| 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 |
1,327.5 |
1,347.5 |
20.0 |
1.5% |
1,340.6 |
| High |
1,350.0 |
1,352.6 |
2.6 |
0.2% |
1,346.2 |
| Low |
1,323.0 |
1,339.2 |
16.2 |
1.2% |
1,318.5 |
| Close |
1,334.5 |
1,341.2 |
6.7 |
0.5% |
1,331.5 |
| Range |
27.0 |
13.4 |
-13.6 |
-50.4% |
27.7 |
| ATR |
20.5 |
20.4 |
-0.2 |
-0.9% |
0.0 |
| Volume |
170,657 |
194,758 |
24,101 |
14.1% |
206,893 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,384.5 |
1,376.3 |
1,348.6 |
|
| R3 |
1,371.1 |
1,362.9 |
1,344.9 |
|
| R2 |
1,357.7 |
1,357.7 |
1,343.7 |
|
| R1 |
1,349.5 |
1,349.5 |
1,342.4 |
1,346.9 |
| PP |
1,344.3 |
1,344.3 |
1,344.3 |
1,343.1 |
| S1 |
1,336.1 |
1,336.1 |
1,340.0 |
1,333.5 |
| S2 |
1,330.9 |
1,330.9 |
1,338.7 |
|
| S3 |
1,317.5 |
1,322.7 |
1,337.5 |
|
| S4 |
1,304.1 |
1,309.3 |
1,333.8 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,415.2 |
1,401.0 |
1,346.7 |
|
| R3 |
1,387.5 |
1,373.3 |
1,339.1 |
|
| R2 |
1,359.8 |
1,359.8 |
1,336.6 |
|
| R1 |
1,345.6 |
1,345.6 |
1,334.0 |
1,338.9 |
| PP |
1,332.1 |
1,332.1 |
1,332.1 |
1,328.7 |
| S1 |
1,317.9 |
1,317.9 |
1,329.0 |
1,311.2 |
| S2 |
1,304.4 |
1,304.4 |
1,326.4 |
|
| S3 |
1,276.7 |
1,290.2 |
1,323.9 |
|
| S4 |
1,249.0 |
1,262.5 |
1,316.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,352.6 |
1,319.3 |
33.3 |
2.5% |
15.5 |
1.2% |
66% |
True |
False |
129,607 |
| 10 |
1,352.6 |
1,318.5 |
34.1 |
2.5% |
16.5 |
1.2% |
67% |
True |
False |
81,056 |
| 20 |
1,384.4 |
1,318.5 |
65.9 |
4.9% |
19.7 |
1.5% |
34% |
False |
False |
52,783 |
| 40 |
1,384.4 |
1,214.9 |
169.5 |
12.6% |
21.4 |
1.6% |
75% |
False |
False |
31,061 |
| 60 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.8 |
1.5% |
76% |
False |
False |
22,677 |
| 80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.2 |
1.4% |
76% |
False |
False |
17,686 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.5 |
1.5% |
76% |
False |
False |
14,542 |
| 120 |
1,384.4 |
1,168.0 |
216.4 |
16.1% |
20.5 |
1.5% |
80% |
False |
False |
12,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,409.6 |
|
2.618 |
1,387.7 |
|
1.618 |
1,374.3 |
|
1.000 |
1,366.0 |
|
0.618 |
1,360.9 |
|
HIGH |
1,352.6 |
|
0.618 |
1,347.5 |
|
0.500 |
1,345.9 |
|
0.382 |
1,344.3 |
|
LOW |
1,339.2 |
|
0.618 |
1,330.9 |
|
1.000 |
1,325.8 |
|
1.618 |
1,317.5 |
|
2.618 |
1,304.1 |
|
4.250 |
1,282.3 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,345.9 |
1,339.8 |
| PP |
1,344.3 |
1,338.4 |
| S1 |
1,342.8 |
1,337.0 |
|