| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,137.00 |
2,135.50 |
-1.50 |
-0.1% |
2,089.50 |
| High |
2,144.00 |
2,159.50 |
15.50 |
0.7% |
2,116.75 |
| Low |
2,131.25 |
2,135.00 |
3.75 |
0.2% |
2,057.50 |
| Close |
2,137.75 |
2,149.00 |
11.25 |
0.5% |
2,112.00 |
| Range |
12.75 |
24.50 |
11.75 |
92.2% |
59.25 |
| ATR |
27.88 |
27.64 |
-0.24 |
-0.9% |
0.00 |
| Volume |
2,179 |
1,887 |
-292 |
-13.4% |
13,457 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.25 |
2,209.75 |
2,162.50 |
|
| R3 |
2,196.75 |
2,185.25 |
2,155.75 |
|
| R2 |
2,172.25 |
2,172.25 |
2,153.50 |
|
| R1 |
2,160.75 |
2,160.75 |
2,151.25 |
2,166.50 |
| PP |
2,147.75 |
2,147.75 |
2,147.75 |
2,150.75 |
| S1 |
2,136.25 |
2,136.25 |
2,146.75 |
2,142.00 |
| S2 |
2,123.25 |
2,123.25 |
2,144.50 |
|
| S3 |
2,098.75 |
2,111.75 |
2,142.25 |
|
| S4 |
2,074.25 |
2,087.25 |
2,135.50 |
|
|
| 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 |
2,159.50 |
2,079.00 |
80.50 |
3.7% |
22.50 |
1.0% |
87% |
True |
False |
2,914 |
| 10 |
2,159.50 |
2,048.00 |
111.50 |
5.2% |
24.50 |
1.1% |
91% |
True |
False |
3,095 |
| 20 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
32.00 |
1.5% |
94% |
True |
False |
3,211 |
| 40 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
24.75 |
1.2% |
94% |
True |
False |
1,825 |
| 60 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
24.00 |
1.1% |
94% |
True |
False |
1,413 |
| 80 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
23.25 |
1.1% |
94% |
True |
False |
1,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,263.50 |
|
2.618 |
2,223.75 |
|
1.618 |
2,199.25 |
|
1.000 |
2,184.00 |
|
0.618 |
2,174.75 |
|
HIGH |
2,159.50 |
|
0.618 |
2,150.25 |
|
0.500 |
2,147.25 |
|
0.382 |
2,144.25 |
|
LOW |
2,135.00 |
|
0.618 |
2,119.75 |
|
1.000 |
2,110.50 |
|
1.618 |
2,095.25 |
|
2.618 |
2,070.75 |
|
4.250 |
2,031.00 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,148.50 |
2,146.00 |
| PP |
2,147.75 |
2,143.00 |
| S1 |
2,147.25 |
2,140.00 |
|