| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,111.50 |
2,122.50 |
11.00 |
0.5% |
2,089.50 |
| High |
2,128.00 |
2,140.75 |
12.75 |
0.6% |
2,116.75 |
| Low |
2,111.25 |
2,120.50 |
9.25 |
0.4% |
2,057.50 |
| Close |
2,122.00 |
2,137.50 |
15.50 |
0.7% |
2,112.00 |
| Range |
16.75 |
20.25 |
3.50 |
20.9% |
59.25 |
| ATR |
29.72 |
29.04 |
-0.68 |
-2.3% |
0.00 |
| Volume |
2,955 |
3,840 |
885 |
29.9% |
13,457 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.75 |
2,185.75 |
2,148.75 |
|
| R3 |
2,173.50 |
2,165.50 |
2,143.00 |
|
| R2 |
2,153.25 |
2,153.25 |
2,141.25 |
|
| R1 |
2,145.25 |
2,145.25 |
2,139.25 |
2,149.25 |
| PP |
2,133.00 |
2,133.00 |
2,133.00 |
2,135.00 |
| S1 |
2,125.00 |
2,125.00 |
2,135.75 |
2,129.00 |
| S2 |
2,112.75 |
2,112.75 |
2,133.75 |
|
| S3 |
2,092.50 |
2,104.75 |
2,132.00 |
|
| S4 |
2,072.25 |
2,084.50 |
2,126.25 |
|
|
| 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 |
2,140.75 |
2,057.50 |
83.25 |
3.9% |
24.50 |
1.2% |
96% |
True |
False |
3,487 |
| 10 |
2,140.75 |
1,974.25 |
166.50 |
7.8% |
30.50 |
1.4% |
98% |
True |
False |
3,271 |
| 20 |
2,140.75 |
1,972.25 |
168.50 |
7.9% |
31.75 |
1.5% |
98% |
True |
False |
3,081 |
| 40 |
2,140.75 |
1,972.25 |
168.50 |
7.9% |
25.50 |
1.2% |
98% |
True |
False |
1,735 |
| 60 |
2,140.75 |
1,972.25 |
168.50 |
7.9% |
24.25 |
1.1% |
98% |
True |
False |
1,361 |
| 80 |
2,140.75 |
1,972.25 |
168.50 |
7.9% |
23.00 |
1.1% |
98% |
True |
False |
1,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,226.75 |
|
2.618 |
2,193.75 |
|
1.618 |
2,173.50 |
|
1.000 |
2,161.00 |
|
0.618 |
2,153.25 |
|
HIGH |
2,140.75 |
|
0.618 |
2,133.00 |
|
0.500 |
2,130.50 |
|
0.382 |
2,128.25 |
|
LOW |
2,120.50 |
|
0.618 |
2,108.00 |
|
1.000 |
2,100.25 |
|
1.618 |
2,087.75 |
|
2.618 |
2,067.50 |
|
4.250 |
2,034.50 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,135.25 |
2,128.25 |
| PP |
2,133.00 |
2,119.00 |
| S1 |
2,130.50 |
2,110.00 |
|