| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,089.50 |
2,073.00 |
-16.50 |
-0.8% |
2,006.25 |
| High |
2,095.75 |
2,085.75 |
-10.00 |
-0.5% |
2,092.00 |
| Low |
2,064.00 |
2,057.50 |
-6.50 |
-0.3% |
1,972.25 |
| Close |
2,074.00 |
2,085.50 |
11.50 |
0.6% |
2,087.75 |
| Range |
31.75 |
28.25 |
-3.50 |
-11.0% |
119.75 |
| ATR |
31.17 |
30.96 |
-0.21 |
-0.7% |
0.00 |
| Volume |
2,817 |
4,070 |
1,253 |
44.5% |
17,138 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.00 |
2,151.50 |
2,101.00 |
|
| R3 |
2,132.75 |
2,123.25 |
2,093.25 |
|
| R2 |
2,104.50 |
2,104.50 |
2,090.75 |
|
| R1 |
2,095.00 |
2,095.00 |
2,088.00 |
2,099.75 |
| PP |
2,076.25 |
2,076.25 |
2,076.25 |
2,078.50 |
| S1 |
2,066.75 |
2,066.75 |
2,083.00 |
2,071.50 |
| S2 |
2,048.00 |
2,048.00 |
2,080.25 |
|
| S3 |
2,019.75 |
2,038.50 |
2,077.75 |
|
| S4 |
1,991.50 |
2,010.25 |
2,070.00 |
|
|
| 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 |
2,014.50 |
81.25 |
3.9% |
33.00 |
1.6% |
87% |
False |
False |
3,343 |
| 10 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
42.00 |
2.0% |
81% |
False |
False |
3,830 |
| 20 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
30.50 |
1.5% |
81% |
False |
False |
2,505 |
| 40 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
25.75 |
1.2% |
81% |
False |
False |
1,436 |
| 60 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
23.75 |
1.1% |
81% |
False |
False |
1,143 |
| 80 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
22.75 |
1.1% |
81% |
False |
False |
905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,205.75 |
|
2.618 |
2,159.75 |
|
1.618 |
2,131.50 |
|
1.000 |
2,114.00 |
|
0.618 |
2,103.25 |
|
HIGH |
2,085.75 |
|
0.618 |
2,075.00 |
|
0.500 |
2,071.50 |
|
0.382 |
2,068.25 |
|
LOW |
2,057.50 |
|
0.618 |
2,040.00 |
|
1.000 |
2,029.25 |
|
1.618 |
2,011.75 |
|
2.618 |
1,983.50 |
|
4.250 |
1,937.50 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,081.00 |
2,082.50 |
| PP |
2,076.25 |
2,079.50 |
| S1 |
2,071.50 |
2,076.50 |
|