| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,918.0 |
2,928.0 |
10.0 |
0.3% |
2,856.0 |
| High |
2,941.0 |
2,973.0 |
32.0 |
1.1% |
2,856.0 |
| Low |
2,911.0 |
2,927.0 |
16.0 |
0.5% |
2,734.0 |
| Close |
2,928.0 |
2,963.0 |
35.0 |
1.2% |
2,832.0 |
| Range |
30.0 |
46.0 |
16.0 |
53.3% |
122.0 |
| ATR |
75.3 |
73.2 |
-2.1 |
-2.8% |
0.0 |
| Volume |
1,388,759 |
1,040,154 |
-348,605 |
-25.1% |
5,536,319 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,092.3 |
3,073.7 |
2,988.3 |
|
| R3 |
3,046.3 |
3,027.7 |
2,975.7 |
|
| R2 |
3,000.3 |
3,000.3 |
2,971.4 |
|
| R1 |
2,981.7 |
2,981.7 |
2,967.2 |
2,991.0 |
| PP |
2,954.3 |
2,954.3 |
2,954.3 |
2,959.0 |
| S1 |
2,935.7 |
2,935.7 |
2,958.8 |
2,945.0 |
| S2 |
2,908.3 |
2,908.3 |
2,954.6 |
|
| S3 |
2,862.3 |
2,889.7 |
2,950.4 |
|
| S4 |
2,816.3 |
2,843.7 |
2,937.7 |
|
|
| 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 |
2,973.0 |
2,758.0 |
215.0 |
7.3% |
56.0 |
1.9% |
95% |
True |
False |
1,189,798 |
| 10 |
2,973.0 |
2,734.0 |
239.0 |
8.1% |
62.1 |
2.1% |
96% |
True |
False |
1,221,282 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
13.9% |
68.6 |
2.3% |
77% |
False |
False |
1,583,355 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
56.8 |
1.9% |
73% |
False |
False |
984,628 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
53.4 |
1.8% |
73% |
False |
False |
659,728 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
52.4 |
1.8% |
73% |
False |
False |
495,727 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
48.7 |
1.6% |
73% |
False |
False |
399,043 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
44.4 |
1.5% |
76% |
False |
False |
332,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,168.5 |
|
2.618 |
3,093.4 |
|
1.618 |
3,047.4 |
|
1.000 |
3,019.0 |
|
0.618 |
3,001.4 |
|
HIGH |
2,973.0 |
|
0.618 |
2,955.4 |
|
0.500 |
2,950.0 |
|
0.382 |
2,944.6 |
|
LOW |
2,927.0 |
|
0.618 |
2,898.6 |
|
1.000 |
2,881.0 |
|
1.618 |
2,852.6 |
|
2.618 |
2,806.6 |
|
4.250 |
2,731.5 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,958.7 |
2,949.0 |
| PP |
2,954.3 |
2,935.0 |
| S1 |
2,950.0 |
2,921.0 |
|