| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,871.0 |
2,918.0 |
47.0 |
1.6% |
2,856.0 |
| High |
2,935.0 |
2,941.0 |
6.0 |
0.2% |
2,856.0 |
| Low |
2,869.0 |
2,911.0 |
42.0 |
1.5% |
2,734.0 |
| Close |
2,929.0 |
2,928.0 |
-1.0 |
0.0% |
2,832.0 |
| Range |
66.0 |
30.0 |
-36.0 |
-54.5% |
122.0 |
| ATR |
78.8 |
75.3 |
-3.5 |
-4.4% |
0.0 |
| Volume |
1,045,778 |
1,388,759 |
342,981 |
32.8% |
5,536,319 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.7 |
3,002.3 |
2,944.5 |
|
| R3 |
2,986.7 |
2,972.3 |
2,936.3 |
|
| R2 |
2,956.7 |
2,956.7 |
2,933.5 |
|
| R1 |
2,942.3 |
2,942.3 |
2,930.8 |
2,949.5 |
| PP |
2,926.7 |
2,926.7 |
2,926.7 |
2,930.3 |
| S1 |
2,912.3 |
2,912.3 |
2,925.3 |
2,919.5 |
| S2 |
2,896.7 |
2,896.7 |
2,922.5 |
|
| S3 |
2,866.7 |
2,882.3 |
2,919.8 |
|
| S4 |
2,836.7 |
2,852.3 |
2,911.5 |
|
|
| 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 |
2,941.0 |
2,753.0 |
188.0 |
6.4% |
56.6 |
1.9% |
93% |
True |
False |
1,234,281 |
| 10 |
2,941.0 |
2,734.0 |
207.0 |
7.1% |
62.8 |
2.1% |
94% |
True |
False |
1,300,226 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
14.1% |
68.3 |
2.3% |
69% |
False |
False |
1,597,262 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
57.4 |
2.0% |
65% |
False |
False |
959,339 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
53.4 |
1.8% |
65% |
False |
False |
642,643 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
52.3 |
1.8% |
65% |
False |
False |
483,857 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
48.4 |
1.7% |
65% |
False |
False |
388,642 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.2% |
44.4 |
1.5% |
68% |
False |
False |
323,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,068.5 |
|
2.618 |
3,019.5 |
|
1.618 |
2,989.5 |
|
1.000 |
2,971.0 |
|
0.618 |
2,959.5 |
|
HIGH |
2,941.0 |
|
0.618 |
2,929.5 |
|
0.500 |
2,926.0 |
|
0.382 |
2,922.5 |
|
LOW |
2,911.0 |
|
0.618 |
2,892.5 |
|
1.000 |
2,881.0 |
|
1.618 |
2,862.5 |
|
2.618 |
2,832.5 |
|
4.250 |
2,783.5 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,927.3 |
2,914.8 |
| PP |
2,926.7 |
2,901.7 |
| S1 |
2,926.0 |
2,888.5 |
|