| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,156.75 |
2,154.00 |
-2.75 |
-0.1% |
2,146.00 |
| High |
2,161.25 |
2,160.50 |
-0.75 |
0.0% |
2,162.00 |
| Low |
2,143.00 |
2,146.00 |
3.00 |
0.1% |
2,143.50 |
| Close |
2,153.00 |
2,157.00 |
4.00 |
0.2% |
2,159.50 |
| Range |
18.25 |
14.50 |
-3.75 |
-20.5% |
18.50 |
| ATR |
21.36 |
20.87 |
-0.49 |
-2.3% |
0.00 |
| Volume |
7,126 |
5,755 |
-1,371 |
-19.2% |
11,436 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,198.00 |
2,192.00 |
2,165.00 |
|
| R3 |
2,183.50 |
2,177.50 |
2,161.00 |
|
| R2 |
2,169.00 |
2,169.00 |
2,159.75 |
|
| R1 |
2,163.00 |
2,163.00 |
2,158.25 |
2,166.00 |
| PP |
2,154.50 |
2,154.50 |
2,154.50 |
2,156.00 |
| S1 |
2,148.50 |
2,148.50 |
2,155.75 |
2,151.50 |
| S2 |
2,140.00 |
2,140.00 |
2,154.25 |
|
| S3 |
2,125.50 |
2,134.00 |
2,153.00 |
|
| S4 |
2,111.00 |
2,119.50 |
2,149.00 |
|
|
| 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% |
15.00 |
0.7% |
66% |
False |
False |
5,345 |
| 10 |
2,164.25 |
2,135.50 |
28.75 |
1.3% |
14.50 |
0.7% |
75% |
False |
False |
3,891 |
| 20 |
2,164.25 |
2,048.00 |
116.25 |
5.4% |
19.50 |
0.9% |
94% |
False |
False |
3,493 |
| 40 |
2,164.25 |
1,972.25 |
192.00 |
8.9% |
24.00 |
1.1% |
96% |
False |
False |
2,709 |
| 60 |
2,164.25 |
1,972.25 |
192.00 |
8.9% |
23.00 |
1.1% |
96% |
False |
False |
1,963 |
| 80 |
2,164.25 |
1,972.25 |
192.00 |
8.9% |
22.75 |
1.0% |
96% |
False |
False |
1,572 |
| 100 |
2,164.25 |
1,944.25 |
220.00 |
10.2% |
22.00 |
1.0% |
97% |
False |
False |
1,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,222.00 |
|
2.618 |
2,198.50 |
|
1.618 |
2,184.00 |
|
1.000 |
2,175.00 |
|
0.618 |
2,169.50 |
|
HIGH |
2,160.50 |
|
0.618 |
2,155.00 |
|
0.500 |
2,153.25 |
|
0.382 |
2,151.50 |
|
LOW |
2,146.00 |
|
0.618 |
2,137.00 |
|
1.000 |
2,131.50 |
|
1.618 |
2,122.50 |
|
2.618 |
2,108.00 |
|
4.250 |
2,084.50 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,155.75 |
2,155.50 |
| PP |
2,154.50 |
2,153.75 |
| S1 |
2,153.25 |
2,152.00 |
|