| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,782.0 |
2,776.0 |
-6.0 |
-0.2% |
2,724.0 |
| High |
2,801.0 |
2,802.0 |
1.0 |
0.0% |
2,899.0 |
| Low |
2,734.0 |
2,753.0 |
19.0 |
0.7% |
2,667.0 |
| Close |
2,754.0 |
2,774.0 |
20.0 |
0.7% |
2,872.0 |
| Range |
67.0 |
49.0 |
-18.0 |
-26.9% |
232.0 |
| ATR |
83.8 |
81.3 |
-2.5 |
-3.0% |
0.0 |
| Volume |
1,287,338 |
1,262,570 |
-24,768 |
-1.9% |
7,167,789 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,923.3 |
2,897.7 |
2,801.0 |
|
| R3 |
2,874.3 |
2,848.7 |
2,787.5 |
|
| R2 |
2,825.3 |
2,825.3 |
2,783.0 |
|
| R1 |
2,799.7 |
2,799.7 |
2,778.5 |
2,788.0 |
| PP |
2,776.3 |
2,776.3 |
2,776.3 |
2,770.5 |
| S1 |
2,750.7 |
2,750.7 |
2,769.5 |
2,739.0 |
| S2 |
2,727.3 |
2,727.3 |
2,765.0 |
|
| S3 |
2,678.3 |
2,701.7 |
2,760.5 |
|
| S4 |
2,629.3 |
2,652.7 |
2,747.1 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,508.7 |
3,422.3 |
2,999.6 |
|
| R3 |
3,276.7 |
3,190.3 |
2,935.8 |
|
| R2 |
3,044.7 |
3,044.7 |
2,914.5 |
|
| R1 |
2,958.3 |
2,958.3 |
2,893.3 |
3,001.5 |
| PP |
2,812.7 |
2,812.7 |
2,812.7 |
2,834.3 |
| S1 |
2,726.3 |
2,726.3 |
2,850.7 |
2,769.5 |
| S2 |
2,580.7 |
2,580.7 |
2,829.5 |
|
| S3 |
2,348.7 |
2,494.3 |
2,808.2 |
|
| S4 |
2,116.7 |
2,262.3 |
2,744.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,899.0 |
2,734.0 |
165.0 |
5.9% |
68.2 |
2.5% |
24% |
False |
False |
1,252,766 |
| 10 |
3,058.0 |
2,645.0 |
413.0 |
14.9% |
82.4 |
3.0% |
31% |
False |
False |
1,815,112 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
14.9% |
68.5 |
2.5% |
31% |
False |
False |
1,616,897 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
15.6% |
56.7 |
2.0% |
30% |
False |
False |
837,448 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
15.6% |
52.5 |
1.9% |
30% |
False |
False |
560,846 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
15.6% |
50.7 |
1.8% |
30% |
False |
False |
423,054 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
15.6% |
46.2 |
1.7% |
30% |
False |
False |
339,555 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
17.1% |
43.3 |
1.6% |
36% |
False |
False |
283,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,010.3 |
|
2.618 |
2,930.3 |
|
1.618 |
2,881.3 |
|
1.000 |
2,851.0 |
|
0.618 |
2,832.3 |
|
HIGH |
2,802.0 |
|
0.618 |
2,783.3 |
|
0.500 |
2,777.5 |
|
0.382 |
2,771.7 |
|
LOW |
2,753.0 |
|
0.618 |
2,722.7 |
|
1.000 |
2,704.0 |
|
1.618 |
2,673.7 |
|
2.618 |
2,624.7 |
|
4.250 |
2,544.8 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,777.5 |
2,795.0 |
| PP |
2,776.3 |
2,788.0 |
| S1 |
2,775.2 |
2,781.0 |
|