| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,155.00 |
2,156.75 |
1.75 |
0.1% |
2,146.00 |
| High |
2,160.00 |
2,161.25 |
1.25 |
0.1% |
2,162.00 |
| Low |
2,146.25 |
2,143.00 |
-3.25 |
-0.2% |
2,143.50 |
| Close |
2,155.50 |
2,153.00 |
-2.50 |
-0.1% |
2,159.50 |
| Range |
13.75 |
18.25 |
4.50 |
32.7% |
18.50 |
| ATR |
21.60 |
21.36 |
-0.24 |
-1.1% |
0.00 |
| Volume |
5,136 |
7,126 |
1,990 |
38.7% |
11,436 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.25 |
2,198.25 |
2,163.00 |
|
| R3 |
2,189.00 |
2,180.00 |
2,158.00 |
|
| R2 |
2,170.75 |
2,170.75 |
2,156.25 |
|
| R1 |
2,161.75 |
2,161.75 |
2,154.75 |
2,157.00 |
| PP |
2,152.50 |
2,152.50 |
2,152.50 |
2,150.00 |
| S1 |
2,143.50 |
2,143.50 |
2,151.25 |
2,139.00 |
| S2 |
2,134.25 |
2,134.25 |
2,149.75 |
|
| S3 |
2,116.00 |
2,125.25 |
2,148.00 |
|
| S4 |
2,097.75 |
2,107.00 |
2,143.00 |
|
|
| 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 |
2,143.00 |
21.25 |
1.0% |
15.50 |
0.7% |
47% |
False |
True |
4,511 |
| 10 |
2,164.25 |
2,135.00 |
29.25 |
1.4% |
15.50 |
0.7% |
62% |
False |
False |
3,505 |
| 20 |
2,164.25 |
2,014.50 |
149.75 |
7.0% |
21.50 |
1.0% |
92% |
False |
False |
3,365 |
| 40 |
2,164.25 |
1,972.25 |
192.00 |
8.9% |
24.00 |
1.1% |
94% |
False |
False |
2,582 |
| 60 |
2,164.25 |
1,972.25 |
192.00 |
8.9% |
23.25 |
1.1% |
94% |
False |
False |
1,885 |
| 80 |
2,164.25 |
1,972.25 |
192.00 |
8.9% |
22.75 |
1.1% |
94% |
False |
False |
1,501 |
| 100 |
2,164.25 |
1,944.25 |
220.00 |
10.2% |
22.00 |
1.0% |
95% |
False |
False |
1,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,238.75 |
|
2.618 |
2,209.00 |
|
1.618 |
2,190.75 |
|
1.000 |
2,179.50 |
|
0.618 |
2,172.50 |
|
HIGH |
2,161.25 |
|
0.618 |
2,154.25 |
|
0.500 |
2,152.00 |
|
0.382 |
2,150.00 |
|
LOW |
2,143.00 |
|
0.618 |
2,131.75 |
|
1.000 |
2,124.75 |
|
1.618 |
2,113.50 |
|
2.618 |
2,095.25 |
|
4.250 |
2,065.50 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,152.75 |
2,153.50 |
| PP |
2,152.50 |
2,153.50 |
| S1 |
2,152.00 |
2,153.25 |
|