| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,932.0 |
2,931.0 |
-1.0 |
0.0% |
2,854.0 |
| High |
2,943.0 |
2,967.0 |
24.0 |
0.8% |
2,973.0 |
| Low |
2,903.0 |
2,928.0 |
25.0 |
0.9% |
2,836.0 |
| Close |
2,927.0 |
2,963.0 |
36.0 |
1.2% |
2,949.0 |
| Range |
40.0 |
39.0 |
-1.0 |
-2.5% |
137.0 |
| ATR |
67.7 |
65.7 |
-2.0 |
-2.9% |
0.0 |
| Volume |
915,429 |
969,512 |
54,083 |
5.9% |
5,691,105 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,069.7 |
3,055.3 |
2,984.5 |
|
| R3 |
3,030.7 |
3,016.3 |
2,973.7 |
|
| R2 |
2,991.7 |
2,991.7 |
2,970.2 |
|
| R1 |
2,977.3 |
2,977.3 |
2,966.6 |
2,984.5 |
| PP |
2,952.7 |
2,952.7 |
2,952.7 |
2,956.3 |
| S1 |
2,938.3 |
2,938.3 |
2,959.4 |
2,945.5 |
| S2 |
2,913.7 |
2,913.7 |
2,955.9 |
|
| S3 |
2,874.7 |
2,899.3 |
2,952.3 |
|
| S4 |
2,835.7 |
2,860.3 |
2,941.6 |
|
|
| 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 |
2,903.0 |
75.0 |
2.5% |
43.0 |
1.5% |
80% |
False |
False |
962,129 |
| 10 |
2,978.0 |
2,753.0 |
225.0 |
7.6% |
49.8 |
1.7% |
93% |
False |
False |
1,098,205 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
13.9% |
65.6 |
2.2% |
77% |
False |
False |
1,482,851 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
57.4 |
1.9% |
73% |
False |
False |
1,077,774 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
53.7 |
1.8% |
73% |
False |
False |
722,207 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
52.0 |
1.8% |
73% |
False |
False |
542,230 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
49.3 |
1.7% |
73% |
False |
False |
436,746 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
44.9 |
1.5% |
76% |
False |
False |
364,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,132.8 |
|
2.618 |
3,069.1 |
|
1.618 |
3,030.1 |
|
1.000 |
3,006.0 |
|
0.618 |
2,991.1 |
|
HIGH |
2,967.0 |
|
0.618 |
2,952.1 |
|
0.500 |
2,947.5 |
|
0.382 |
2,942.9 |
|
LOW |
2,928.0 |
|
0.618 |
2,903.9 |
|
1.000 |
2,889.0 |
|
1.618 |
2,864.9 |
|
2.618 |
2,825.9 |
|
4.250 |
2,762.3 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,957.8 |
2,955.5 |
| PP |
2,952.7 |
2,948.0 |
| S1 |
2,947.5 |
2,940.5 |
|