| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,971.0 |
2,984.0 |
13.0 |
0.4% |
2,955.0 |
| High |
2,983.0 |
3,014.0 |
31.0 |
1.0% |
2,978.0 |
| Low |
2,945.0 |
2,981.0 |
36.0 |
1.2% |
2,903.0 |
| Close |
2,977.0 |
2,993.0 |
16.0 |
0.5% |
2,965.0 |
| Range |
38.0 |
33.0 |
-5.0 |
-13.2% |
75.0 |
| ATR |
58.6 |
57.1 |
-1.5 |
-2.6% |
0.0 |
| Volume |
1,024,193 |
992,913 |
-31,280 |
-3.1% |
4,612,855 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,095.0 |
3,077.0 |
3,011.2 |
|
| R3 |
3,062.0 |
3,044.0 |
3,002.1 |
|
| R2 |
3,029.0 |
3,029.0 |
2,999.1 |
|
| R1 |
3,011.0 |
3,011.0 |
2,996.0 |
3,020.0 |
| PP |
2,996.0 |
2,996.0 |
2,996.0 |
3,000.5 |
| S1 |
2,978.0 |
2,978.0 |
2,990.0 |
2,987.0 |
| S2 |
2,963.0 |
2,963.0 |
2,987.0 |
|
| S3 |
2,930.0 |
2,945.0 |
2,983.9 |
|
| S4 |
2,897.0 |
2,912.0 |
2,974.9 |
|
|
| 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 |
3,014.0 |
2,936.0 |
78.0 |
2.6% |
37.2 |
1.2% |
73% |
True |
False |
930,032 |
| 10 |
3,014.0 |
2,903.0 |
111.0 |
3.7% |
40.1 |
1.3% |
81% |
True |
False |
946,080 |
| 20 |
3,014.0 |
2,734.0 |
280.0 |
9.4% |
51.5 |
1.7% |
93% |
True |
False |
1,123,153 |
| 40 |
3,058.0 |
2,645.0 |
413.0 |
13.8% |
56.0 |
1.9% |
84% |
False |
False |
1,189,597 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
53.1 |
1.8% |
80% |
False |
False |
798,739 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
51.4 |
1.7% |
80% |
False |
False |
600,276 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
49.9 |
1.7% |
80% |
False |
False |
482,798 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
15.9% |
45.6 |
1.5% |
82% |
False |
False |
402,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,154.3 |
|
2.618 |
3,100.4 |
|
1.618 |
3,067.4 |
|
1.000 |
3,047.0 |
|
0.618 |
3,034.4 |
|
HIGH |
3,014.0 |
|
0.618 |
3,001.4 |
|
0.500 |
2,997.5 |
|
0.382 |
2,993.6 |
|
LOW |
2,981.0 |
|
0.618 |
2,960.6 |
|
1.000 |
2,948.0 |
|
1.618 |
2,927.6 |
|
2.618 |
2,894.6 |
|
4.250 |
2,840.8 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,997.5 |
2,988.5 |
| PP |
2,996.0 |
2,984.0 |
| S1 |
2,994.5 |
2,979.5 |
|