| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,146.25 |
2,146.00 |
-0.25 |
0.0% |
2,111.50 |
| High |
2,156.00 |
2,154.75 |
-1.25 |
-0.1% |
2,159.50 |
| Low |
2,135.50 |
2,144.75 |
9.25 |
0.4% |
2,111.25 |
| Close |
2,144.50 |
2,151.75 |
7.25 |
0.3% |
2,144.50 |
| Range |
20.50 |
10.00 |
-10.50 |
-51.2% |
48.25 |
| ATR |
27.13 |
25.92 |
-1.21 |
-4.4% |
0.00 |
| Volume |
2,268 |
1,292 |
-976 |
-43.0% |
13,129 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.50 |
2,176.00 |
2,157.25 |
|
| R3 |
2,170.50 |
2,166.00 |
2,154.50 |
|
| R2 |
2,160.50 |
2,160.50 |
2,153.50 |
|
| R1 |
2,156.00 |
2,156.00 |
2,152.75 |
2,158.25 |
| PP |
2,150.50 |
2,150.50 |
2,150.50 |
2,151.50 |
| S1 |
2,146.00 |
2,146.00 |
2,150.75 |
2,148.25 |
| S2 |
2,140.50 |
2,140.50 |
2,150.00 |
|
| S3 |
2,130.50 |
2,136.00 |
2,149.00 |
|
| S4 |
2,120.50 |
2,126.00 |
2,146.25 |
|
|
| 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 |
2,120.50 |
39.00 |
1.8% |
17.50 |
0.8% |
80% |
False |
False |
2,293 |
| 10 |
2,159.50 |
2,057.50 |
102.00 |
4.7% |
22.25 |
1.0% |
92% |
False |
False |
2,787 |
| 20 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
30.75 |
1.4% |
96% |
False |
False |
3,231 |
| 40 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
24.50 |
1.1% |
96% |
False |
False |
1,893 |
| 60 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
23.75 |
1.1% |
96% |
False |
False |
1,467 |
| 80 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
23.25 |
1.1% |
96% |
False |
False |
1,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,197.25 |
|
2.618 |
2,181.00 |
|
1.618 |
2,171.00 |
|
1.000 |
2,164.75 |
|
0.618 |
2,161.00 |
|
HIGH |
2,154.75 |
|
0.618 |
2,151.00 |
|
0.500 |
2,149.75 |
|
0.382 |
2,148.50 |
|
LOW |
2,144.75 |
|
0.618 |
2,138.50 |
|
1.000 |
2,134.75 |
|
1.618 |
2,128.50 |
|
2.618 |
2,118.50 |
|
4.250 |
2,102.25 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,151.00 |
2,150.25 |
| PP |
2,150.50 |
2,148.75 |
| S1 |
2,149.75 |
2,147.25 |
|