| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,141.9 |
1,146.2 |
4.3 |
0.4% |
1,155.1 |
| High |
1,154.7 |
1,176.0 |
21.3 |
1.8% |
1,176.0 |
| Low |
1,138.6 |
1,144.3 |
5.7 |
0.5% |
1,125.6 |
| Close |
1,146.1 |
1,173.5 |
27.4 |
2.4% |
1,173.5 |
| Range |
16.1 |
31.7 |
15.6 |
96.9% |
50.4 |
| ATR |
22.7 |
23.4 |
0.6 |
2.8% |
0.0 |
| Volume |
76,013 |
101,404 |
25,391 |
33.4% |
348,304 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.8 |
1,248.3 |
1,191.0 |
|
| R3 |
1,228.0 |
1,216.5 |
1,182.3 |
|
| R2 |
1,196.3 |
1,196.3 |
1,179.3 |
|
| R1 |
1,185.0 |
1,185.0 |
1,176.5 |
1,190.5 |
| PP |
1,164.5 |
1,164.5 |
1,164.5 |
1,167.5 |
| S1 |
1,153.3 |
1,153.3 |
1,170.5 |
1,159.0 |
| S2 |
1,133.0 |
1,133.0 |
1,167.8 |
|
| S3 |
1,101.3 |
1,121.5 |
1,164.8 |
|
| S4 |
1,069.5 |
1,089.8 |
1,156.0 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,309.5 |
1,292.0 |
1,201.3 |
|
| R3 |
1,259.3 |
1,241.5 |
1,187.3 |
|
| R2 |
1,208.8 |
1,208.8 |
1,182.8 |
|
| R1 |
1,191.3 |
1,191.3 |
1,178.0 |
1,200.0 |
| PP |
1,158.3 |
1,158.3 |
1,158.3 |
1,162.8 |
| S1 |
1,140.8 |
1,140.8 |
1,169.0 |
1,149.5 |
| S2 |
1,108.0 |
1,108.0 |
1,164.3 |
|
| S3 |
1,057.5 |
1,090.3 |
1,159.8 |
|
| S4 |
1,007.3 |
1,040.0 |
1,145.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,176.0 |
1,125.6 |
50.4 |
4.3% |
21.5 |
1.8% |
95% |
True |
False |
83,892 |
| 10 |
1,176.0 |
1,076.7 |
99.3 |
8.5% |
31.5 |
2.7% |
97% |
True |
False |
109,005 |
| 20 |
1,178.3 |
1,076.7 |
101.6 |
8.7% |
25.0 |
2.1% |
95% |
False |
False |
114,227 |
| 40 |
1,185.1 |
1,076.7 |
108.4 |
9.2% |
18.0 |
1.5% |
89% |
False |
False |
59,846 |
| 60 |
1,185.1 |
1,076.7 |
108.4 |
9.2% |
13.8 |
1.2% |
89% |
False |
False |
39,899 |
| 80 |
1,185.1 |
1,063.7 |
121.4 |
10.3% |
12.5 |
1.1% |
90% |
False |
False |
29,926 |
| 100 |
1,185.1 |
994.9 |
190.2 |
16.2% |
10.5 |
0.9% |
94% |
False |
False |
23,941 |
| 120 |
1,185.1 |
941.4 |
243.7 |
20.8% |
8.8 |
0.7% |
95% |
False |
False |
19,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,310.8 |
|
2.618 |
1,259.0 |
|
1.618 |
1,227.3 |
|
1.000 |
1,207.8 |
|
0.618 |
1,195.5 |
|
HIGH |
1,176.0 |
|
0.618 |
1,164.0 |
|
0.500 |
1,160.3 |
|
0.382 |
1,156.5 |
|
LOW |
1,144.3 |
|
0.618 |
1,124.8 |
|
1.000 |
1,112.5 |
|
1.618 |
1,093.0 |
|
2.618 |
1,061.3 |
|
4.250 |
1,009.5 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,169.0 |
1,166.0 |
| PP |
1,164.5 |
1,158.3 |
| S1 |
1,160.3 |
1,150.8 |
|