| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,959.0 |
2,949.0 |
-10.0 |
-0.3% |
2,955.0 |
| High |
2,974.0 |
2,978.0 |
4.0 |
0.1% |
2,978.0 |
| Low |
2,936.0 |
2,939.0 |
3.0 |
0.1% |
2,903.0 |
| Close |
2,967.0 |
2,965.0 |
-2.0 |
-0.1% |
2,965.0 |
| Range |
38.0 |
39.0 |
1.0 |
2.6% |
75.0 |
| ATR |
63.7 |
61.9 |
-1.8 |
-2.8% |
0.0 |
| Volume |
847,317 |
873,965 |
26,648 |
3.1% |
4,612,855 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,077.7 |
3,060.3 |
2,986.5 |
|
| R3 |
3,038.7 |
3,021.3 |
2,975.7 |
|
| R2 |
2,999.7 |
2,999.7 |
2,972.2 |
|
| R1 |
2,982.3 |
2,982.3 |
2,968.6 |
2,991.0 |
| PP |
2,960.7 |
2,960.7 |
2,960.7 |
2,965.0 |
| S1 |
2,943.3 |
2,943.3 |
2,961.4 |
2,952.0 |
| S2 |
2,921.7 |
2,921.7 |
2,957.9 |
|
| S3 |
2,882.7 |
2,904.3 |
2,954.3 |
|
| S4 |
2,843.7 |
2,865.3 |
2,943.6 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,173.7 |
3,144.3 |
3,006.3 |
|
| R3 |
3,098.7 |
3,069.3 |
2,985.6 |
|
| R2 |
3,023.7 |
3,023.7 |
2,978.8 |
|
| R1 |
2,994.3 |
2,994.3 |
2,971.9 |
3,009.0 |
| PP |
2,948.7 |
2,948.7 |
2,948.7 |
2,956.0 |
| S1 |
2,919.3 |
2,919.3 |
2,958.1 |
2,934.0 |
| S2 |
2,873.7 |
2,873.7 |
2,951.3 |
|
| S3 |
2,798.7 |
2,844.3 |
2,944.4 |
|
| S4 |
2,723.7 |
2,769.3 |
2,923.8 |
|
|
| 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% |
42.0 |
1.4% |
83% |
True |
False |
922,571 |
| 10 |
2,978.0 |
2,836.0 |
142.0 |
4.8% |
43.6 |
1.5% |
91% |
True |
False |
1,030,396 |
| 20 |
2,978.0 |
2,645.0 |
333.0 |
11.2% |
63.4 |
2.1% |
96% |
True |
False |
1,276,922 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
55.5 |
1.9% |
74% |
False |
False |
1,120,743 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
53.8 |
1.8% |
74% |
False |
False |
749,993 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
51.9 |
1.8% |
74% |
False |
False |
563,682 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
49.5 |
1.7% |
74% |
False |
False |
453,899 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
45.1 |
1.5% |
76% |
False |
False |
378,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,143.8 |
|
2.618 |
3,080.1 |
|
1.618 |
3,041.1 |
|
1.000 |
3,017.0 |
|
0.618 |
3,002.1 |
|
HIGH |
2,978.0 |
|
0.618 |
2,963.1 |
|
0.500 |
2,958.5 |
|
0.382 |
2,953.9 |
|
LOW |
2,939.0 |
|
0.618 |
2,914.9 |
|
1.000 |
2,900.0 |
|
1.618 |
2,875.9 |
|
2.618 |
2,836.9 |
|
4.250 |
2,773.3 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,962.8 |
2,961.0 |
| PP |
2,960.7 |
2,957.0 |
| S1 |
2,958.5 |
2,953.0 |
|