| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,077.25 |
2,089.50 |
12.25 |
0.6% |
2,006.25 |
| High |
2,092.00 |
2,095.75 |
3.75 |
0.2% |
2,092.00 |
| Low |
2,073.50 |
2,064.00 |
-9.50 |
-0.5% |
1,972.25 |
| Close |
2,087.75 |
2,074.00 |
-13.75 |
-0.7% |
2,087.75 |
| Range |
18.50 |
31.75 |
13.25 |
71.6% |
119.75 |
| ATR |
31.12 |
31.17 |
0.04 |
0.1% |
0.00 |
| Volume |
2,892 |
2,817 |
-75 |
-2.6% |
17,138 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.25 |
2,155.25 |
2,091.50 |
|
| R3 |
2,141.50 |
2,123.50 |
2,082.75 |
|
| R2 |
2,109.75 |
2,109.75 |
2,079.75 |
|
| R1 |
2,091.75 |
2,091.75 |
2,077.00 |
2,085.00 |
| PP |
2,078.00 |
2,078.00 |
2,078.00 |
2,074.50 |
| S1 |
2,060.00 |
2,060.00 |
2,071.00 |
2,053.00 |
| S2 |
2,046.25 |
2,046.25 |
2,068.25 |
|
| S3 |
2,014.50 |
2,028.25 |
2,065.25 |
|
| S4 |
1,982.75 |
1,996.50 |
2,056.50 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,410.00 |
2,368.50 |
2,153.50 |
|
| R3 |
2,290.25 |
2,248.75 |
2,120.75 |
|
| R2 |
2,170.50 |
2,170.50 |
2,109.75 |
|
| R1 |
2,129.00 |
2,129.00 |
2,098.75 |
2,149.75 |
| PP |
2,050.75 |
2,050.75 |
2,050.75 |
2,061.00 |
| S1 |
2,009.25 |
2,009.25 |
2,076.75 |
2,030.00 |
| S2 |
1,931.00 |
1,931.00 |
2,065.75 |
|
| S3 |
1,811.25 |
1,889.50 |
2,054.75 |
|
| S4 |
1,691.50 |
1,769.75 |
2,022.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,095.75 |
1,974.25 |
121.50 |
5.9% |
36.50 |
1.8% |
82% |
True |
False |
3,055 |
| 10 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
40.50 |
1.9% |
73% |
False |
False |
3,616 |
| 20 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
29.75 |
1.4% |
73% |
False |
False |
2,341 |
| 40 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
25.25 |
1.2% |
73% |
False |
False |
1,335 |
| 60 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
23.75 |
1.1% |
73% |
False |
False |
1,080 |
| 80 |
2,111.75 |
1,969.25 |
142.50 |
6.9% |
22.75 |
1.1% |
74% |
False |
False |
857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.75 |
|
2.618 |
2,178.75 |
|
1.618 |
2,147.00 |
|
1.000 |
2,127.50 |
|
0.618 |
2,115.25 |
|
HIGH |
2,095.75 |
|
0.618 |
2,083.50 |
|
0.500 |
2,080.00 |
|
0.382 |
2,076.25 |
|
LOW |
2,064.00 |
|
0.618 |
2,044.50 |
|
1.000 |
2,032.25 |
|
1.618 |
2,012.75 |
|
2.618 |
1,981.00 |
|
4.250 |
1,929.00 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,080.00 |
2,073.25 |
| PP |
2,078.00 |
2,072.50 |
| S1 |
2,076.00 |
2,072.00 |
|