| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,145.25 |
2,156.50 |
11.25 |
0.5% |
2,120.25 |
| High |
2,168.00 |
2,164.75 |
-3.25 |
-0.1% |
2,168.00 |
| Low |
2,142.75 |
2,143.25 |
0.50 |
0.0% |
2,120.00 |
| Close |
2,157.25 |
2,152.75 |
-4.50 |
-0.2% |
2,152.75 |
| Range |
25.25 |
21.50 |
-3.75 |
-14.9% |
48.00 |
| ATR |
27.98 |
27.52 |
-0.46 |
-1.7% |
0.00 |
| Volume |
1,782,561 |
1,518,276 |
-264,285 |
-14.8% |
8,105,701 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,218.00 |
2,207.00 |
2,164.50 |
|
| R3 |
2,196.50 |
2,185.50 |
2,158.75 |
|
| R2 |
2,175.00 |
2,175.00 |
2,156.75 |
|
| R1 |
2,164.00 |
2,164.00 |
2,154.75 |
2,158.75 |
| PP |
2,153.50 |
2,153.50 |
2,153.50 |
2,151.00 |
| S1 |
2,142.50 |
2,142.50 |
2,150.75 |
2,137.25 |
| S2 |
2,132.00 |
2,132.00 |
2,148.75 |
|
| S3 |
2,110.50 |
2,121.00 |
2,146.75 |
|
| S4 |
2,089.00 |
2,099.50 |
2,141.00 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,291.00 |
2,269.75 |
2,179.25 |
|
| R3 |
2,243.00 |
2,221.75 |
2,166.00 |
|
| R2 |
2,195.00 |
2,195.00 |
2,161.50 |
|
| R1 |
2,173.75 |
2,173.75 |
2,157.25 |
2,184.50 |
| PP |
2,147.00 |
2,147.00 |
2,147.00 |
2,152.25 |
| S1 |
2,125.75 |
2,125.75 |
2,148.25 |
2,136.50 |
| S2 |
2,099.00 |
2,099.00 |
2,144.00 |
|
| S3 |
2,051.00 |
2,077.75 |
2,139.50 |
|
| S4 |
2,003.00 |
2,029.75 |
2,126.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,168.00 |
2,120.00 |
48.00 |
2.2% |
19.50 |
0.9% |
68% |
False |
False |
1,621,140 |
| 10 |
2,168.00 |
2,065.75 |
102.25 |
4.7% |
23.50 |
1.1% |
85% |
False |
False |
1,731,752 |
| 20 |
2,168.00 |
1,981.50 |
186.50 |
8.7% |
31.75 |
1.5% |
92% |
False |
False |
1,936,617 |
| 40 |
2,168.00 |
1,981.50 |
186.50 |
8.7% |
25.00 |
1.2% |
92% |
False |
False |
1,287,331 |
| 60 |
2,168.00 |
1,981.50 |
186.50 |
8.7% |
24.50 |
1.1% |
92% |
False |
False |
860,216 |
| 80 |
2,168.00 |
1,981.50 |
186.50 |
8.7% |
23.75 |
1.1% |
92% |
False |
False |
645,749 |
| 100 |
2,168.00 |
1,871.00 |
297.00 |
13.8% |
24.00 |
1.1% |
95% |
False |
False |
516,717 |
| 120 |
2,168.00 |
1,787.50 |
380.50 |
17.7% |
26.25 |
1.2% |
96% |
False |
False |
430,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,256.00 |
|
2.618 |
2,221.00 |
|
1.618 |
2,199.50 |
|
1.000 |
2,186.25 |
|
0.618 |
2,178.00 |
|
HIGH |
2,164.75 |
|
0.618 |
2,156.50 |
|
0.500 |
2,154.00 |
|
0.382 |
2,151.50 |
|
LOW |
2,143.25 |
|
0.618 |
2,130.00 |
|
1.000 |
2,121.75 |
|
1.618 |
2,108.50 |
|
2.618 |
2,087.00 |
|
4.250 |
2,052.00 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,154.00 |
2,153.75 |
| PP |
2,153.50 |
2,153.50 |
| S1 |
2,153.25 |
2,153.00 |
|