| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,766.0 |
2,854.0 |
88.0 |
3.2% |
2,856.0 |
| High |
2,848.0 |
2,884.0 |
36.0 |
1.3% |
2,856.0 |
| Low |
2,758.0 |
2,836.0 |
78.0 |
2.8% |
2,734.0 |
| Close |
2,832.0 |
2,878.0 |
46.0 |
1.6% |
2,832.0 |
| Range |
90.0 |
48.0 |
-42.0 |
-46.7% |
122.0 |
| ATR |
82.0 |
79.8 |
-2.1 |
-2.6% |
0.0 |
| Volume |
1,136,805 |
1,337,495 |
200,690 |
17.7% |
5,536,319 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.0 |
2,992.0 |
2,904.4 |
|
| R3 |
2,962.0 |
2,944.0 |
2,891.2 |
|
| R2 |
2,914.0 |
2,914.0 |
2,886.8 |
|
| R1 |
2,896.0 |
2,896.0 |
2,882.4 |
2,905.0 |
| PP |
2,866.0 |
2,866.0 |
2,866.0 |
2,870.5 |
| S1 |
2,848.0 |
2,848.0 |
2,873.6 |
2,857.0 |
| S2 |
2,818.0 |
2,818.0 |
2,869.2 |
|
| S3 |
2,770.0 |
2,800.0 |
2,864.8 |
|
| S4 |
2,722.0 |
2,752.0 |
2,851.6 |
|
|
| 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 |
2,884.0 |
2,734.0 |
150.0 |
5.2% |
65.2 |
2.3% |
96% |
True |
False |
1,374,762 |
| 10 |
2,899.0 |
2,667.0 |
232.0 |
8.1% |
69.8 |
2.4% |
91% |
False |
False |
1,404,160 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
14.4% |
68.8 |
2.4% |
56% |
False |
False |
1,664,249 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
15.0% |
57.7 |
2.0% |
54% |
False |
False |
899,262 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
15.0% |
53.1 |
1.8% |
54% |
False |
False |
602,072 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
15.0% |
52.0 |
1.8% |
54% |
False |
False |
453,972 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
15.0% |
47.5 |
1.6% |
54% |
False |
False |
364,296 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.5% |
44.2 |
1.5% |
58% |
False |
False |
303,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,088.0 |
|
2.618 |
3,009.7 |
|
1.618 |
2,961.7 |
|
1.000 |
2,932.0 |
|
0.618 |
2,913.7 |
|
HIGH |
2,884.0 |
|
0.618 |
2,865.7 |
|
0.500 |
2,860.0 |
|
0.382 |
2,854.3 |
|
LOW |
2,836.0 |
|
0.618 |
2,806.3 |
|
1.000 |
2,788.0 |
|
1.618 |
2,758.3 |
|
2.618 |
2,710.3 |
|
4.250 |
2,632.0 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,872.0 |
2,858.2 |
| PP |
2,866.0 |
2,838.3 |
| S1 |
2,860.0 |
2,818.5 |
|