| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,964.0 |
2,971.0 |
7.0 |
0.2% |
2,955.0 |
| High |
2,994.0 |
2,983.0 |
-11.0 |
-0.4% |
2,978.0 |
| Low |
2,956.0 |
2,945.0 |
-11.0 |
-0.4% |
2,903.0 |
| Close |
2,964.0 |
2,977.0 |
13.0 |
0.4% |
2,965.0 |
| Range |
38.0 |
38.0 |
0.0 |
0.0% |
75.0 |
| ATR |
60.2 |
58.6 |
-1.6 |
-2.6% |
0.0 |
| Volume |
911,774 |
1,024,193 |
112,419 |
12.3% |
4,612,855 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,082.3 |
3,067.7 |
2,997.9 |
|
| R3 |
3,044.3 |
3,029.7 |
2,987.5 |
|
| R2 |
3,006.3 |
3,006.3 |
2,984.0 |
|
| R1 |
2,991.7 |
2,991.7 |
2,980.5 |
2,999.0 |
| PP |
2,968.3 |
2,968.3 |
2,968.3 |
2,972.0 |
| S1 |
2,953.7 |
2,953.7 |
2,973.5 |
2,961.0 |
| S2 |
2,930.3 |
2,930.3 |
2,970.0 |
|
| S3 |
2,892.3 |
2,915.7 |
2,966.6 |
|
| S4 |
2,854.3 |
2,877.7 |
2,956.1 |
|
|
| 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 |
2,994.0 |
2,928.0 |
66.0 |
2.2% |
38.4 |
1.3% |
74% |
False |
False |
925,352 |
| 10 |
2,994.0 |
2,903.0 |
91.0 |
3.1% |
39.8 |
1.3% |
81% |
False |
False |
985,665 |
| 20 |
2,994.0 |
2,731.0 |
263.0 |
8.8% |
52.3 |
1.8% |
94% |
False |
False |
1,157,313 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
56.3 |
1.9% |
77% |
False |
False |
1,169,030 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
52.9 |
1.8% |
77% |
False |
False |
782,198 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
51.7 |
1.7% |
77% |
False |
False |
587,875 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
49.6 |
1.7% |
77% |
False |
False |
473,202 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
45.5 |
1.5% |
79% |
False |
False |
394,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,144.5 |
|
2.618 |
3,082.5 |
|
1.618 |
3,044.5 |
|
1.000 |
3,021.0 |
|
0.618 |
3,006.5 |
|
HIGH |
2,983.0 |
|
0.618 |
2,968.5 |
|
0.500 |
2,964.0 |
|
0.382 |
2,959.5 |
|
LOW |
2,945.0 |
|
0.618 |
2,921.5 |
|
1.000 |
2,907.0 |
|
1.618 |
2,883.5 |
|
2.618 |
2,845.5 |
|
4.250 |
2,783.5 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,972.7 |
2,973.5 |
| PP |
2,968.3 |
2,970.0 |
| S1 |
2,964.0 |
2,966.5 |
|