| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,120.25 |
2,130.75 |
10.50 |
0.5% |
2,099.75 |
| High |
2,136.75 |
2,149.25 |
12.50 |
0.6% |
2,125.50 |
| Low |
2,120.00 |
2,128.50 |
8.50 |
0.4% |
2,065.75 |
| Close |
2,130.25 |
2,145.75 |
15.50 |
0.7% |
2,120.50 |
| Range |
16.75 |
20.75 |
4.00 |
23.9% |
59.75 |
| ATR |
30.04 |
29.38 |
-0.66 |
-2.2% |
0.00 |
| Volume |
1,467,322 |
1,704,053 |
236,731 |
16.1% |
7,546,443 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.50 |
2,195.25 |
2,157.25 |
|
| R3 |
2,182.75 |
2,174.50 |
2,151.50 |
|
| R2 |
2,162.00 |
2,162.00 |
2,149.50 |
|
| R1 |
2,153.75 |
2,153.75 |
2,147.75 |
2,158.00 |
| PP |
2,141.25 |
2,141.25 |
2,141.25 |
2,143.25 |
| S1 |
2,133.00 |
2,133.00 |
2,143.75 |
2,137.00 |
| S2 |
2,120.50 |
2,120.50 |
2,142.00 |
|
| S3 |
2,099.75 |
2,112.25 |
2,140.00 |
|
| S4 |
2,079.00 |
2,091.50 |
2,134.25 |
|
|
| 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 |
2,149.25 |
2,065.75 |
83.50 |
3.9% |
25.00 |
1.2% |
96% |
True |
False |
1,770,976 |
| 10 |
2,149.25 |
1,982.25 |
167.00 |
7.8% |
31.00 |
1.4% |
98% |
True |
False |
1,903,532 |
| 20 |
2,149.25 |
1,981.50 |
167.75 |
7.8% |
32.00 |
1.5% |
98% |
True |
False |
2,046,627 |
| 40 |
2,149.25 |
1,981.50 |
167.75 |
7.8% |
26.00 |
1.2% |
98% |
True |
False |
1,164,528 |
| 60 |
2,149.25 |
1,981.50 |
167.75 |
7.8% |
24.50 |
1.1% |
98% |
True |
False |
778,111 |
| 80 |
2,149.25 |
1,981.50 |
167.75 |
7.8% |
23.50 |
1.1% |
98% |
True |
False |
584,126 |
| 100 |
2,149.25 |
1,871.00 |
278.25 |
13.0% |
24.25 |
1.1% |
99% |
True |
False |
467,378 |
| 120 |
2,149.25 |
1,787.50 |
361.75 |
16.9% |
27.00 |
1.3% |
99% |
True |
False |
389,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,237.50 |
|
2.618 |
2,203.50 |
|
1.618 |
2,182.75 |
|
1.000 |
2,170.00 |
|
0.618 |
2,162.00 |
|
HIGH |
2,149.25 |
|
0.618 |
2,141.25 |
|
0.500 |
2,139.00 |
|
0.382 |
2,136.50 |
|
LOW |
2,128.50 |
|
0.618 |
2,115.75 |
|
1.000 |
2,107.75 |
|
1.618 |
2,095.00 |
|
2.618 |
2,074.25 |
|
4.250 |
2,040.25 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,143.50 |
2,136.50 |
| PP |
2,141.25 |
2,127.50 |
| S1 |
2,139.00 |
2,118.50 |
|