| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,073.00 |
2,083.25 |
10.25 |
0.5% |
2,006.25 |
| High |
2,085.75 |
2,093.25 |
7.50 |
0.4% |
2,092.00 |
| Low |
2,057.50 |
2,073.25 |
15.75 |
0.8% |
1,972.25 |
| Close |
2,085.50 |
2,083.50 |
-2.00 |
-0.1% |
2,087.75 |
| Range |
28.25 |
20.00 |
-8.25 |
-29.2% |
119.75 |
| ATR |
30.96 |
30.18 |
-0.78 |
-2.5% |
0.00 |
| Volume |
4,070 |
2,859 |
-1,211 |
-29.8% |
17,138 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.25 |
2,133.50 |
2,094.50 |
|
| R3 |
2,123.25 |
2,113.50 |
2,089.00 |
|
| R2 |
2,103.25 |
2,103.25 |
2,087.25 |
|
| R1 |
2,093.50 |
2,093.50 |
2,085.25 |
2,098.50 |
| PP |
2,083.25 |
2,083.25 |
2,083.25 |
2,085.75 |
| S1 |
2,073.50 |
2,073.50 |
2,081.75 |
2,078.50 |
| S2 |
2,063.25 |
2,063.25 |
2,079.75 |
|
| S3 |
2,043.25 |
2,053.50 |
2,078.00 |
|
| S4 |
2,023.25 |
2,033.50 |
2,072.50 |
|
|
| 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 |
2,048.00 |
47.75 |
2.3% |
26.50 |
1.3% |
74% |
False |
False |
3,276 |
| 10 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
42.50 |
2.0% |
80% |
False |
False |
3,965 |
| 20 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
31.00 |
1.5% |
80% |
False |
False |
2,618 |
| 40 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
25.50 |
1.2% |
80% |
False |
False |
1,503 |
| 60 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
23.75 |
1.1% |
80% |
False |
False |
1,190 |
| 80 |
2,111.75 |
1,972.25 |
139.50 |
6.7% |
23.00 |
1.1% |
80% |
False |
False |
940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.25 |
|
2.618 |
2,145.50 |
|
1.618 |
2,125.50 |
|
1.000 |
2,113.25 |
|
0.618 |
2,105.50 |
|
HIGH |
2,093.25 |
|
0.618 |
2,085.50 |
|
0.500 |
2,083.25 |
|
0.382 |
2,081.00 |
|
LOW |
2,073.25 |
|
0.618 |
2,061.00 |
|
1.000 |
2,053.25 |
|
1.618 |
2,041.00 |
|
2.618 |
2,021.00 |
|
4.250 |
1,988.25 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,083.50 |
2,081.25 |
| PP |
2,083.25 |
2,079.00 |
| S1 |
2,083.25 |
2,076.50 |
|