| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,931.0 |
2,959.0 |
28.0 |
1.0% |
2,854.0 |
| High |
2,967.0 |
2,974.0 |
7.0 |
0.2% |
2,973.0 |
| Low |
2,928.0 |
2,936.0 |
8.0 |
0.3% |
2,836.0 |
| Close |
2,963.0 |
2,967.0 |
4.0 |
0.1% |
2,949.0 |
| Range |
39.0 |
38.0 |
-1.0 |
-2.6% |
137.0 |
| ATR |
65.7 |
63.7 |
-2.0 |
-3.0% |
0.0 |
| Volume |
969,512 |
847,317 |
-122,195 |
-12.6% |
5,691,105 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,073.0 |
3,058.0 |
2,987.9 |
|
| R3 |
3,035.0 |
3,020.0 |
2,977.5 |
|
| R2 |
2,997.0 |
2,997.0 |
2,974.0 |
|
| R1 |
2,982.0 |
2,982.0 |
2,970.5 |
2,989.5 |
| PP |
2,959.0 |
2,959.0 |
2,959.0 |
2,962.8 |
| S1 |
2,944.0 |
2,944.0 |
2,963.5 |
2,951.5 |
| S2 |
2,921.0 |
2,921.0 |
2,960.0 |
|
| S3 |
2,883.0 |
2,906.0 |
2,956.6 |
|
| S4 |
2,845.0 |
2,868.0 |
2,946.1 |
|
|
| 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% |
41.4 |
1.4% |
85% |
False |
False |
923,561 |
| 10 |
2,978.0 |
2,758.0 |
220.0 |
7.4% |
48.7 |
1.6% |
95% |
False |
False |
1,056,680 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
13.9% |
65.6 |
2.2% |
78% |
False |
False |
1,435,896 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
55.6 |
1.9% |
74% |
False |
False |
1,098,908 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
53.7 |
1.8% |
74% |
False |
False |
735,453 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
52.0 |
1.8% |
74% |
False |
False |
552,758 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
49.6 |
1.7% |
74% |
False |
False |
445,219 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
45.1 |
1.5% |
77% |
False |
False |
371,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,135.5 |
|
2.618 |
3,073.5 |
|
1.618 |
3,035.5 |
|
1.000 |
3,012.0 |
|
0.618 |
2,997.5 |
|
HIGH |
2,974.0 |
|
0.618 |
2,959.5 |
|
0.500 |
2,955.0 |
|
0.382 |
2,950.5 |
|
LOW |
2,936.0 |
|
0.618 |
2,912.5 |
|
1.000 |
2,898.0 |
|
1.618 |
2,874.5 |
|
2.618 |
2,836.5 |
|
4.250 |
2,774.5 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,963.0 |
2,957.5 |
| PP |
2,959.0 |
2,948.0 |
| S1 |
2,955.0 |
2,938.5 |
|