| 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 |
1,334.5 |
1,320.5 |
-14.0 |
-1.0% |
1,296.6 |
| High |
1,336.0 |
1,337.7 |
1.7 |
0.1% |
1,368.9 |
| Low |
1,314.8 |
1,320.5 |
5.7 |
0.4% |
1,259.1 |
| Close |
1,324.8 |
1,333.8 |
9.0 |
0.7% |
1,328.8 |
| Range |
21.2 |
17.2 |
-4.0 |
-18.9% |
109.8 |
| ATR |
24.3 |
23.8 |
-0.5 |
-2.1% |
0.0 |
| Volume |
18,025 |
8,296 |
-9,729 |
-54.0% |
61,457 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,382.3 |
1,375.2 |
1,343.3 |
|
| R3 |
1,365.1 |
1,358.0 |
1,338.5 |
|
| R2 |
1,347.9 |
1,347.9 |
1,337.0 |
|
| R1 |
1,340.8 |
1,340.8 |
1,335.4 |
1,344.4 |
| PP |
1,330.7 |
1,330.7 |
1,330.7 |
1,332.4 |
| S1 |
1,323.6 |
1,323.6 |
1,332.2 |
1,327.2 |
| S2 |
1,313.5 |
1,313.5 |
1,330.6 |
|
| S3 |
1,296.3 |
1,306.4 |
1,329.1 |
|
| S4 |
1,279.1 |
1,289.2 |
1,324.3 |
|
|
| 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% |
36.9 |
2.8% |
68% |
False |
False |
15,707 |
| 10 |
1,368.9 |
1,259.1 |
109.8 |
8.2% |
29.9 |
2.2% |
68% |
False |
False |
13,077 |
| 20 |
1,368.9 |
1,214.9 |
154.0 |
11.5% |
23.1 |
1.7% |
77% |
False |
False |
9,338 |
| 40 |
1,368.9 |
1,207.0 |
161.9 |
12.1% |
19.8 |
1.5% |
78% |
False |
False |
7,625 |
| 60 |
1,368.9 |
1,207.0 |
161.9 |
12.1% |
19.0 |
1.4% |
78% |
False |
False |
5,987 |
| 80 |
1,368.9 |
1,207.0 |
161.9 |
12.1% |
19.5 |
1.5% |
78% |
False |
False |
4,981 |
| 100 |
1,368.9 |
1,168.0 |
200.9 |
15.1% |
20.6 |
1.5% |
83% |
False |
False |
4,408 |
| 120 |
1,368.9 |
1,073.7 |
295.2 |
22.1% |
19.4 |
1.5% |
88% |
False |
False |
3,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,410.8 |
|
2.618 |
1,382.7 |
|
1.618 |
1,365.5 |
|
1.000 |
1,354.9 |
|
0.618 |
1,348.3 |
|
HIGH |
1,337.7 |
|
0.618 |
1,331.1 |
|
0.500 |
1,329.1 |
|
0.382 |
1,327.1 |
|
LOW |
1,320.5 |
|
0.618 |
1,309.9 |
|
1.000 |
1,303.3 |
|
1.618 |
1,292.7 |
|
2.618 |
1,275.5 |
|
4.250 |
1,247.4 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,332.2 |
1,332.7 |
| PP |
1,330.7 |
1,331.6 |
| S1 |
1,329.1 |
1,330.5 |
|