| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,928.0 |
2,945.0 |
17.0 |
0.6% |
2,854.0 |
| High |
2,973.0 |
2,964.0 |
-9.0 |
-0.3% |
2,973.0 |
| Low |
2,927.0 |
2,928.0 |
1.0 |
0.0% |
2,836.0 |
| Close |
2,963.0 |
2,949.0 |
-14.0 |
-0.5% |
2,949.0 |
| Range |
46.0 |
36.0 |
-10.0 |
-21.7% |
137.0 |
| ATR |
73.2 |
70.6 |
-2.7 |
-3.6% |
0.0 |
| Volume |
1,040,154 |
878,919 |
-161,235 |
-15.5% |
5,691,105 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,055.0 |
3,038.0 |
2,968.8 |
|
| R3 |
3,019.0 |
3,002.0 |
2,958.9 |
|
| R2 |
2,983.0 |
2,983.0 |
2,955.6 |
|
| R1 |
2,966.0 |
2,966.0 |
2,952.3 |
2,974.5 |
| PP |
2,947.0 |
2,947.0 |
2,947.0 |
2,951.3 |
| S1 |
2,930.0 |
2,930.0 |
2,945.7 |
2,938.5 |
| S2 |
2,911.0 |
2,911.0 |
2,942.4 |
|
| S3 |
2,875.0 |
2,894.0 |
2,939.1 |
|
| S4 |
2,839.0 |
2,858.0 |
2,929.2 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,330.3 |
3,276.7 |
3,024.4 |
|
| R3 |
3,193.3 |
3,139.7 |
2,986.7 |
|
| R2 |
3,056.3 |
3,056.3 |
2,974.1 |
|
| R1 |
3,002.7 |
3,002.7 |
2,961.6 |
3,029.5 |
| PP |
2,919.3 |
2,919.3 |
2,919.3 |
2,932.8 |
| S1 |
2,865.7 |
2,865.7 |
2,936.4 |
2,892.5 |
| S2 |
2,782.3 |
2,782.3 |
2,923.9 |
|
| S3 |
2,645.3 |
2,728.7 |
2,911.3 |
|
| S4 |
2,508.3 |
2,591.7 |
2,873.7 |
|
|
| 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 |
2,836.0 |
137.0 |
4.6% |
45.2 |
1.5% |
82% |
False |
False |
1,138,221 |
| 10 |
2,973.0 |
2,734.0 |
239.0 |
8.1% |
55.0 |
1.9% |
90% |
False |
False |
1,176,339 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
14.0% |
66.3 |
2.2% |
74% |
False |
False |
1,544,034 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
14.7% |
56.5 |
1.9% |
70% |
False |
False |
1,005,886 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.7% |
53.0 |
1.8% |
70% |
False |
False |
674,373 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.7% |
52.1 |
1.8% |
70% |
False |
False |
506,699 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.7% |
48.7 |
1.6% |
70% |
False |
False |
407,832 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.1% |
44.7 |
1.5% |
73% |
False |
False |
339,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,117.0 |
|
2.618 |
3,058.2 |
|
1.618 |
3,022.2 |
|
1.000 |
3,000.0 |
|
0.618 |
2,986.2 |
|
HIGH |
2,964.0 |
|
0.618 |
2,950.2 |
|
0.500 |
2,946.0 |
|
0.382 |
2,941.8 |
|
LOW |
2,928.0 |
|
0.618 |
2,905.8 |
|
1.000 |
2,892.0 |
|
1.618 |
2,869.8 |
|
2.618 |
2,833.8 |
|
4.250 |
2,775.0 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,948.0 |
2,946.7 |
| PP |
2,947.0 |
2,944.3 |
| S1 |
2,946.0 |
2,942.0 |
|