| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,135.50 |
2,146.25 |
10.75 |
0.5% |
2,111.50 |
| High |
2,159.50 |
2,156.00 |
-3.50 |
-0.2% |
2,159.50 |
| Low |
2,135.00 |
2,135.50 |
0.50 |
0.0% |
2,111.25 |
| Close |
2,149.00 |
2,144.50 |
-4.50 |
-0.2% |
2,144.50 |
| Range |
24.50 |
20.50 |
-4.00 |
-16.3% |
48.25 |
| ATR |
27.64 |
27.13 |
-0.51 |
-1.8% |
0.00 |
| Volume |
1,887 |
2,268 |
381 |
20.2% |
13,129 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.75 |
2,196.25 |
2,155.75 |
|
| R3 |
2,186.25 |
2,175.75 |
2,150.25 |
|
| R2 |
2,165.75 |
2,165.75 |
2,148.25 |
|
| R1 |
2,155.25 |
2,155.25 |
2,146.50 |
2,150.25 |
| PP |
2,145.25 |
2,145.25 |
2,145.25 |
2,143.00 |
| S1 |
2,134.75 |
2,134.75 |
2,142.50 |
2,129.75 |
| S2 |
2,124.75 |
2,124.75 |
2,140.75 |
|
| S3 |
2,104.25 |
2,114.25 |
2,138.75 |
|
| S4 |
2,083.75 |
2,093.75 |
2,133.25 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,283.25 |
2,262.00 |
2,171.00 |
|
| R3 |
2,235.00 |
2,213.75 |
2,157.75 |
|
| R2 |
2,186.75 |
2,186.75 |
2,153.25 |
|
| R1 |
2,165.50 |
2,165.50 |
2,149.00 |
2,176.00 |
| PP |
2,138.50 |
2,138.50 |
2,138.50 |
2,143.75 |
| S1 |
2,117.25 |
2,117.25 |
2,140.00 |
2,128.00 |
| S2 |
2,090.25 |
2,090.25 |
2,135.75 |
|
| S3 |
2,042.00 |
2,069.00 |
2,131.25 |
|
| S4 |
1,993.75 |
2,020.75 |
2,118.00 |
|
|
| 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 |
2,111.25 |
48.25 |
2.2% |
19.00 |
0.9% |
69% |
False |
False |
2,625 |
| 10 |
2,159.50 |
2,057.50 |
102.00 |
4.8% |
23.00 |
1.1% |
85% |
False |
False |
2,947 |
| 20 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
31.50 |
1.5% |
92% |
False |
False |
3,257 |
| 40 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
24.75 |
1.2% |
92% |
False |
False |
1,871 |
| 60 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
24.00 |
1.1% |
92% |
False |
False |
1,448 |
| 80 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
23.25 |
1.1% |
92% |
False |
False |
1,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,243.00 |
|
2.618 |
2,209.75 |
|
1.618 |
2,189.25 |
|
1.000 |
2,176.50 |
|
0.618 |
2,168.75 |
|
HIGH |
2,156.00 |
|
0.618 |
2,148.25 |
|
0.500 |
2,145.75 |
|
0.382 |
2,143.25 |
|
LOW |
2,135.50 |
|
0.618 |
2,122.75 |
|
1.000 |
2,115.00 |
|
1.618 |
2,102.25 |
|
2.618 |
2,081.75 |
|
4.250 |
2,048.50 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,145.75 |
2,145.50 |
| PP |
2,145.25 |
2,145.00 |
| S1 |
2,145.00 |
2,144.75 |
|