| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,991.0 |
2,982.0 |
-9.0 |
-0.3% |
2,964.0 |
| High |
3,005.0 |
2,990.0 |
-15.0 |
-0.5% |
3,014.0 |
| Low |
2,961.0 |
2,964.0 |
3.0 |
0.1% |
2,945.0 |
| Close |
2,970.0 |
2,983.0 |
13.0 |
0.4% |
2,983.0 |
| Range |
44.0 |
26.0 |
-18.0 |
-40.9% |
69.0 |
| ATR |
56.2 |
54.0 |
-2.2 |
-3.8% |
0.0 |
| Volume |
901,128 |
822,122 |
-79,006 |
-8.8% |
4,652,130 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,057.0 |
3,046.0 |
2,997.3 |
|
| R3 |
3,031.0 |
3,020.0 |
2,990.2 |
|
| R2 |
3,005.0 |
3,005.0 |
2,987.8 |
|
| R1 |
2,994.0 |
2,994.0 |
2,985.4 |
2,999.5 |
| PP |
2,979.0 |
2,979.0 |
2,979.0 |
2,981.8 |
| S1 |
2,968.0 |
2,968.0 |
2,980.6 |
2,973.5 |
| S2 |
2,953.0 |
2,953.0 |
2,978.2 |
|
| S3 |
2,927.0 |
2,942.0 |
2,975.9 |
|
| S4 |
2,901.0 |
2,916.0 |
2,968.7 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,187.7 |
3,154.3 |
3,021.0 |
|
| R3 |
3,118.7 |
3,085.3 |
3,002.0 |
|
| R2 |
3,049.7 |
3,049.7 |
2,995.7 |
|
| R1 |
3,016.3 |
3,016.3 |
2,989.3 |
3,033.0 |
| PP |
2,980.7 |
2,980.7 |
2,980.7 |
2,989.0 |
| S1 |
2,947.3 |
2,947.3 |
2,976.7 |
2,964.0 |
| S2 |
2,911.7 |
2,911.7 |
2,970.4 |
|
| S3 |
2,842.7 |
2,878.3 |
2,964.0 |
|
| S4 |
2,773.7 |
2,809.3 |
2,945.1 |
|
|
| 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 |
2,945.0 |
69.0 |
2.3% |
35.8 |
1.2% |
55% |
False |
False |
930,426 |
| 10 |
3,014.0 |
2,903.0 |
111.0 |
3.7% |
38.9 |
1.3% |
72% |
False |
False |
926,498 |
| 20 |
3,014.0 |
2,734.0 |
280.0 |
9.4% |
47.0 |
1.6% |
89% |
False |
False |
1,051,418 |
| 40 |
3,058.0 |
2,645.0 |
413.0 |
13.8% |
56.1 |
1.9% |
82% |
False |
False |
1,230,771 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
52.5 |
1.8% |
78% |
False |
False |
827,382 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
51.1 |
1.7% |
78% |
False |
False |
621,806 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
50.4 |
1.7% |
78% |
False |
False |
499,794 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
15.9% |
45.5 |
1.5% |
80% |
False |
False |
417,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,100.5 |
|
2.618 |
3,058.1 |
|
1.618 |
3,032.1 |
|
1.000 |
3,016.0 |
|
0.618 |
3,006.1 |
|
HIGH |
2,990.0 |
|
0.618 |
2,980.1 |
|
0.500 |
2,977.0 |
|
0.382 |
2,973.9 |
|
LOW |
2,964.0 |
|
0.618 |
2,947.9 |
|
1.000 |
2,938.0 |
|
1.618 |
2,921.9 |
|
2.618 |
2,895.9 |
|
4.250 |
2,853.5 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,981.0 |
2,987.5 |
| PP |
2,979.0 |
2,986.0 |
| S1 |
2,977.0 |
2,984.5 |
|