| 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 |
2,084.00 |
2,092.00 |
8.00 |
0.4% |
2,013.75 |
| High |
2,094.50 |
2,102.00 |
7.50 |
0.4% |
2,100.75 |
| Low |
2,065.75 |
2,081.75 |
16.00 |
0.8% |
1,981.50 |
| Close |
2,094.00 |
2,092.00 |
-2.00 |
-0.1% |
2,096.25 |
| Range |
28.75 |
20.25 |
-8.50 |
-29.6% |
119.25 |
| ATR |
31.32 |
30.53 |
-0.79 |
-2.5% |
0.00 |
| Volume |
2,054,794 |
1,666,356 |
-388,438 |
-18.9% |
11,338,523 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.75 |
2,142.50 |
2,103.25 |
|
| R3 |
2,132.50 |
2,122.25 |
2,097.50 |
|
| R2 |
2,112.25 |
2,112.25 |
2,095.75 |
|
| R1 |
2,102.00 |
2,102.00 |
2,093.75 |
2,102.00 |
| PP |
2,092.00 |
2,092.00 |
2,092.00 |
2,092.00 |
| S1 |
2,081.75 |
2,081.75 |
2,090.25 |
2,082.00 |
| S2 |
2,071.75 |
2,071.75 |
2,088.25 |
|
| S3 |
2,051.50 |
2,061.50 |
2,086.50 |
|
| S4 |
2,031.25 |
2,041.25 |
2,080.75 |
|
|
| 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 |
2,056.50 |
48.25 |
2.3% |
27.00 |
1.3% |
74% |
False |
False |
1,910,137 |
| 10 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
42.75 |
2.0% |
80% |
False |
False |
2,241,171 |
| 20 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
31.25 |
1.5% |
80% |
False |
False |
2,044,965 |
| 40 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
25.75 |
1.2% |
80% |
False |
False |
1,036,709 |
| 60 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
24.00 |
1.1% |
80% |
False |
False |
692,653 |
| 80 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
23.50 |
1.1% |
80% |
False |
False |
519,978 |
| 100 |
2,119.50 |
1,850.00 |
269.50 |
12.9% |
24.50 |
1.2% |
90% |
False |
False |
416,053 |
| 120 |
2,119.50 |
1,787.50 |
332.00 |
15.9% |
28.00 |
1.3% |
92% |
False |
False |
346,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,188.00 |
|
2.618 |
2,155.00 |
|
1.618 |
2,134.75 |
|
1.000 |
2,122.25 |
|
0.618 |
2,114.50 |
|
HIGH |
2,102.00 |
|
0.618 |
2,094.25 |
|
0.500 |
2,092.00 |
|
0.382 |
2,089.50 |
|
LOW |
2,081.75 |
|
0.618 |
2,069.25 |
|
1.000 |
2,061.50 |
|
1.618 |
2,049.00 |
|
2.618 |
2,028.75 |
|
4.250 |
1,995.75 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,092.00 |
2,089.75 |
| PP |
2,092.00 |
2,087.50 |
| S1 |
2,092.00 |
2,085.25 |
|