| Trading Metrics calculated at close of trading on 04-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
04-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,860.0 |
2,869.0 |
9.0 |
0.3% |
2,712.0 |
| High |
2,870.0 |
2,869.0 |
-1.0 |
0.0% |
2,880.0 |
| Low |
2,840.0 |
2,837.0 |
-3.0 |
-0.1% |
2,655.0 |
| Close |
2,857.0 |
2,841.0 |
-16.0 |
-0.6% |
2,857.0 |
| Range |
30.0 |
32.0 |
2.0 |
6.7% |
225.0 |
| ATR |
74.8 |
71.7 |
-3.1 |
-4.1% |
0.0 |
| Volume |
18 |
3,100 |
3,082 |
17,122.2% |
49,426 |
|
| Daily Pivots for day following 04-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,945.0 |
2,925.0 |
2,858.6 |
|
| R3 |
2,913.0 |
2,893.0 |
2,849.8 |
|
| R2 |
2,881.0 |
2,881.0 |
2,846.9 |
|
| R1 |
2,861.0 |
2,861.0 |
2,843.9 |
2,855.0 |
| PP |
2,849.0 |
2,849.0 |
2,849.0 |
2,846.0 |
| S1 |
2,829.0 |
2,829.0 |
2,838.1 |
2,823.0 |
| S2 |
2,817.0 |
2,817.0 |
2,835.1 |
|
| S3 |
2,785.0 |
2,797.0 |
2,832.2 |
|
| S4 |
2,753.0 |
2,765.0 |
2,823.4 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,472.3 |
3,389.7 |
2,980.8 |
|
| R3 |
3,247.3 |
3,164.7 |
2,918.9 |
|
| R2 |
3,022.3 |
3,022.3 |
2,898.3 |
|
| R1 |
2,939.7 |
2,939.7 |
2,877.6 |
2,981.0 |
| PP |
2,797.3 |
2,797.3 |
2,797.3 |
2,818.0 |
| S1 |
2,714.7 |
2,714.7 |
2,836.4 |
2,756.0 |
| S2 |
2,572.3 |
2,572.3 |
2,815.8 |
|
| S3 |
2,347.3 |
2,489.7 |
2,795.1 |
|
| S4 |
2,122.3 |
2,264.7 |
2,733.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,880.0 |
2,716.0 |
164.0 |
5.8% |
51.6 |
1.8% |
76% |
False |
False |
1,922 |
| 10 |
3,040.0 |
2,649.0 |
391.0 |
13.8% |
69.5 |
2.4% |
49% |
False |
False |
7,609 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
13.8% |
52.7 |
1.9% |
49% |
False |
False |
8,421 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
14.3% |
34.5 |
1.2% |
47% |
False |
False |
6,421 |
| 60 |
3,064.0 |
2,649.0 |
415.0 |
14.6% |
25.4 |
0.9% |
46% |
False |
False |
4,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,005.0 |
|
2.618 |
2,952.8 |
|
1.618 |
2,920.8 |
|
1.000 |
2,901.0 |
|
0.618 |
2,888.8 |
|
HIGH |
2,869.0 |
|
0.618 |
2,856.8 |
|
0.500 |
2,853.0 |
|
0.382 |
2,849.2 |
|
LOW |
2,837.0 |
|
0.618 |
2,817.2 |
|
1.000 |
2,805.0 |
|
1.618 |
2,785.2 |
|
2.618 |
2,753.2 |
|
4.250 |
2,701.0 |
|
|
| Fisher Pivots for day following 04-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,853.0 |
2,837.3 |
| PP |
2,849.0 |
2,833.7 |
| S1 |
2,845.0 |
2,830.0 |
|