| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,083.25 |
2,111.50 |
28.25 |
1.4% |
2,089.50 |
| High |
2,116.75 |
2,128.00 |
11.25 |
0.5% |
2,116.75 |
| Low |
2,079.00 |
2,111.25 |
32.25 |
1.6% |
2,057.50 |
| Close |
2,112.00 |
2,122.00 |
10.00 |
0.5% |
2,112.00 |
| Range |
37.75 |
16.75 |
-21.00 |
-55.6% |
59.25 |
| ATR |
30.72 |
29.72 |
-1.00 |
-3.2% |
0.00 |
| Volume |
3,711 |
2,955 |
-756 |
-20.4% |
13,457 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.75 |
2,163.00 |
2,131.25 |
|
| R3 |
2,154.00 |
2,146.25 |
2,126.50 |
|
| R2 |
2,137.25 |
2,137.25 |
2,125.00 |
|
| R1 |
2,129.50 |
2,129.50 |
2,123.50 |
2,133.50 |
| PP |
2,120.50 |
2,120.50 |
2,120.50 |
2,122.25 |
| S1 |
2,112.75 |
2,112.75 |
2,120.50 |
2,116.50 |
| S2 |
2,103.75 |
2,103.75 |
2,119.00 |
|
| S3 |
2,087.00 |
2,096.00 |
2,117.50 |
|
| S4 |
2,070.25 |
2,079.25 |
2,112.75 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,273.25 |
2,251.75 |
2,144.50 |
|
| R3 |
2,214.00 |
2,192.50 |
2,128.25 |
|
| R2 |
2,154.75 |
2,154.75 |
2,122.75 |
|
| R1 |
2,133.25 |
2,133.25 |
2,117.50 |
2,144.00 |
| PP |
2,095.50 |
2,095.50 |
2,095.50 |
2,100.75 |
| S1 |
2,074.00 |
2,074.00 |
2,106.50 |
2,084.75 |
| S2 |
2,036.25 |
2,036.25 |
2,101.25 |
|
| S3 |
1,977.00 |
2,014.75 |
2,095.75 |
|
| S4 |
1,917.75 |
1,955.50 |
2,079.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,128.00 |
2,057.50 |
70.50 |
3.3% |
27.00 |
1.3% |
91% |
True |
False |
3,282 |
| 10 |
2,128.00 |
1,972.25 |
155.75 |
7.3% |
32.75 |
1.5% |
96% |
True |
False |
3,355 |
| 20 |
2,128.00 |
1,972.25 |
155.75 |
7.3% |
32.00 |
1.5% |
96% |
True |
False |
2,910 |
| 40 |
2,128.00 |
1,972.25 |
155.75 |
7.3% |
25.75 |
1.2% |
96% |
True |
False |
1,642 |
| 60 |
2,128.00 |
1,972.25 |
155.75 |
7.3% |
24.00 |
1.1% |
96% |
True |
False |
1,298 |
| 80 |
2,128.00 |
1,972.25 |
155.75 |
7.3% |
23.25 |
1.1% |
96% |
True |
False |
1,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,199.25 |
|
2.618 |
2,171.75 |
|
1.618 |
2,155.00 |
|
1.000 |
2,144.75 |
|
0.618 |
2,138.25 |
|
HIGH |
2,128.00 |
|
0.618 |
2,121.50 |
|
0.500 |
2,119.50 |
|
0.382 |
2,117.75 |
|
LOW |
2,111.25 |
|
0.618 |
2,101.00 |
|
1.000 |
2,094.50 |
|
1.618 |
2,084.25 |
|
2.618 |
2,067.50 |
|
4.250 |
2,040.00 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,121.25 |
2,115.00 |
| PP |
2,120.50 |
2,107.75 |
| S1 |
2,119.50 |
2,100.50 |
|