| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,166.00 |
2,162.75 |
-3.25 |
-0.2% |
2,154.50 |
| High |
2,169.25 |
2,168.50 |
-0.75 |
0.0% |
2,170.25 |
| Low |
2,152.00 |
2,153.50 |
1.50 |
0.1% |
2,151.25 |
| Close |
2,160.50 |
2,164.75 |
4.25 |
0.2% |
2,167.50 |
| Range |
17.25 |
15.00 |
-2.25 |
-13.0% |
19.00 |
| ATR |
21.66 |
21.19 |
-0.48 |
-2.2% |
0.00 |
| Volume |
1,642,569 |
1,622,142 |
-20,427 |
-1.2% |
5,925,264 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.25 |
2,201.00 |
2,173.00 |
|
| R3 |
2,192.25 |
2,186.00 |
2,169.00 |
|
| R2 |
2,177.25 |
2,177.25 |
2,167.50 |
|
| R1 |
2,171.00 |
2,171.00 |
2,166.00 |
2,174.00 |
| PP |
2,162.25 |
2,162.25 |
2,162.25 |
2,163.75 |
| S1 |
2,156.00 |
2,156.00 |
2,163.50 |
2,159.00 |
| S2 |
2,147.25 |
2,147.25 |
2,162.00 |
|
| S3 |
2,132.25 |
2,141.00 |
2,160.50 |
|
| S4 |
2,117.25 |
2,126.00 |
2,156.50 |
|
|
| 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 |
2,172.50 |
2,152.00 |
20.50 |
0.9% |
15.25 |
0.7% |
62% |
False |
False |
1,454,342 |
| 10 |
2,172.50 |
2,143.25 |
29.25 |
1.4% |
15.00 |
0.7% |
74% |
False |
False |
1,358,219 |
| 20 |
2,172.50 |
2,056.50 |
116.00 |
5.4% |
20.00 |
0.9% |
93% |
False |
False |
1,584,133 |
| 40 |
2,172.50 |
1,981.50 |
191.00 |
8.8% |
24.25 |
1.1% |
96% |
False |
False |
1,586,263 |
| 60 |
2,172.50 |
1,981.50 |
191.00 |
8.8% |
23.25 |
1.1% |
96% |
False |
False |
1,060,599 |
| 80 |
2,172.50 |
1,981.50 |
191.00 |
8.8% |
23.00 |
1.1% |
96% |
False |
False |
796,300 |
| 100 |
2,172.50 |
1,950.50 |
222.00 |
10.3% |
22.75 |
1.0% |
97% |
False |
False |
637,325 |
| 120 |
2,172.50 |
1,787.50 |
385.00 |
17.8% |
24.25 |
1.1% |
98% |
False |
False |
531,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,232.25 |
|
2.618 |
2,207.75 |
|
1.618 |
2,192.75 |
|
1.000 |
2,183.50 |
|
0.618 |
2,177.75 |
|
HIGH |
2,168.50 |
|
0.618 |
2,162.75 |
|
0.500 |
2,161.00 |
|
0.382 |
2,159.25 |
|
LOW |
2,153.50 |
|
0.618 |
2,144.25 |
|
1.000 |
2,138.50 |
|
1.618 |
2,129.25 |
|
2.618 |
2,114.25 |
|
4.250 |
2,089.75 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,163.50 |
2,163.50 |
| PP |
2,162.25 |
2,162.00 |
| S1 |
2,161.00 |
2,160.50 |
|