| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,133.4 |
1,141.9 |
8.5 |
0.7% |
1,111.5 |
| High |
1,144.8 |
1,154.7 |
9.9 |
0.9% |
1,158.3 |
| Low |
1,125.6 |
1,138.6 |
13.0 |
1.2% |
1,076.7 |
| Close |
1,144.3 |
1,146.1 |
1.8 |
0.2% |
1,154.2 |
| Range |
19.2 |
16.1 |
-3.1 |
-16.1% |
81.6 |
| ATR |
23.2 |
22.7 |
-0.5 |
-2.2% |
0.0 |
| Volume |
89,596 |
76,013 |
-13,583 |
-15.2% |
570,405 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,194.8 |
1,186.5 |
1,155.0 |
|
| R3 |
1,178.8 |
1,170.5 |
1,150.5 |
|
| R2 |
1,162.5 |
1,162.5 |
1,149.0 |
|
| R1 |
1,154.3 |
1,154.3 |
1,147.5 |
1,158.5 |
| PP |
1,146.5 |
1,146.5 |
1,146.5 |
1,148.5 |
| S1 |
1,138.3 |
1,138.3 |
1,144.5 |
1,142.3 |
| S2 |
1,130.3 |
1,130.3 |
1,143.3 |
|
| S3 |
1,114.3 |
1,122.3 |
1,141.8 |
|
| S4 |
1,098.3 |
1,106.0 |
1,137.3 |
|
|
| 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 |
1,121.7 |
36.6 |
3.2% |
20.5 |
1.8% |
67% |
False |
False |
87,974 |
| 10 |
1,178.3 |
1,076.7 |
101.6 |
8.9% |
31.3 |
2.7% |
68% |
False |
False |
107,314 |
| 20 |
1,182.8 |
1,076.7 |
106.1 |
9.3% |
24.0 |
2.1% |
65% |
False |
False |
112,620 |
| 40 |
1,185.1 |
1,076.7 |
108.4 |
9.5% |
17.3 |
1.5% |
64% |
False |
False |
57,311 |
| 60 |
1,185.1 |
1,076.7 |
108.4 |
9.5% |
13.5 |
1.2% |
64% |
False |
False |
38,209 |
| 80 |
1,185.1 |
1,056.6 |
128.5 |
11.2% |
12.3 |
1.1% |
70% |
False |
False |
28,659 |
| 100 |
1,185.1 |
981.8 |
203.3 |
17.7% |
10.0 |
0.9% |
81% |
False |
False |
22,927 |
| 120 |
1,185.1 |
941.4 |
243.7 |
21.3% |
8.8 |
0.8% |
84% |
False |
False |
19,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,223.0 |
|
2.618 |
1,196.8 |
|
1.618 |
1,180.8 |
|
1.000 |
1,170.8 |
|
0.618 |
1,164.8 |
|
HIGH |
1,154.8 |
|
0.618 |
1,148.5 |
|
0.500 |
1,146.8 |
|
0.382 |
1,144.8 |
|
LOW |
1,138.5 |
|
0.618 |
1,128.8 |
|
1.000 |
1,122.5 |
|
1.618 |
1,112.5 |
|
2.618 |
1,096.5 |
|
4.250 |
1,070.3 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,146.8 |
1,144.3 |
| PP |
1,146.5 |
1,142.3 |
| S1 |
1,146.3 |
1,140.3 |
|