| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,146.00 |
2,152.50 |
6.50 |
0.3% |
2,111.50 |
| High |
2,154.75 |
2,152.50 |
-2.25 |
-0.1% |
2,159.50 |
| Low |
2,144.75 |
2,143.50 |
-1.25 |
-0.1% |
2,111.25 |
| Close |
2,151.75 |
2,150.50 |
-1.25 |
-0.1% |
2,144.50 |
| Range |
10.00 |
9.00 |
-1.00 |
-10.0% |
48.25 |
| ATR |
25.92 |
24.71 |
-1.21 |
-4.7% |
0.00 |
| Volume |
1,292 |
1,302 |
10 |
0.8% |
13,129 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.75 |
2,172.25 |
2,155.50 |
|
| R3 |
2,166.75 |
2,163.25 |
2,153.00 |
|
| R2 |
2,157.75 |
2,157.75 |
2,152.25 |
|
| R1 |
2,154.25 |
2,154.25 |
2,151.25 |
2,151.50 |
| PP |
2,148.75 |
2,148.75 |
2,148.75 |
2,147.50 |
| S1 |
2,145.25 |
2,145.25 |
2,149.75 |
2,142.50 |
| S2 |
2,139.75 |
2,139.75 |
2,148.75 |
|
| S3 |
2,130.75 |
2,136.25 |
2,148.00 |
|
| S4 |
2,121.75 |
2,127.25 |
2,145.50 |
|
|
| 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 |
2,131.25 |
28.25 |
1.3% |
15.25 |
0.7% |
68% |
False |
False |
1,785 |
| 10 |
2,159.50 |
2,057.50 |
102.00 |
4.7% |
20.00 |
0.9% |
91% |
False |
False |
2,636 |
| 20 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
30.25 |
1.4% |
95% |
False |
False |
3,126 |
| 40 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
24.25 |
1.1% |
95% |
False |
False |
1,923 |
| 60 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
23.75 |
1.1% |
95% |
False |
False |
1,483 |
| 80 |
2,159.50 |
1,972.25 |
187.25 |
8.7% |
23.00 |
1.1% |
95% |
False |
False |
1,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,190.75 |
|
2.618 |
2,176.00 |
|
1.618 |
2,167.00 |
|
1.000 |
2,161.50 |
|
0.618 |
2,158.00 |
|
HIGH |
2,152.50 |
|
0.618 |
2,149.00 |
|
0.500 |
2,148.00 |
|
0.382 |
2,147.00 |
|
LOW |
2,143.50 |
|
0.618 |
2,138.00 |
|
1.000 |
2,134.50 |
|
1.618 |
2,129.00 |
|
2.618 |
2,120.00 |
|
4.250 |
2,105.25 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,149.75 |
2,149.00 |
| PP |
2,148.75 |
2,147.25 |
| S1 |
2,148.00 |
2,145.75 |
|