| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,984.0 |
2,991.0 |
7.0 |
0.2% |
2,955.0 |
| High |
3,014.0 |
3,005.0 |
-9.0 |
-0.3% |
2,978.0 |
| Low |
2,981.0 |
2,961.0 |
-20.0 |
-0.7% |
2,903.0 |
| Close |
2,993.0 |
2,970.0 |
-23.0 |
-0.8% |
2,965.0 |
| Range |
33.0 |
44.0 |
11.0 |
33.3% |
75.0 |
| ATR |
57.1 |
56.2 |
-0.9 |
-1.6% |
0.0 |
| Volume |
992,913 |
901,128 |
-91,785 |
-9.2% |
4,612,855 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,110.7 |
3,084.3 |
2,994.2 |
|
| R3 |
3,066.7 |
3,040.3 |
2,982.1 |
|
| R2 |
3,022.7 |
3,022.7 |
2,978.1 |
|
| R1 |
2,996.3 |
2,996.3 |
2,974.0 |
2,987.5 |
| PP |
2,978.7 |
2,978.7 |
2,978.7 |
2,974.3 |
| S1 |
2,952.3 |
2,952.3 |
2,966.0 |
2,943.5 |
| S2 |
2,934.7 |
2,934.7 |
2,961.9 |
|
| S3 |
2,890.7 |
2,908.3 |
2,957.9 |
|
| S4 |
2,846.7 |
2,864.3 |
2,945.8 |
|
|
| 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 |
2,939.0 |
75.0 |
2.5% |
38.4 |
1.3% |
41% |
False |
False |
940,794 |
| 10 |
3,014.0 |
2,903.0 |
111.0 |
3.7% |
39.9 |
1.3% |
60% |
False |
False |
932,178 |
| 20 |
3,014.0 |
2,734.0 |
280.0 |
9.4% |
51.0 |
1.7% |
84% |
False |
False |
1,076,730 |
| 40 |
3,058.0 |
2,645.0 |
413.0 |
13.9% |
56.2 |
1.9% |
79% |
False |
False |
1,210,872 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
52.8 |
1.8% |
75% |
False |
False |
813,685 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
51.2 |
1.7% |
75% |
False |
False |
611,530 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
50.1 |
1.7% |
75% |
False |
False |
491,572 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
45.6 |
1.5% |
77% |
False |
False |
410,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,192.0 |
|
2.618 |
3,120.2 |
|
1.618 |
3,076.2 |
|
1.000 |
3,049.0 |
|
0.618 |
3,032.2 |
|
HIGH |
3,005.0 |
|
0.618 |
2,988.2 |
|
0.500 |
2,983.0 |
|
0.382 |
2,977.8 |
|
LOW |
2,961.0 |
|
0.618 |
2,933.8 |
|
1.000 |
2,917.0 |
|
1.618 |
2,889.8 |
|
2.618 |
2,845.8 |
|
4.250 |
2,774.0 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,983.0 |
2,979.5 |
| PP |
2,978.7 |
2,976.3 |
| S1 |
2,974.3 |
2,973.2 |
|