| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,319.9 |
1,339.5 |
19.6 |
1.5% |
1,333.4 |
| High |
1,342.3 |
1,344.3 |
2.0 |
0.1% |
1,338.8 |
| Low |
1,315.6 |
1,330.1 |
14.5 |
1.1% |
1,310.7 |
| Close |
1,326.7 |
1,332.3 |
5.6 |
0.4% |
1,323.4 |
| Range |
26.7 |
14.2 |
-12.5 |
-46.8% |
28.1 |
| ATR |
20.8 |
20.6 |
-0.2 |
-1.1% |
0.0 |
| Volume |
215,388 |
56,908 |
-158,480 |
-73.6% |
1,024,544 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,378.2 |
1,369.4 |
1,340.1 |
|
| R3 |
1,364.0 |
1,355.2 |
1,336.2 |
|
| R2 |
1,349.8 |
1,349.8 |
1,334.9 |
|
| R1 |
1,341.0 |
1,341.0 |
1,333.6 |
1,338.3 |
| PP |
1,335.6 |
1,335.6 |
1,335.6 |
1,334.2 |
| S1 |
1,326.8 |
1,326.8 |
1,331.0 |
1,324.1 |
| S2 |
1,321.4 |
1,321.4 |
1,329.7 |
|
| S3 |
1,307.2 |
1,312.6 |
1,328.4 |
|
| S4 |
1,293.0 |
1,298.4 |
1,324.5 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,408.6 |
1,394.1 |
1,338.9 |
|
| R3 |
1,380.5 |
1,366.0 |
1,331.1 |
|
| R2 |
1,352.4 |
1,352.4 |
1,328.6 |
|
| R1 |
1,337.9 |
1,337.9 |
1,326.0 |
1,331.1 |
| PP |
1,324.3 |
1,324.3 |
1,324.3 |
1,320.9 |
| S1 |
1,309.8 |
1,309.8 |
1,320.8 |
1,303.0 |
| S2 |
1,296.2 |
1,296.2 |
1,318.2 |
|
| S3 |
1,268.1 |
1,281.7 |
1,315.7 |
|
| S4 |
1,240.0 |
1,253.6 |
1,307.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,344.3 |
1,311.1 |
33.2 |
2.5% |
15.7 |
1.2% |
64% |
True |
False |
194,325 |
| 10 |
1,344.3 |
1,310.7 |
33.6 |
2.5% |
16.7 |
1.3% |
64% |
True |
False |
195,574 |
| 20 |
1,377.5 |
1,310.7 |
66.8 |
5.0% |
20.0 |
1.5% |
32% |
False |
False |
221,994 |
| 40 |
1,377.5 |
1,209.1 |
168.4 |
12.6% |
21.8 |
1.6% |
73% |
False |
False |
215,627 |
| 60 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.3 |
1.5% |
74% |
False |
False |
168,459 |
| 80 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
19.8 |
1.5% |
74% |
False |
False |
128,242 |
| 100 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.1 |
1.5% |
74% |
False |
False |
103,396 |
| 120 |
1,377.5 |
1,166.9 |
210.6 |
15.8% |
20.8 |
1.6% |
79% |
False |
False |
86,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,404.7 |
|
2.618 |
1,381.5 |
|
1.618 |
1,367.3 |
|
1.000 |
1,358.5 |
|
0.618 |
1,353.1 |
|
HIGH |
1,344.3 |
|
0.618 |
1,338.9 |
|
0.500 |
1,337.2 |
|
0.382 |
1,335.5 |
|
LOW |
1,330.1 |
|
0.618 |
1,321.3 |
|
1.000 |
1,315.9 |
|
1.618 |
1,307.1 |
|
2.618 |
1,292.9 |
|
4.250 |
1,269.8 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,337.2 |
1,331.2 |
| PP |
1,335.6 |
1,330.1 |
| S1 |
1,333.9 |
1,329.0 |
|