| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,776.0 |
2,766.0 |
-10.0 |
-0.4% |
2,856.0 |
| High |
2,802.0 |
2,848.0 |
46.0 |
1.6% |
2,856.0 |
| Low |
2,753.0 |
2,758.0 |
5.0 |
0.2% |
2,734.0 |
| Close |
2,774.0 |
2,832.0 |
58.0 |
2.1% |
2,832.0 |
| Range |
49.0 |
90.0 |
41.0 |
83.7% |
122.0 |
| ATR |
81.3 |
82.0 |
0.6 |
0.8% |
0.0 |
| Volume |
1,262,570 |
1,136,805 |
-125,765 |
-10.0% |
5,536,319 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,082.7 |
3,047.3 |
2,881.5 |
|
| R3 |
2,992.7 |
2,957.3 |
2,856.8 |
|
| R2 |
2,902.7 |
2,902.7 |
2,848.5 |
|
| R1 |
2,867.3 |
2,867.3 |
2,840.3 |
2,885.0 |
| PP |
2,812.7 |
2,812.7 |
2,812.7 |
2,821.5 |
| S1 |
2,777.3 |
2,777.3 |
2,823.8 |
2,795.0 |
| S2 |
2,722.7 |
2,722.7 |
2,815.5 |
|
| S3 |
2,632.7 |
2,687.3 |
2,807.3 |
|
| S4 |
2,542.7 |
2,597.3 |
2,782.5 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,173.3 |
3,124.7 |
2,899.1 |
|
| R3 |
3,051.3 |
3,002.7 |
2,865.6 |
|
| R2 |
2,929.3 |
2,929.3 |
2,854.4 |
|
| R1 |
2,880.7 |
2,880.7 |
2,843.2 |
2,844.0 |
| PP |
2,807.3 |
2,807.3 |
2,807.3 |
2,789.0 |
| S1 |
2,758.7 |
2,758.7 |
2,820.8 |
2,722.0 |
| S2 |
2,685.3 |
2,685.3 |
2,809.6 |
|
| S3 |
2,563.3 |
2,636.7 |
2,798.5 |
|
| S4 |
2,441.3 |
2,514.7 |
2,764.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,887.0 |
2,734.0 |
153.0 |
5.4% |
64.8 |
2.3% |
64% |
False |
False |
1,214,457 |
| 10 |
2,899.0 |
2,645.0 |
254.0 |
9.0% |
83.2 |
2.9% |
74% |
False |
False |
1,523,449 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
14.6% |
71.2 |
2.5% |
45% |
False |
False |
1,653,527 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
15.3% |
58.0 |
2.0% |
43% |
False |
False |
865,858 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
15.3% |
52.8 |
1.9% |
43% |
False |
False |
579,790 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
15.3% |
51.5 |
1.8% |
43% |
False |
False |
437,259 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
15.3% |
47.1 |
1.7% |
43% |
False |
False |
350,923 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.8% |
44.0 |
1.6% |
48% |
False |
False |
292,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,230.5 |
|
2.618 |
3,083.6 |
|
1.618 |
2,993.6 |
|
1.000 |
2,938.0 |
|
0.618 |
2,903.6 |
|
HIGH |
2,848.0 |
|
0.618 |
2,813.6 |
|
0.500 |
2,803.0 |
|
0.382 |
2,792.4 |
|
LOW |
2,758.0 |
|
0.618 |
2,702.4 |
|
1.000 |
2,668.0 |
|
1.618 |
2,612.4 |
|
2.618 |
2,522.4 |
|
4.250 |
2,375.5 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,822.3 |
2,818.3 |
| PP |
2,812.7 |
2,804.7 |
| S1 |
2,803.0 |
2,791.0 |
|