| 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 |
2,086.50 |
2,099.75 |
13.25 |
0.6% |
2,013.75 |
| High |
2,100.75 |
2,104.75 |
4.00 |
0.2% |
2,100.75 |
| Low |
2,081.50 |
2,072.50 |
-9.00 |
-0.4% |
1,981.50 |
| Close |
2,096.25 |
2,082.75 |
-13.50 |
-0.6% |
2,096.25 |
| Range |
19.25 |
32.25 |
13.00 |
67.5% |
119.25 |
| ATR |
31.46 |
31.52 |
0.06 |
0.2% |
0.00 |
| Volume |
1,665,376 |
1,862,935 |
197,559 |
11.9% |
11,338,523 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,183.50 |
2,165.25 |
2,100.50 |
|
| R3 |
2,151.25 |
2,133.00 |
2,091.50 |
|
| R2 |
2,119.00 |
2,119.00 |
2,088.75 |
|
| R1 |
2,100.75 |
2,100.75 |
2,085.75 |
2,093.75 |
| PP |
2,086.75 |
2,086.75 |
2,086.75 |
2,083.00 |
| S1 |
2,068.50 |
2,068.50 |
2,079.75 |
2,061.50 |
| S2 |
2,054.50 |
2,054.50 |
2,076.75 |
|
| S3 |
2,022.25 |
2,036.25 |
2,074.00 |
|
| S4 |
1,990.00 |
2,004.00 |
2,065.00 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.25 |
2,376.00 |
2,161.75 |
|
| R3 |
2,298.00 |
2,256.75 |
2,129.00 |
|
| R2 |
2,178.75 |
2,178.75 |
2,118.00 |
|
| R1 |
2,137.50 |
2,137.50 |
2,107.25 |
2,158.00 |
| PP |
2,059.50 |
2,059.50 |
2,059.50 |
2,069.75 |
| S1 |
2,018.25 |
2,018.25 |
2,085.25 |
2,039.00 |
| S2 |
1,940.25 |
1,940.25 |
2,074.50 |
|
| S3 |
1,821.00 |
1,899.00 |
2,063.50 |
|
| S4 |
1,701.75 |
1,779.75 |
2,030.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,104.75 |
1,982.25 |
122.50 |
5.9% |
37.25 |
1.8% |
82% |
True |
False |
2,036,088 |
| 10 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
40.50 |
1.9% |
73% |
False |
False |
2,151,111 |
| 20 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
30.00 |
1.4% |
73% |
False |
False |
1,873,714 |
| 40 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
25.50 |
1.2% |
73% |
False |
False |
944,047 |
| 60 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
24.00 |
1.2% |
73% |
False |
False |
630,707 |
| 80 |
2,119.50 |
1,971.25 |
148.25 |
7.1% |
23.50 |
1.1% |
75% |
False |
False |
473,476 |
| 100 |
2,119.50 |
1,787.50 |
332.00 |
15.9% |
24.75 |
1.2% |
89% |
False |
False |
378,846 |
| 120 |
2,119.50 |
1,787.50 |
332.00 |
15.9% |
28.50 |
1.4% |
89% |
False |
False |
315,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,241.75 |
|
2.618 |
2,189.25 |
|
1.618 |
2,157.00 |
|
1.000 |
2,137.00 |
|
0.618 |
2,124.75 |
|
HIGH |
2,104.75 |
|
0.618 |
2,092.50 |
|
0.500 |
2,088.50 |
|
0.382 |
2,084.75 |
|
LOW |
2,072.50 |
|
0.618 |
2,052.50 |
|
1.000 |
2,040.25 |
|
1.618 |
2,020.25 |
|
2.618 |
1,988.00 |
|
4.250 |
1,935.50 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,088.50 |
2,082.00 |
| PP |
2,086.75 |
2,081.25 |
| S1 |
2,084.75 |
2,080.50 |
|