| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,814.0 |
2,768.0 |
-46.0 |
-1.6% |
2,712.0 |
| High |
2,820.0 |
2,782.0 |
-38.0 |
-1.3% |
2,880.0 |
| Low |
2,771.0 |
2,721.0 |
-50.0 |
-1.8% |
2,655.0 |
| Close |
2,791.0 |
2,738.0 |
-53.0 |
-1.9% |
2,857.0 |
| Range |
49.0 |
61.0 |
12.0 |
24.5% |
225.0 |
| ATR |
71.6 |
71.5 |
-0.1 |
-0.2% |
0.0 |
| Volume |
27,183 |
37,151 |
9,968 |
36.7% |
49,426 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.0 |
2,895.0 |
2,771.6 |
|
| R3 |
2,869.0 |
2,834.0 |
2,754.8 |
|
| R2 |
2,808.0 |
2,808.0 |
2,749.2 |
|
| R1 |
2,773.0 |
2,773.0 |
2,743.6 |
2,760.0 |
| PP |
2,747.0 |
2,747.0 |
2,747.0 |
2,740.5 |
| S1 |
2,712.0 |
2,712.0 |
2,732.4 |
2,699.0 |
| S2 |
2,686.0 |
2,686.0 |
2,726.8 |
|
| S3 |
2,625.0 |
2,651.0 |
2,721.2 |
|
| S4 |
2,564.0 |
2,590.0 |
2,704.5 |
|
|
| 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 |
2,721.0 |
159.0 |
5.8% |
54.4 |
2.0% |
11% |
False |
True |
13,494 |
| 10 |
3,040.0 |
2,649.0 |
391.0 |
14.3% |
71.4 |
2.6% |
23% |
False |
False |
13,512 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
14.3% |
56.5 |
2.1% |
23% |
False |
False |
10,911 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
14.9% |
36.4 |
1.3% |
22% |
False |
False |
7,966 |
| 60 |
3,064.0 |
2,649.0 |
415.0 |
15.2% |
27.2 |
1.0% |
21% |
False |
False |
6,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,041.3 |
|
2.618 |
2,941.7 |
|
1.618 |
2,880.7 |
|
1.000 |
2,843.0 |
|
0.618 |
2,819.7 |
|
HIGH |
2,782.0 |
|
0.618 |
2,758.7 |
|
0.500 |
2,751.5 |
|
0.382 |
2,744.3 |
|
LOW |
2,721.0 |
|
0.618 |
2,683.3 |
|
1.000 |
2,660.0 |
|
1.618 |
2,622.3 |
|
2.618 |
2,561.3 |
|
4.250 |
2,461.8 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,751.5 |
2,795.0 |
| PP |
2,747.0 |
2,776.0 |
| S1 |
2,742.5 |
2,757.0 |
|