| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,154.00 |
2,159.00 |
5.00 |
0.2% |
2,159.50 |
| High |
2,160.50 |
2,164.25 |
3.75 |
0.2% |
2,164.25 |
| Low |
2,146.00 |
2,150.00 |
4.00 |
0.2% |
2,143.00 |
| Close |
2,157.00 |
2,160.50 |
3.50 |
0.2% |
2,160.50 |
| Range |
14.50 |
14.25 |
-0.25 |
-1.7% |
21.25 |
| ATR |
20.87 |
20.40 |
-0.47 |
-2.3% |
0.00 |
| Volume |
5,755 |
3,283 |
-2,472 |
-43.0% |
28,497 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,201.00 |
2,195.00 |
2,168.25 |
|
| R3 |
2,186.75 |
2,180.75 |
2,164.50 |
|
| R2 |
2,172.50 |
2,172.50 |
2,163.00 |
|
| R1 |
2,166.50 |
2,166.50 |
2,161.75 |
2,169.50 |
| PP |
2,158.25 |
2,158.25 |
2,158.25 |
2,159.75 |
| S1 |
2,152.25 |
2,152.25 |
2,159.25 |
2,155.25 |
| S2 |
2,144.00 |
2,144.00 |
2,158.00 |
|
| S3 |
2,129.75 |
2,138.00 |
2,156.50 |
|
| S4 |
2,115.50 |
2,123.75 |
2,152.75 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,219.75 |
2,211.25 |
2,172.25 |
|
| R3 |
2,198.50 |
2,190.00 |
2,166.25 |
|
| R2 |
2,177.25 |
2,177.25 |
2,164.50 |
|
| R1 |
2,168.75 |
2,168.75 |
2,162.50 |
2,173.00 |
| PP |
2,156.00 |
2,156.00 |
2,156.00 |
2,158.00 |
| S1 |
2,147.50 |
2,147.50 |
2,158.50 |
2,151.75 |
| S2 |
2,134.75 |
2,134.75 |
2,156.50 |
|
| S3 |
2,113.50 |
2,126.25 |
2,154.75 |
|
| S4 |
2,092.25 |
2,105.00 |
2,148.75 |
|
|
| 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% |
15.25 |
0.7% |
82% |
True |
False |
5,699 |
| 10 |
2,164.25 |
2,143.00 |
21.25 |
1.0% |
14.00 |
0.6% |
82% |
True |
False |
3,993 |
| 20 |
2,164.25 |
2,057.50 |
106.75 |
4.9% |
18.50 |
0.9% |
96% |
True |
False |
3,470 |
| 40 |
2,164.25 |
1,972.25 |
192.00 |
8.9% |
23.75 |
1.1% |
98% |
True |
False |
2,787 |
| 60 |
2,164.25 |
1,972.25 |
192.00 |
8.9% |
22.75 |
1.1% |
98% |
True |
False |
2,013 |
| 80 |
2,164.25 |
1,972.25 |
192.00 |
8.9% |
22.50 |
1.0% |
98% |
True |
False |
1,611 |
| 100 |
2,164.25 |
1,944.25 |
220.00 |
10.2% |
22.00 |
1.0% |
98% |
True |
False |
1,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,224.75 |
|
2.618 |
2,201.50 |
|
1.618 |
2,187.25 |
|
1.000 |
2,178.50 |
|
0.618 |
2,173.00 |
|
HIGH |
2,164.25 |
|
0.618 |
2,158.75 |
|
0.500 |
2,157.00 |
|
0.382 |
2,155.50 |
|
LOW |
2,150.00 |
|
0.618 |
2,141.25 |
|
1.000 |
2,135.75 |
|
1.618 |
2,127.00 |
|
2.618 |
2,112.75 |
|
4.250 |
2,089.50 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,159.50 |
2,158.25 |
| PP |
2,158.25 |
2,156.00 |
| S1 |
2,157.00 |
2,153.50 |
|