| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,945.0 |
2,955.0 |
10.0 |
0.3% |
2,854.0 |
| High |
2,964.0 |
2,978.0 |
14.0 |
0.5% |
2,973.0 |
| Low |
2,928.0 |
2,924.0 |
-4.0 |
-0.1% |
2,836.0 |
| Close |
2,949.0 |
2,948.0 |
-1.0 |
0.0% |
2,949.0 |
| Range |
36.0 |
54.0 |
18.0 |
50.0% |
137.0 |
| ATR |
70.6 |
69.4 |
-1.2 |
-1.7% |
0.0 |
| Volume |
878,919 |
1,006,632 |
127,713 |
14.5% |
5,691,105 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,112.0 |
3,084.0 |
2,977.7 |
|
| R3 |
3,058.0 |
3,030.0 |
2,962.9 |
|
| R2 |
3,004.0 |
3,004.0 |
2,957.9 |
|
| R1 |
2,976.0 |
2,976.0 |
2,953.0 |
2,963.0 |
| PP |
2,950.0 |
2,950.0 |
2,950.0 |
2,943.5 |
| S1 |
2,922.0 |
2,922.0 |
2,943.1 |
2,909.0 |
| S2 |
2,896.0 |
2,896.0 |
2,938.1 |
|
| S3 |
2,842.0 |
2,868.0 |
2,933.2 |
|
| S4 |
2,788.0 |
2,814.0 |
2,918.3 |
|
|
| 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 |
2,978.0 |
2,869.0 |
109.0 |
3.7% |
46.4 |
1.6% |
72% |
True |
False |
1,072,048 |
| 10 |
2,978.0 |
2,734.0 |
244.0 |
8.3% |
55.8 |
1.9% |
88% |
True |
False |
1,223,405 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
14.0% |
66.8 |
2.3% |
73% |
False |
False |
1,526,411 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
14.7% |
57.1 |
1.9% |
70% |
False |
False |
1,030,704 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.7% |
53.3 |
1.8% |
70% |
False |
False |
690,805 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.7% |
52.1 |
1.8% |
70% |
False |
False |
519,217 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.7% |
49.0 |
1.7% |
70% |
False |
False |
417,899 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.1% |
44.6 |
1.5% |
73% |
False |
False |
348,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,207.5 |
|
2.618 |
3,119.4 |
|
1.618 |
3,065.4 |
|
1.000 |
3,032.0 |
|
0.618 |
3,011.4 |
|
HIGH |
2,978.0 |
|
0.618 |
2,957.4 |
|
0.500 |
2,951.0 |
|
0.382 |
2,944.6 |
|
LOW |
2,924.0 |
|
0.618 |
2,890.6 |
|
1.000 |
2,870.0 |
|
1.618 |
2,836.6 |
|
2.618 |
2,782.6 |
|
4.250 |
2,694.5 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,951.0 |
2,951.0 |
| PP |
2,950.0 |
2,950.0 |
| S1 |
2,949.0 |
2,949.0 |
|