| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,159.00 |
2,168.25 |
9.25 |
0.4% |
2,120.25 |
| High |
2,169.75 |
2,170.25 |
0.50 |
0.0% |
2,168.00 |
| Low |
2,155.25 |
2,153.50 |
-1.75 |
-0.1% |
2,120.00 |
| Close |
2,167.50 |
2,158.00 |
-9.50 |
-0.4% |
2,152.75 |
| Range |
14.50 |
16.75 |
2.25 |
15.5% |
48.00 |
| ATR |
24.34 |
23.80 |
-0.54 |
-2.2% |
0.00 |
| Volume |
1,134,131 |
1,300,678 |
166,547 |
14.7% |
8,105,701 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.75 |
2,201.25 |
2,167.25 |
|
| R3 |
2,194.00 |
2,184.50 |
2,162.50 |
|
| R2 |
2,177.25 |
2,177.25 |
2,161.00 |
|
| R1 |
2,167.75 |
2,167.75 |
2,159.50 |
2,164.00 |
| PP |
2,160.50 |
2,160.50 |
2,160.50 |
2,158.75 |
| S1 |
2,151.00 |
2,151.00 |
2,156.50 |
2,147.50 |
| S2 |
2,143.75 |
2,143.75 |
2,155.00 |
|
| S3 |
2,127.00 |
2,134.25 |
2,153.50 |
|
| S4 |
2,110.25 |
2,117.50 |
2,148.75 |
|
|
| 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 |
2,170.25 |
2,143.25 |
27.00 |
1.3% |
14.50 |
0.7% |
55% |
True |
False |
1,262,096 |
| 10 |
2,170.25 |
2,087.50 |
82.75 |
3.8% |
18.50 |
0.9% |
85% |
True |
False |
1,486,026 |
| 20 |
2,170.25 |
1,981.50 |
188.75 |
8.7% |
30.75 |
1.4% |
94% |
True |
False |
1,863,599 |
| 40 |
2,170.25 |
1,981.50 |
188.75 |
8.7% |
24.25 |
1.1% |
94% |
True |
False |
1,406,447 |
| 60 |
2,170.25 |
1,981.50 |
188.75 |
8.7% |
24.25 |
1.1% |
94% |
True |
False |
939,949 |
| 80 |
2,170.25 |
1,981.50 |
188.75 |
8.7% |
23.25 |
1.1% |
94% |
True |
False |
705,587 |
| 100 |
2,170.25 |
1,904.75 |
265.50 |
12.3% |
23.25 |
1.1% |
95% |
True |
False |
564,621 |
| 120 |
2,170.25 |
1,787.50 |
382.75 |
17.7% |
25.25 |
1.2% |
97% |
True |
False |
470,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,241.50 |
|
2.618 |
2,214.00 |
|
1.618 |
2,197.25 |
|
1.000 |
2,187.00 |
|
0.618 |
2,180.50 |
|
HIGH |
2,170.25 |
|
0.618 |
2,163.75 |
|
0.500 |
2,162.00 |
|
0.382 |
2,160.00 |
|
LOW |
2,153.50 |
|
0.618 |
2,143.25 |
|
1.000 |
2,136.75 |
|
1.618 |
2,126.50 |
|
2.618 |
2,109.75 |
|
4.250 |
2,082.25 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,162.00 |
2,160.75 |
| PP |
2,160.50 |
2,159.75 |
| S1 |
2,159.25 |
2,159.00 |
|