| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,869.0 |
2,814.0 |
-55.0 |
-1.9% |
2,712.0 |
| High |
2,869.0 |
2,820.0 |
-49.0 |
-1.7% |
2,880.0 |
| Low |
2,837.0 |
2,771.0 |
-66.0 |
-2.3% |
2,655.0 |
| Close |
2,841.0 |
2,791.0 |
-50.0 |
-1.8% |
2,857.0 |
| Range |
32.0 |
49.0 |
17.0 |
53.1% |
225.0 |
| ATR |
71.7 |
71.6 |
-0.1 |
-0.2% |
0.0 |
| Volume |
3,100 |
27,183 |
24,083 |
776.9% |
49,426 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,941.0 |
2,915.0 |
2,818.0 |
|
| R3 |
2,892.0 |
2,866.0 |
2,804.5 |
|
| R2 |
2,843.0 |
2,843.0 |
2,800.0 |
|
| R1 |
2,817.0 |
2,817.0 |
2,795.5 |
2,805.5 |
| PP |
2,794.0 |
2,794.0 |
2,794.0 |
2,788.3 |
| S1 |
2,768.0 |
2,768.0 |
2,786.5 |
2,756.5 |
| S2 |
2,745.0 |
2,745.0 |
2,782.0 |
|
| S3 |
2,696.0 |
2,719.0 |
2,777.5 |
|
| S4 |
2,647.0 |
2,670.0 |
2,764.1 |
|
|
| 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 |
2,763.0 |
117.0 |
4.2% |
51.8 |
1.9% |
24% |
False |
False |
7,330 |
| 10 |
3,040.0 |
2,649.0 |
391.0 |
14.0% |
68.7 |
2.5% |
36% |
False |
False |
10,324 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
14.0% |
53.9 |
1.9% |
36% |
False |
False |
9,202 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
14.6% |
35.2 |
1.3% |
35% |
False |
False |
7,037 |
| 60 |
3,064.0 |
2,649.0 |
415.0 |
14.9% |
26.2 |
0.9% |
34% |
False |
False |
5,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,028.3 |
|
2.618 |
2,948.3 |
|
1.618 |
2,899.3 |
|
1.000 |
2,869.0 |
|
0.618 |
2,850.3 |
|
HIGH |
2,820.0 |
|
0.618 |
2,801.3 |
|
0.500 |
2,795.5 |
|
0.382 |
2,789.7 |
|
LOW |
2,771.0 |
|
0.618 |
2,740.7 |
|
1.000 |
2,722.0 |
|
1.618 |
2,691.7 |
|
2.618 |
2,642.7 |
|
4.250 |
2,562.8 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,795.5 |
2,820.5 |
| PP |
2,794.0 |
2,810.7 |
| S1 |
2,792.5 |
2,800.8 |
|