| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,154.50 |
2,160.00 |
5.50 |
0.3% |
2,120.25 |
| High |
2,163.25 |
2,160.75 |
-2.50 |
-0.1% |
2,168.00 |
| Low |
2,152.75 |
2,151.25 |
-1.50 |
-0.1% |
2,120.00 |
| Close |
2,160.00 |
2,158.75 |
-1.25 |
-0.1% |
2,152.75 |
| Range |
10.50 |
9.50 |
-1.00 |
-9.5% |
48.00 |
| ATR |
26.30 |
25.10 |
-1.20 |
-4.6% |
0.00 |
| Volume |
1,205,765 |
1,151,631 |
-54,134 |
-4.5% |
8,105,701 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,185.50 |
2,181.50 |
2,164.00 |
|
| R3 |
2,176.00 |
2,172.00 |
2,161.25 |
|
| R2 |
2,166.50 |
2,166.50 |
2,160.50 |
|
| R1 |
2,162.50 |
2,162.50 |
2,159.50 |
2,159.75 |
| PP |
2,157.00 |
2,157.00 |
2,157.00 |
2,155.50 |
| S1 |
2,153.00 |
2,153.00 |
2,158.00 |
2,150.25 |
| S2 |
2,147.50 |
2,147.50 |
2,157.00 |
|
| S3 |
2,138.00 |
2,143.50 |
2,156.25 |
|
| S4 |
2,128.50 |
2,134.00 |
2,153.50 |
|
|
| 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 |
2,139.50 |
28.50 |
1.3% |
16.00 |
0.7% |
68% |
False |
False |
1,458,344 |
| 10 |
2,168.00 |
2,065.75 |
102.25 |
4.7% |
20.50 |
0.9% |
91% |
False |
False |
1,614,660 |
| 20 |
2,168.00 |
1,981.50 |
186.50 |
8.6% |
30.50 |
1.4% |
95% |
False |
False |
1,882,885 |
| 40 |
2,168.00 |
1,981.50 |
186.50 |
8.6% |
24.50 |
1.1% |
95% |
False |
False |
1,345,973 |
| 60 |
2,168.00 |
1,981.50 |
186.50 |
8.6% |
24.00 |
1.1% |
95% |
False |
False |
899,434 |
| 80 |
2,168.00 |
1,981.50 |
186.50 |
8.6% |
23.50 |
1.1% |
95% |
False |
False |
675,190 |
| 100 |
2,168.00 |
1,904.75 |
263.25 |
12.2% |
23.50 |
1.1% |
96% |
False |
False |
540,278 |
| 120 |
2,168.00 |
1,787.50 |
380.50 |
17.6% |
25.75 |
1.2% |
98% |
False |
False |
450,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.00 |
|
2.618 |
2,185.50 |
|
1.618 |
2,176.00 |
|
1.000 |
2,170.25 |
|
0.618 |
2,166.50 |
|
HIGH |
2,160.75 |
|
0.618 |
2,157.00 |
|
0.500 |
2,156.00 |
|
0.382 |
2,155.00 |
|
LOW |
2,151.25 |
|
0.618 |
2,145.50 |
|
1.000 |
2,141.75 |
|
1.618 |
2,136.00 |
|
2.618 |
2,126.50 |
|
4.250 |
2,111.00 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,157.75 |
2,157.25 |
| PP |
2,157.00 |
2,155.50 |
| S1 |
2,156.00 |
2,154.00 |
|