| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,122.50 |
2,137.00 |
14.50 |
0.7% |
2,089.50 |
| High |
2,140.75 |
2,144.00 |
3.25 |
0.2% |
2,116.75 |
| Low |
2,120.50 |
2,131.25 |
10.75 |
0.5% |
2,057.50 |
| Close |
2,137.50 |
2,137.75 |
0.25 |
0.0% |
2,112.00 |
| Range |
20.25 |
12.75 |
-7.50 |
-37.0% |
59.25 |
| ATR |
29.04 |
27.88 |
-1.16 |
-4.0% |
0.00 |
| Volume |
3,840 |
2,179 |
-1,661 |
-43.3% |
13,457 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.00 |
2,169.50 |
2,144.75 |
|
| R3 |
2,163.25 |
2,156.75 |
2,141.25 |
|
| R2 |
2,150.50 |
2,150.50 |
2,140.00 |
|
| R1 |
2,144.00 |
2,144.00 |
2,139.00 |
2,147.25 |
| PP |
2,137.75 |
2,137.75 |
2,137.75 |
2,139.25 |
| S1 |
2,131.25 |
2,131.25 |
2,136.50 |
2,134.50 |
| S2 |
2,125.00 |
2,125.00 |
2,135.50 |
|
| S3 |
2,112.25 |
2,118.50 |
2,134.25 |
|
| S4 |
2,099.50 |
2,105.75 |
2,130.75 |
|
|
| 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 |
2,144.00 |
2,073.25 |
70.75 |
3.3% |
21.50 |
1.0% |
91% |
True |
False |
3,108 |
| 10 |
2,144.00 |
2,014.50 |
129.50 |
6.1% |
27.25 |
1.3% |
95% |
True |
False |
3,226 |
| 20 |
2,144.00 |
1,972.25 |
171.75 |
8.0% |
31.50 |
1.5% |
96% |
True |
False |
3,162 |
| 40 |
2,144.00 |
1,972.25 |
171.75 |
8.0% |
25.00 |
1.2% |
96% |
True |
False |
1,784 |
| 60 |
2,144.00 |
1,972.25 |
171.75 |
8.0% |
23.75 |
1.1% |
96% |
True |
False |
1,393 |
| 80 |
2,144.00 |
1,972.25 |
171.75 |
8.0% |
23.00 |
1.1% |
96% |
True |
False |
1,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,198.25 |
|
2.618 |
2,177.50 |
|
1.618 |
2,164.75 |
|
1.000 |
2,156.75 |
|
0.618 |
2,152.00 |
|
HIGH |
2,144.00 |
|
0.618 |
2,139.25 |
|
0.500 |
2,137.50 |
|
0.382 |
2,136.00 |
|
LOW |
2,131.25 |
|
0.618 |
2,123.25 |
|
1.000 |
2,118.50 |
|
1.618 |
2,110.50 |
|
2.618 |
2,097.75 |
|
4.250 |
2,077.00 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,137.75 |
2,134.50 |
| PP |
2,137.75 |
2,131.00 |
| S1 |
2,137.50 |
2,127.50 |
|