |
|
0.382 |
1,334.6 |
|
LOW |
1,327.4 |
|
0.618 |
1,315.8 |
|
1.000 |
1,308.6 |
|
1.618 |
1,297.0 |
|
2.618 |
1,278.2 |
|
4.250 |
1,247.5 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,336.8 |
1,325.5 |
| PP |
1,334.9 |
1,319.7 |
| S1 |
1,333.1 |
1,314.0 |
|