| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,146.5 |
1,155.1 |
8.6 |
0.8% |
1,111.5 |
| High |
1,158.3 |
1,155.1 |
-3.2 |
-0.3% |
1,158.3 |
| Low |
1,144.4 |
1,128.9 |
-15.5 |
-1.4% |
1,076.7 |
| Close |
1,154.2 |
1,135.4 |
-18.8 |
-1.6% |
1,154.2 |
| Range |
13.9 |
26.2 |
12.3 |
88.5% |
81.6 |
| ATR |
23.3 |
23.5 |
0.2 |
0.9% |
0.0 |
| Volume |
71,160 |
81,291 |
10,131 |
14.2% |
570,405 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,218.5 |
1,203.0 |
1,149.8 |
|
| R3 |
1,192.3 |
1,177.0 |
1,142.5 |
|
| R2 |
1,166.0 |
1,166.0 |
1,140.3 |
|
| R1 |
1,150.8 |
1,150.8 |
1,137.8 |
1,145.3 |
| PP |
1,139.8 |
1,139.8 |
1,139.8 |
1,137.0 |
| S1 |
1,124.5 |
1,124.5 |
1,133.0 |
1,119.0 |
| S2 |
1,113.5 |
1,113.5 |
1,130.5 |
|
| S3 |
1,087.5 |
1,098.3 |
1,128.3 |
|
| S4 |
1,061.3 |
1,072.0 |
1,121.0 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,374.5 |
1,346.0 |
1,199.0 |
|
| R3 |
1,293.0 |
1,264.3 |
1,176.8 |
|
| R2 |
1,211.3 |
1,211.3 |
1,169.3 |
|
| R1 |
1,182.8 |
1,182.8 |
1,161.8 |
1,197.0 |
| PP |
1,129.8 |
1,129.8 |
1,129.8 |
1,137.0 |
| S1 |
1,101.3 |
1,101.3 |
1,146.8 |
1,115.5 |
| S2 |
1,048.3 |
1,048.3 |
1,139.3 |
|
| S3 |
966.5 |
1,019.5 |
1,131.8 |
|
| S4 |
885.0 |
938.0 |
1,109.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,158.3 |
1,080.5 |
77.8 |
6.9% |
25.0 |
2.2% |
71% |
False |
False |
98,274 |
| 10 |
1,178.3 |
1,076.7 |
101.6 |
8.9% |
30.8 |
2.7% |
58% |
False |
False |
108,916 |
| 20 |
1,185.1 |
1,076.7 |
108.4 |
9.5% |
23.3 |
2.0% |
54% |
False |
False |
105,972 |
| 40 |
1,185.1 |
1,076.7 |
108.4 |
9.5% |
16.5 |
1.5% |
54% |
False |
False |
53,171 |
| 60 |
1,185.1 |
1,076.7 |
108.4 |
9.5% |
13.5 |
1.2% |
54% |
False |
False |
35,449 |
| 80 |
1,185.1 |
1,056.6 |
128.5 |
11.3% |
11.8 |
1.0% |
61% |
False |
False |
26,588 |
| 100 |
1,185.1 |
959.3 |
225.8 |
19.9% |
9.8 |
0.9% |
78% |
False |
False |
21,271 |
| 120 |
1,185.1 |
941.4 |
243.7 |
21.5% |
8.3 |
0.7% |
80% |
False |
False |
17,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,266.5 |
|
2.618 |
1,223.8 |
|
1.618 |
1,197.5 |
|
1.000 |
1,181.3 |
|
0.618 |
1,171.3 |
|
HIGH |
1,155.0 |
|
0.618 |
1,145.0 |
|
0.500 |
1,142.0 |
|
0.382 |
1,139.0 |
|
LOW |
1,129.0 |
|
0.618 |
1,112.8 |
|
1.000 |
1,102.8 |
|
1.618 |
1,086.5 |
|
2.618 |
1,060.3 |
|
4.250 |
1,017.5 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,142.0 |
1,140.0 |
| PP |
1,139.8 |
1,138.5 |
| S1 |
1,137.5 |
1,137.0 |
|