| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,168.25 |
2,159.00 |
-9.25 |
-0.4% |
2,154.50 |
| High |
2,170.25 |
2,169.25 |
-1.00 |
0.0% |
2,170.25 |
| Low |
2,153.50 |
2,156.00 |
2.50 |
0.1% |
2,151.25 |
| Close |
2,158.00 |
2,167.50 |
9.50 |
0.4% |
2,167.50 |
| Range |
16.75 |
13.25 |
-3.50 |
-20.9% |
19.00 |
| ATR |
23.80 |
23.05 |
-0.75 |
-3.2% |
0.00 |
| Volume |
1,300,678 |
1,133,059 |
-167,619 |
-12.9% |
5,925,264 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,204.00 |
2,199.00 |
2,174.75 |
|
| R3 |
2,190.75 |
2,185.75 |
2,171.25 |
|
| R2 |
2,177.50 |
2,177.50 |
2,170.00 |
|
| R1 |
2,172.50 |
2,172.50 |
2,168.75 |
2,175.00 |
| PP |
2,164.25 |
2,164.25 |
2,164.25 |
2,165.50 |
| S1 |
2,159.25 |
2,159.25 |
2,166.25 |
2,161.75 |
| S2 |
2,151.00 |
2,151.00 |
2,165.00 |
|
| S3 |
2,137.75 |
2,146.00 |
2,163.75 |
|
| S4 |
2,124.50 |
2,132.75 |
2,160.25 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,220.00 |
2,212.75 |
2,178.00 |
|
| R3 |
2,201.00 |
2,193.75 |
2,172.75 |
|
| R2 |
2,182.00 |
2,182.00 |
2,171.00 |
|
| R1 |
2,174.75 |
2,174.75 |
2,169.25 |
2,178.50 |
| PP |
2,163.00 |
2,163.00 |
2,163.00 |
2,164.75 |
| S1 |
2,155.75 |
2,155.75 |
2,165.75 |
2,159.50 |
| S2 |
2,144.00 |
2,144.00 |
2,164.00 |
|
| S3 |
2,125.00 |
2,136.75 |
2,162.25 |
|
| S4 |
2,106.00 |
2,117.75 |
2,157.00 |
|
|
| 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 |
2,151.25 |
19.00 |
0.9% |
13.00 |
0.6% |
86% |
False |
False |
1,185,052 |
| 10 |
2,170.25 |
2,120.00 |
50.25 |
2.3% |
16.25 |
0.7% |
95% |
False |
False |
1,403,096 |
| 20 |
2,170.25 |
1,981.50 |
188.75 |
8.7% |
29.75 |
1.4% |
99% |
False |
False |
1,854,526 |
| 40 |
2,170.25 |
1,981.50 |
188.75 |
8.7% |
24.00 |
1.1% |
99% |
False |
False |
1,434,501 |
| 60 |
2,170.25 |
1,981.50 |
188.75 |
8.7% |
24.00 |
1.1% |
99% |
False |
False |
958,812 |
| 80 |
2,170.25 |
1,981.50 |
188.75 |
8.7% |
23.25 |
1.1% |
99% |
False |
False |
719,723 |
| 100 |
2,170.25 |
1,950.00 |
220.25 |
10.2% |
22.75 |
1.1% |
99% |
False |
False |
575,947 |
| 120 |
2,170.25 |
1,787.50 |
382.75 |
17.7% |
25.00 |
1.2% |
99% |
False |
False |
480,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,225.50 |
|
2.618 |
2,204.00 |
|
1.618 |
2,190.75 |
|
1.000 |
2,182.50 |
|
0.618 |
2,177.50 |
|
HIGH |
2,169.25 |
|
0.618 |
2,164.25 |
|
0.500 |
2,162.50 |
|
0.382 |
2,161.00 |
|
LOW |
2,156.00 |
|
0.618 |
2,147.75 |
|
1.000 |
2,142.75 |
|
1.618 |
2,134.50 |
|
2.618 |
2,121.25 |
|
4.250 |
2,099.75 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,166.00 |
2,165.50 |
| PP |
2,164.25 |
2,163.75 |
| S1 |
2,162.50 |
2,162.00 |
|