| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,160.00 |
2,159.00 |
-1.00 |
0.0% |
2,120.25 |
| High |
2,160.75 |
2,169.75 |
9.00 |
0.4% |
2,168.00 |
| Low |
2,151.25 |
2,155.25 |
4.00 |
0.2% |
2,120.00 |
| Close |
2,158.75 |
2,167.50 |
8.75 |
0.4% |
2,152.75 |
| Range |
9.50 |
14.50 |
5.00 |
52.6% |
48.00 |
| ATR |
25.10 |
24.34 |
-0.76 |
-3.0% |
0.00 |
| Volume |
1,151,631 |
1,134,131 |
-17,500 |
-1.5% |
8,105,701 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.75 |
2,202.00 |
2,175.50 |
|
| R3 |
2,193.25 |
2,187.50 |
2,171.50 |
|
| R2 |
2,178.75 |
2,178.75 |
2,170.25 |
|
| R1 |
2,173.00 |
2,173.00 |
2,168.75 |
2,176.00 |
| PP |
2,164.25 |
2,164.25 |
2,164.25 |
2,165.50 |
| S1 |
2,158.50 |
2,158.50 |
2,166.25 |
2,161.50 |
| S2 |
2,149.75 |
2,149.75 |
2,164.75 |
|
| S3 |
2,135.25 |
2,144.00 |
2,163.50 |
|
| S4 |
2,120.75 |
2,129.50 |
2,159.50 |
|
|
| 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 |
2,169.75 |
2,142.75 |
27.00 |
1.2% |
16.25 |
0.7% |
92% |
True |
False |
1,358,472 |
| 10 |
2,169.75 |
2,081.75 |
88.00 |
4.1% |
19.00 |
0.9% |
97% |
True |
False |
1,522,594 |
| 20 |
2,169.75 |
1,981.50 |
188.25 |
8.7% |
30.50 |
1.4% |
99% |
True |
False |
1,869,557 |
| 40 |
2,169.75 |
1,981.50 |
188.25 |
8.7% |
24.75 |
1.1% |
99% |
True |
False |
1,374,155 |
| 60 |
2,169.75 |
1,981.50 |
188.25 |
8.7% |
24.00 |
1.1% |
99% |
True |
False |
918,319 |
| 80 |
2,169.75 |
1,981.50 |
188.25 |
8.7% |
23.50 |
1.1% |
99% |
True |
False |
689,355 |
| 100 |
2,169.75 |
1,904.75 |
265.00 |
12.2% |
23.25 |
1.1% |
99% |
True |
False |
551,615 |
| 120 |
2,169.75 |
1,787.50 |
382.25 |
17.6% |
25.50 |
1.2% |
99% |
True |
False |
459,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,231.50 |
|
2.618 |
2,207.75 |
|
1.618 |
2,193.25 |
|
1.000 |
2,184.25 |
|
0.618 |
2,178.75 |
|
HIGH |
2,169.75 |
|
0.618 |
2,164.25 |
|
0.500 |
2,162.50 |
|
0.382 |
2,160.75 |
|
LOW |
2,155.25 |
|
0.618 |
2,146.25 |
|
1.000 |
2,140.75 |
|
1.618 |
2,131.75 |
|
2.618 |
2,117.25 |
|
4.250 |
2,093.50 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,165.75 |
2,165.25 |
| PP |
2,164.25 |
2,162.75 |
| S1 |
2,162.50 |
2,160.50 |
|