| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,159.75 |
2,151.25 |
-8.50 |
-0.4% |
2,146.00 |
| High |
2,162.00 |
2,161.25 |
-0.75 |
0.0% |
2,162.00 |
| Low |
2,145.75 |
2,148.50 |
2.75 |
0.1% |
2,143.50 |
| Close |
2,150.00 |
2,159.50 |
9.50 |
0.4% |
2,159.50 |
| Range |
16.25 |
12.75 |
-3.50 |
-21.5% |
18.50 |
| ATR |
23.45 |
22.68 |
-0.76 |
-3.3% |
0.00 |
| Volume |
1,586 |
1,512 |
-74 |
-4.7% |
11,436 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.75 |
2,189.75 |
2,166.50 |
|
| R3 |
2,182.00 |
2,177.00 |
2,163.00 |
|
| R2 |
2,169.25 |
2,169.25 |
2,161.75 |
|
| R1 |
2,164.25 |
2,164.25 |
2,160.75 |
2,166.75 |
| PP |
2,156.50 |
2,156.50 |
2,156.50 |
2,157.50 |
| S1 |
2,151.50 |
2,151.50 |
2,158.25 |
2,154.00 |
| S2 |
2,143.75 |
2,143.75 |
2,157.25 |
|
| S3 |
2,131.00 |
2,138.75 |
2,156.00 |
|
| S4 |
2,118.25 |
2,126.00 |
2,152.50 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.50 |
2,203.50 |
2,169.75 |
|
| R3 |
2,192.00 |
2,185.00 |
2,164.50 |
|
| R2 |
2,173.50 |
2,173.50 |
2,163.00 |
|
| R1 |
2,166.50 |
2,166.50 |
2,161.25 |
2,170.00 |
| PP |
2,155.00 |
2,155.00 |
2,155.00 |
2,156.75 |
| S1 |
2,148.00 |
2,148.00 |
2,157.75 |
2,151.50 |
| S2 |
2,136.50 |
2,136.50 |
2,156.00 |
|
| S3 |
2,118.00 |
2,129.50 |
2,154.50 |
|
| S4 |
2,099.50 |
2,111.00 |
2,149.25 |
|
|
| 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 |
2,143.50 |
18.50 |
0.9% |
12.50 |
0.6% |
86% |
False |
False |
2,287 |
| 10 |
2,162.00 |
2,111.25 |
50.75 |
2.4% |
15.75 |
0.7% |
95% |
False |
False |
2,456 |
| 20 |
2,162.00 |
1,972.25 |
189.75 |
8.8% |
29.50 |
1.4% |
99% |
False |
False |
3,266 |
| 40 |
2,162.00 |
1,972.25 |
189.75 |
8.8% |
23.75 |
1.1% |
99% |
False |
False |
2,119 |
| 60 |
2,162.00 |
1,972.25 |
189.75 |
8.8% |
23.75 |
1.1% |
99% |
False |
False |
1,589 |
| 80 |
2,162.00 |
1,972.25 |
189.75 |
8.8% |
22.75 |
1.1% |
99% |
False |
False |
1,264 |
| 100 |
2,162.00 |
1,943.75 |
218.25 |
10.1% |
22.00 |
1.0% |
99% |
False |
False |
1,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,215.50 |
|
2.618 |
2,194.75 |
|
1.618 |
2,182.00 |
|
1.000 |
2,174.00 |
|
0.618 |
2,169.25 |
|
HIGH |
2,161.25 |
|
0.618 |
2,156.50 |
|
0.500 |
2,155.00 |
|
0.382 |
2,153.25 |
|
LOW |
2,148.50 |
|
0.618 |
2,140.50 |
|
1.000 |
2,135.75 |
|
1.618 |
2,127.75 |
|
2.618 |
2,115.00 |
|
4.250 |
2,094.25 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,158.00 |
2,157.50 |
| PP |
2,156.50 |
2,155.75 |
| S1 |
2,155.00 |
2,154.00 |
|