| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,152.50 |
2,151.00 |
-1.50 |
-0.1% |
2,111.50 |
| High |
2,152.50 |
2,162.00 |
9.50 |
0.4% |
2,159.50 |
| Low |
2,143.50 |
2,147.25 |
3.75 |
0.2% |
2,111.25 |
| Close |
2,150.50 |
2,159.50 |
9.00 |
0.4% |
2,144.50 |
| Range |
9.00 |
14.75 |
5.75 |
63.9% |
48.25 |
| ATR |
24.71 |
24.00 |
-0.71 |
-2.9% |
0.00 |
| Volume |
1,302 |
5,744 |
4,442 |
341.2% |
13,129 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,200.50 |
2,194.75 |
2,167.50 |
|
| R3 |
2,185.75 |
2,180.00 |
2,163.50 |
|
| R2 |
2,171.00 |
2,171.00 |
2,162.25 |
|
| R1 |
2,165.25 |
2,165.25 |
2,160.75 |
2,168.00 |
| PP |
2,156.25 |
2,156.25 |
2,156.25 |
2,157.75 |
| S1 |
2,150.50 |
2,150.50 |
2,158.25 |
2,153.50 |
| S2 |
2,141.50 |
2,141.50 |
2,156.75 |
|
| S3 |
2,126.75 |
2,135.75 |
2,155.50 |
|
| S4 |
2,112.00 |
2,121.00 |
2,151.50 |
|
|
| 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 |
2,162.00 |
2,135.00 |
27.00 |
1.3% |
15.75 |
0.7% |
91% |
True |
False |
2,498 |
| 10 |
2,162.00 |
2,073.25 |
88.75 |
4.1% |
18.50 |
0.9% |
97% |
True |
False |
2,803 |
| 20 |
2,162.00 |
1,972.25 |
189.75 |
8.8% |
30.25 |
1.4% |
99% |
True |
False |
3,317 |
| 40 |
2,162.00 |
1,972.25 |
189.75 |
8.8% |
24.25 |
1.1% |
99% |
True |
False |
2,062 |
| 60 |
2,162.00 |
1,972.25 |
189.75 |
8.8% |
23.75 |
1.1% |
99% |
True |
False |
1,573 |
| 80 |
2,162.00 |
1,972.25 |
189.75 |
8.8% |
23.00 |
1.1% |
99% |
True |
False |
1,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,224.75 |
|
2.618 |
2,200.50 |
|
1.618 |
2,185.75 |
|
1.000 |
2,176.75 |
|
0.618 |
2,171.00 |
|
HIGH |
2,162.00 |
|
0.618 |
2,156.25 |
|
0.500 |
2,154.50 |
|
0.382 |
2,153.00 |
|
LOW |
2,147.25 |
|
0.618 |
2,138.25 |
|
1.000 |
2,132.50 |
|
1.618 |
2,123.50 |
|
2.618 |
2,108.75 |
|
4.250 |
2,084.50 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,158.00 |
2,157.25 |
| PP |
2,156.25 |
2,155.00 |
| S1 |
2,154.50 |
2,152.75 |
|