| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
9,798.5 |
9,929.5 |
131.0 |
1.3% |
9,692.5 |
| High |
10,005.0 |
9,992.5 |
-12.5 |
-0.1% |
9,692.5 |
| Low |
9,786.0 |
9,887.5 |
101.5 |
1.0% |
9,290.0 |
| Close |
9,964.5 |
9,942.0 |
-22.5 |
-0.2% |
9,629.5 |
| Range |
219.0 |
105.0 |
-114.0 |
-52.1% |
402.5 |
| ATR |
243.8 |
233.9 |
-9.9 |
-4.1% |
0.0 |
| Volume |
66,431 |
90,200 |
23,769 |
35.8% |
388,500 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,255.7 |
10,203.8 |
9,999.8 |
|
| R3 |
10,150.7 |
10,098.8 |
9,970.9 |
|
| R2 |
10,045.7 |
10,045.7 |
9,961.3 |
|
| R1 |
9,993.8 |
9,993.8 |
9,951.6 |
10,019.8 |
| PP |
9,940.7 |
9,940.7 |
9,940.7 |
9,953.6 |
| S1 |
9,888.8 |
9,888.8 |
9,932.4 |
9,914.8 |
| S2 |
9,835.7 |
9,835.7 |
9,922.8 |
|
| S3 |
9,730.7 |
9,783.8 |
9,913.1 |
|
| S4 |
9,625.7 |
9,678.8 |
9,884.3 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,744.8 |
10,589.7 |
9,850.9 |
|
| R3 |
10,342.3 |
10,187.2 |
9,740.2 |
|
| R2 |
9,939.8 |
9,939.8 |
9,703.3 |
|
| R1 |
9,784.7 |
9,784.7 |
9,666.4 |
9,661.0 |
| PP |
9,537.3 |
9,537.3 |
9,537.3 |
9,475.5 |
| S1 |
9,382.2 |
9,382.2 |
9,592.6 |
9,258.5 |
| S2 |
9,134.8 |
9,134.8 |
9,555.7 |
|
| S3 |
8,732.3 |
8,979.7 |
9,518.8 |
|
| S4 |
8,329.8 |
8,577.2 |
9,408.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,005.0 |
9,351.5 |
653.5 |
6.6% |
183.2 |
1.8% |
90% |
False |
False |
85,009 |
| 10 |
10,005.0 |
9,290.0 |
715.0 |
7.2% |
195.9 |
2.0% |
91% |
False |
False |
87,198 |
| 20 |
10,340.0 |
9,152.5 |
1,187.5 |
11.9% |
212.0 |
2.1% |
66% |
False |
False |
101,335 |
| 40 |
10,357.0 |
9,152.5 |
1,204.5 |
12.1% |
178.7 |
1.8% |
66% |
False |
False |
54,665 |
| 60 |
10,508.0 |
9,152.5 |
1,355.5 |
13.6% |
168.3 |
1.7% |
58% |
False |
False |
36,498 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.6% |
163.0 |
1.6% |
58% |
False |
False |
27,416 |
| 100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.6% |
151.8 |
1.5% |
58% |
False |
False |
21,947 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.9% |
149.7 |
1.5% |
68% |
False |
False |
18,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,438.8 |
|
2.618 |
10,267.4 |
|
1.618 |
10,162.4 |
|
1.000 |
10,097.5 |
|
0.618 |
10,057.4 |
|
HIGH |
9,992.5 |
|
0.618 |
9,952.4 |
|
0.500 |
9,940.0 |
|
0.382 |
9,927.6 |
|
LOW |
9,887.5 |
|
0.618 |
9,822.6 |
|
1.000 |
9,782.5 |
|
1.618 |
9,717.6 |
|
2.618 |
9,612.6 |
|
4.250 |
9,441.3 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,941.3 |
9,908.1 |
| PP |
9,940.7 |
9,874.2 |
| S1 |
9,940.0 |
9,840.3 |
|