| 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 |
17,456.02 |
17,712.76 |
256.74 |
1.5% |
17,736.87 |
| High |
17,704.51 |
17,930.61 |
226.10 |
1.3% |
18,011.07 |
| Low |
17,456.02 |
17,711.80 |
255.78 |
1.5% |
17,356.34 |
| Close |
17,694.68 |
17,929.99 |
235.31 |
1.3% |
17,400.75 |
| Range |
248.49 |
218.81 |
-29.68 |
-11.9% |
654.73 |
| ATR |
216.63 |
218.00 |
1.38 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,513.90 |
18,440.75 |
18,050.34 |
|
| R3 |
18,295.09 |
18,221.94 |
17,990.16 |
|
| R2 |
18,076.28 |
18,076.28 |
17,970.11 |
|
| R1 |
18,003.13 |
18,003.13 |
17,950.05 |
18,039.71 |
| PP |
17,857.47 |
17,857.47 |
17,857.47 |
17,875.75 |
| S1 |
17,784.32 |
17,784.32 |
17,909.93 |
17,820.90 |
| S2 |
17,638.66 |
17,638.66 |
17,889.87 |
|
| S3 |
17,419.85 |
17,565.51 |
17,869.82 |
|
| S4 |
17,201.04 |
17,346.70 |
17,809.64 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,553.58 |
19,131.89 |
17,760.85 |
|
| R3 |
18,898.85 |
18,477.16 |
17,580.80 |
|
| R2 |
18,244.12 |
18,244.12 |
17,520.78 |
|
| R1 |
17,822.43 |
17,822.43 |
17,460.77 |
17,705.91 |
| PP |
17,589.39 |
17,589.39 |
17,589.39 |
17,531.13 |
| S1 |
17,167.70 |
17,167.70 |
17,340.73 |
17,051.18 |
| S2 |
16,934.66 |
16,934.66 |
17,280.72 |
|
| S3 |
16,279.93 |
16,512.97 |
17,220.70 |
|
| S4 |
15,625.20 |
15,858.24 |
17,040.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,946.63 |
17,063.08 |
883.55 |
4.9% |
313.79 |
1.8% |
98% |
False |
False |
|
| 10 |
18,011.07 |
17,063.08 |
947.99 |
5.3% |
230.39 |
1.3% |
91% |
False |
False |
|
| 20 |
18,016.00 |
17,063.08 |
952.92 |
5.3% |
182.94 |
1.0% |
91% |
False |
False |
|
| 40 |
18,016.00 |
17,063.08 |
952.92 |
5.3% |
172.32 |
1.0% |
91% |
False |
False |
|
| 60 |
18,167.63 |
17,063.08 |
1,104.55 |
6.2% |
165.14 |
0.9% |
78% |
False |
False |
|
| 80 |
18,167.63 |
16,821.86 |
1,345.77 |
7.5% |
161.47 |
0.9% |
82% |
False |
False |
|
| 100 |
18,167.63 |
15,503.01 |
2,664.62 |
14.9% |
173.33 |
1.0% |
91% |
False |
False |
|
| 120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
198.78 |
1.1% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,860.55 |
|
2.618 |
18,503.45 |
|
1.618 |
18,284.64 |
|
1.000 |
18,149.42 |
|
0.618 |
18,065.83 |
|
HIGH |
17,930.61 |
|
0.618 |
17,847.02 |
|
0.500 |
17,821.21 |
|
0.382 |
17,795.39 |
|
LOW |
17,711.80 |
|
0.618 |
17,576.58 |
|
1.000 |
17,492.99 |
|
1.618 |
17,357.77 |
|
2.618 |
17,138.96 |
|
4.250 |
16,781.86 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,893.73 |
17,806.85 |
| PP |
17,857.47 |
17,683.70 |
| S1 |
17,821.21 |
17,560.56 |
|