| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,768.0 |
2,757.0 |
-11.0 |
-0.4% |
2,712.0 |
| High |
2,782.0 |
2,785.0 |
3.0 |
0.1% |
2,880.0 |
| Low |
2,721.0 |
2,740.0 |
19.0 |
0.7% |
2,655.0 |
| Close |
2,738.0 |
2,758.0 |
20.0 |
0.7% |
2,857.0 |
| Range |
61.0 |
45.0 |
-16.0 |
-26.2% |
225.0 |
| ATR |
71.5 |
69.7 |
-1.7 |
-2.4% |
0.0 |
| Volume |
37,151 |
10,173 |
-26,978 |
-72.6% |
49,426 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,896.0 |
2,872.0 |
2,782.8 |
|
| R3 |
2,851.0 |
2,827.0 |
2,770.4 |
|
| R2 |
2,806.0 |
2,806.0 |
2,766.3 |
|
| R1 |
2,782.0 |
2,782.0 |
2,762.1 |
2,794.0 |
| PP |
2,761.0 |
2,761.0 |
2,761.0 |
2,767.0 |
| S1 |
2,737.0 |
2,737.0 |
2,753.9 |
2,749.0 |
| S2 |
2,716.0 |
2,716.0 |
2,749.8 |
|
| S3 |
2,671.0 |
2,692.0 |
2,745.6 |
|
| S4 |
2,626.0 |
2,647.0 |
2,733.3 |
|
|
| 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 |
2,870.0 |
2,721.0 |
149.0 |
5.4% |
43.4 |
1.6% |
25% |
False |
False |
15,525 |
| 10 |
2,880.0 |
2,649.0 |
231.0 |
8.4% |
68.5 |
2.5% |
47% |
False |
False |
12,749 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
14.2% |
57.9 |
2.1% |
28% |
False |
False |
11,412 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
14.8% |
37.4 |
1.4% |
27% |
False |
False |
8,221 |
| 60 |
3,064.0 |
2,649.0 |
415.0 |
15.0% |
27.6 |
1.0% |
26% |
False |
False |
6,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,976.3 |
|
2.618 |
2,902.8 |
|
1.618 |
2,857.8 |
|
1.000 |
2,830.0 |
|
0.618 |
2,812.8 |
|
HIGH |
2,785.0 |
|
0.618 |
2,767.8 |
|
0.500 |
2,762.5 |
|
0.382 |
2,757.2 |
|
LOW |
2,740.0 |
|
0.618 |
2,712.2 |
|
1.000 |
2,695.0 |
|
1.618 |
2,667.2 |
|
2.618 |
2,622.2 |
|
4.250 |
2,548.8 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,762.5 |
2,770.5 |
| PP |
2,761.0 |
2,766.3 |
| S1 |
2,759.5 |
2,762.2 |
|