| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,130.75 |
2,145.75 |
15.00 |
0.7% |
2,099.75 |
| High |
2,149.25 |
2,152.25 |
3.00 |
0.1% |
2,125.50 |
| Low |
2,128.50 |
2,139.50 |
11.00 |
0.5% |
2,065.75 |
| Close |
2,145.75 |
2,146.00 |
0.25 |
0.0% |
2,120.50 |
| Range |
20.75 |
12.75 |
-8.00 |
-38.6% |
59.75 |
| ATR |
29.38 |
28.19 |
-1.19 |
-4.0% |
0.00 |
| Volume |
1,704,053 |
1,633,489 |
-70,564 |
-4.1% |
7,546,443 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,184.25 |
2,177.75 |
2,153.00 |
|
| R3 |
2,171.50 |
2,165.00 |
2,149.50 |
|
| R2 |
2,158.75 |
2,158.75 |
2,148.25 |
|
| R1 |
2,152.25 |
2,152.25 |
2,147.25 |
2,155.50 |
| PP |
2,146.00 |
2,146.00 |
2,146.00 |
2,147.50 |
| S1 |
2,139.50 |
2,139.50 |
2,144.75 |
2,142.75 |
| S2 |
2,133.25 |
2,133.25 |
2,143.75 |
|
| S3 |
2,120.50 |
2,126.75 |
2,142.50 |
|
| S4 |
2,107.75 |
2,114.00 |
2,139.00 |
|
|
| 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 |
2,152.25 |
2,081.75 |
70.50 |
3.3% |
21.75 |
1.0% |
91% |
True |
False |
1,686,715 |
| 10 |
2,152.25 |
2,022.75 |
129.50 |
6.0% |
27.50 |
1.3% |
95% |
True |
False |
1,838,306 |
| 20 |
2,152.25 |
1,981.50 |
170.75 |
8.0% |
31.75 |
1.5% |
96% |
True |
False |
1,989,791 |
| 40 |
2,152.25 |
1,981.50 |
170.75 |
8.0% |
25.50 |
1.2% |
96% |
True |
False |
1,205,205 |
| 60 |
2,152.25 |
1,981.50 |
170.75 |
8.0% |
24.25 |
1.1% |
96% |
True |
False |
805,295 |
| 80 |
2,152.25 |
1,981.50 |
170.75 |
8.0% |
23.50 |
1.1% |
96% |
True |
False |
604,530 |
| 100 |
2,152.25 |
1,871.00 |
281.25 |
13.1% |
24.00 |
1.1% |
98% |
True |
False |
483,711 |
| 120 |
2,152.25 |
1,787.50 |
364.75 |
17.0% |
26.75 |
1.2% |
98% |
True |
False |
403,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,206.50 |
|
2.618 |
2,185.75 |
|
1.618 |
2,173.00 |
|
1.000 |
2,165.00 |
|
0.618 |
2,160.25 |
|
HIGH |
2,152.25 |
|
0.618 |
2,147.50 |
|
0.500 |
2,146.00 |
|
0.382 |
2,144.25 |
|
LOW |
2,139.50 |
|
0.618 |
2,131.50 |
|
1.000 |
2,126.75 |
|
1.618 |
2,118.75 |
|
2.618 |
2,106.00 |
|
4.250 |
2,085.25 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,146.00 |
2,142.75 |
| PP |
2,146.00 |
2,139.50 |
| S1 |
2,146.00 |
2,136.00 |
|