| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,155.1 |
1,133.4 |
-21.7 |
-1.9% |
1,111.5 |
| High |
1,155.1 |
1,144.8 |
-10.3 |
-0.9% |
1,158.3 |
| Low |
1,128.9 |
1,125.6 |
-3.3 |
-0.3% |
1,076.7 |
| Close |
1,135.4 |
1,144.3 |
8.9 |
0.8% |
1,154.2 |
| Range |
26.2 |
19.2 |
-7.0 |
-26.7% |
81.6 |
| ATR |
23.5 |
23.2 |
-0.3 |
-1.3% |
0.0 |
| Volume |
81,291 |
89,596 |
8,305 |
10.2% |
570,405 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,195.8 |
1,189.3 |
1,154.8 |
|
| R3 |
1,176.8 |
1,170.0 |
1,149.5 |
|
| R2 |
1,157.5 |
1,157.5 |
1,147.8 |
|
| R1 |
1,150.8 |
1,150.8 |
1,146.0 |
1,154.3 |
| PP |
1,138.3 |
1,138.3 |
1,138.3 |
1,140.0 |
| S1 |
1,131.8 |
1,131.8 |
1,142.5 |
1,135.0 |
| S2 |
1,119.0 |
1,119.0 |
1,140.8 |
|
| S3 |
1,099.8 |
1,112.5 |
1,139.0 |
|
| S4 |
1,080.8 |
1,093.3 |
1,133.8 |
|
|
| 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 |
1,101.9 |
56.4 |
4.9% |
23.5 |
2.1% |
75% |
False |
False |
92,243 |
| 10 |
1,178.3 |
1,076.7 |
101.6 |
8.9% |
31.3 |
2.7% |
67% |
False |
False |
108,430 |
| 20 |
1,185.1 |
1,076.7 |
108.4 |
9.5% |
23.8 |
2.1% |
62% |
False |
False |
110,314 |
| 40 |
1,185.1 |
1,076.7 |
108.4 |
9.5% |
17.0 |
1.5% |
62% |
False |
False |
55,411 |
| 60 |
1,185.1 |
1,076.7 |
108.4 |
9.5% |
13.5 |
1.2% |
62% |
False |
False |
36,942 |
| 80 |
1,185.1 |
1,056.6 |
128.5 |
11.2% |
12.0 |
1.0% |
68% |
False |
False |
27,708 |
| 100 |
1,185.1 |
959.3 |
225.8 |
19.7% |
10.0 |
0.9% |
82% |
False |
False |
22,167 |
| 120 |
1,185.1 |
941.4 |
243.7 |
21.3% |
8.5 |
0.7% |
83% |
False |
False |
18,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,226.5 |
|
2.618 |
1,195.0 |
|
1.618 |
1,175.8 |
|
1.000 |
1,164.0 |
|
0.618 |
1,156.8 |
|
HIGH |
1,144.8 |
|
0.618 |
1,137.5 |
|
0.500 |
1,135.3 |
|
0.382 |
1,133.0 |
|
LOW |
1,125.5 |
|
0.618 |
1,113.8 |
|
1.000 |
1,106.5 |
|
1.618 |
1,094.5 |
|
2.618 |
1,075.3 |
|
4.250 |
1,044.0 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,141.3 |
1,143.5 |
| PP |
1,138.3 |
1,142.8 |
| S1 |
1,135.3 |
1,142.0 |
|