| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,151.25 |
2,159.50 |
8.25 |
0.4% |
2,146.00 |
| High |
2,161.25 |
2,164.25 |
3.00 |
0.1% |
2,162.00 |
| Low |
2,148.50 |
2,148.25 |
-0.25 |
0.0% |
2,143.50 |
| Close |
2,159.50 |
2,154.50 |
-5.00 |
-0.2% |
2,159.50 |
| Range |
12.75 |
16.00 |
3.25 |
25.5% |
18.50 |
| ATR |
22.68 |
22.21 |
-0.48 |
-2.1% |
0.00 |
| Volume |
1,512 |
7,197 |
5,685 |
376.0% |
11,436 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.75 |
2,195.00 |
2,163.25 |
|
| R3 |
2,187.75 |
2,179.00 |
2,159.00 |
|
| R2 |
2,171.75 |
2,171.75 |
2,157.50 |
|
| R1 |
2,163.00 |
2,163.00 |
2,156.00 |
2,159.50 |
| PP |
2,155.75 |
2,155.75 |
2,155.75 |
2,153.75 |
| S1 |
2,147.00 |
2,147.00 |
2,153.00 |
2,143.50 |
| S2 |
2,139.75 |
2,139.75 |
2,151.50 |
|
| S3 |
2,123.75 |
2,131.00 |
2,150.00 |
|
| S4 |
2,107.75 |
2,115.00 |
2,145.75 |
|
|
| 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 |
2,164.25 |
2,143.50 |
20.75 |
1.0% |
13.75 |
0.6% |
53% |
True |
False |
3,468 |
| 10 |
2,164.25 |
2,120.50 |
43.75 |
2.0% |
15.75 |
0.7% |
78% |
True |
False |
2,880 |
| 20 |
2,164.25 |
1,972.25 |
192.00 |
8.9% |
24.25 |
1.1% |
95% |
True |
False |
3,117 |
| 40 |
2,164.25 |
1,972.25 |
192.00 |
8.9% |
23.75 |
1.1% |
95% |
True |
False |
2,284 |
| 60 |
2,164.25 |
1,972.25 |
192.00 |
8.9% |
23.50 |
1.1% |
95% |
True |
False |
1,698 |
| 80 |
2,164.25 |
1,972.25 |
192.00 |
8.9% |
22.75 |
1.1% |
95% |
True |
False |
1,353 |
| 100 |
2,164.25 |
1,944.25 |
220.00 |
10.2% |
22.00 |
1.0% |
96% |
True |
False |
1,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,232.25 |
|
2.618 |
2,206.25 |
|
1.618 |
2,190.25 |
|
1.000 |
2,180.25 |
|
0.618 |
2,174.25 |
|
HIGH |
2,164.25 |
|
0.618 |
2,158.25 |
|
0.500 |
2,156.25 |
|
0.382 |
2,154.25 |
|
LOW |
2,148.25 |
|
0.618 |
2,138.25 |
|
1.000 |
2,132.25 |
|
1.618 |
2,122.25 |
|
2.618 |
2,106.25 |
|
4.250 |
2,080.25 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,156.25 |
2,155.00 |
| PP |
2,155.75 |
2,154.75 |
| S1 |
2,155.00 |
2,154.75 |
|