| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,092.00 |
2,120.25 |
28.25 |
1.4% |
2,099.75 |
| High |
2,125.50 |
2,136.75 |
11.25 |
0.5% |
2,125.50 |
| Low |
2,087.50 |
2,120.00 |
32.50 |
1.6% |
2,065.75 |
| Close |
2,120.50 |
2,130.25 |
9.75 |
0.5% |
2,120.50 |
| Range |
38.00 |
16.75 |
-21.25 |
-55.9% |
59.75 |
| ATR |
31.06 |
30.04 |
-1.02 |
-3.3% |
0.00 |
| Volume |
1,962,358 |
1,467,322 |
-495,036 |
-25.2% |
7,546,443 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.25 |
2,171.50 |
2,139.50 |
|
| R3 |
2,162.50 |
2,154.75 |
2,134.75 |
|
| R2 |
2,145.75 |
2,145.75 |
2,133.25 |
|
| R1 |
2,138.00 |
2,138.00 |
2,131.75 |
2,142.00 |
| PP |
2,129.00 |
2,129.00 |
2,129.00 |
2,131.00 |
| S1 |
2,121.25 |
2,121.25 |
2,128.75 |
2,125.00 |
| S2 |
2,112.25 |
2,112.25 |
2,127.25 |
|
| S3 |
2,095.50 |
2,104.50 |
2,125.75 |
|
| S4 |
2,078.75 |
2,087.75 |
2,121.00 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,283.25 |
2,261.50 |
2,153.25 |
|
| R3 |
2,223.50 |
2,201.75 |
2,137.00 |
|
| R2 |
2,163.75 |
2,163.75 |
2,131.50 |
|
| R1 |
2,142.00 |
2,142.00 |
2,126.00 |
2,153.00 |
| PP |
2,104.00 |
2,104.00 |
2,104.00 |
2,109.25 |
| S1 |
2,082.25 |
2,082.25 |
2,115.00 |
2,093.00 |
| S2 |
2,044.25 |
2,044.25 |
2,109.50 |
|
| S3 |
1,984.50 |
2,022.50 |
2,104.00 |
|
| S4 |
1,924.75 |
1,962.75 |
2,087.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,136.75 |
2,065.75 |
71.00 |
3.3% |
27.25 |
1.3% |
91% |
True |
False |
1,802,753 |
| 10 |
2,136.75 |
1,981.50 |
155.25 |
7.3% |
33.00 |
1.6% |
96% |
True |
False |
2,035,228 |
| 20 |
2,136.75 |
1,981.50 |
155.25 |
7.3% |
32.25 |
1.5% |
96% |
True |
False |
2,087,188 |
| 40 |
2,136.75 |
1,981.50 |
155.25 |
7.3% |
26.00 |
1.2% |
96% |
True |
False |
1,122,001 |
| 60 |
2,136.75 |
1,981.50 |
155.25 |
7.3% |
24.25 |
1.1% |
96% |
True |
False |
749,755 |
| 80 |
2,136.75 |
1,981.50 |
155.25 |
7.3% |
23.75 |
1.1% |
96% |
True |
False |
562,838 |
| 100 |
2,136.75 |
1,871.00 |
265.75 |
12.5% |
24.25 |
1.1% |
98% |
True |
False |
450,342 |
| 120 |
2,136.75 |
1,787.50 |
349.25 |
16.4% |
27.50 |
1.3% |
98% |
True |
False |
375,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,208.00 |
|
2.618 |
2,180.50 |
|
1.618 |
2,163.75 |
|
1.000 |
2,153.50 |
|
0.618 |
2,147.00 |
|
HIGH |
2,136.75 |
|
0.618 |
2,130.25 |
|
0.500 |
2,128.50 |
|
0.382 |
2,126.50 |
|
LOW |
2,120.00 |
|
0.618 |
2,109.75 |
|
1.000 |
2,103.25 |
|
1.618 |
2,093.00 |
|
2.618 |
2,076.25 |
|
4.250 |
2,048.75 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,129.50 |
2,123.25 |
| PP |
2,129.00 |
2,116.25 |
| S1 |
2,128.50 |
2,109.25 |
|