| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,757.0 |
2,751.0 |
-6.0 |
-0.2% |
2,869.0 |
| High |
2,785.0 |
2,821.0 |
36.0 |
1.3% |
2,869.0 |
| Low |
2,740.0 |
2,751.0 |
11.0 |
0.4% |
2,721.0 |
| Close |
2,758.0 |
2,817.0 |
59.0 |
2.1% |
2,817.0 |
| Range |
45.0 |
70.0 |
25.0 |
55.6% |
148.0 |
| ATR |
69.7 |
69.7 |
0.0 |
0.0% |
0.0 |
| Volume |
10,173 |
22,585 |
12,412 |
122.0% |
100,192 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,006.3 |
2,981.7 |
2,855.5 |
|
| R3 |
2,936.3 |
2,911.7 |
2,836.3 |
|
| R2 |
2,866.3 |
2,866.3 |
2,829.8 |
|
| R1 |
2,841.7 |
2,841.7 |
2,823.4 |
2,854.0 |
| PP |
2,796.3 |
2,796.3 |
2,796.3 |
2,802.5 |
| S1 |
2,771.7 |
2,771.7 |
2,810.6 |
2,784.0 |
| S2 |
2,726.3 |
2,726.3 |
2,804.2 |
|
| S3 |
2,656.3 |
2,701.7 |
2,797.8 |
|
| S4 |
2,586.3 |
2,631.7 |
2,778.5 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,246.3 |
3,179.7 |
2,898.4 |
|
| R3 |
3,098.3 |
3,031.7 |
2,857.7 |
|
| R2 |
2,950.3 |
2,950.3 |
2,844.1 |
|
| R1 |
2,883.7 |
2,883.7 |
2,830.6 |
2,843.0 |
| PP |
2,802.3 |
2,802.3 |
2,802.3 |
2,782.0 |
| S1 |
2,735.7 |
2,735.7 |
2,803.4 |
2,695.0 |
| S2 |
2,654.3 |
2,654.3 |
2,789.9 |
|
| S3 |
2,506.3 |
2,587.7 |
2,776.3 |
|
| S4 |
2,358.3 |
2,439.7 |
2,735.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,869.0 |
2,721.0 |
148.0 |
5.3% |
51.4 |
1.8% |
65% |
False |
False |
20,038 |
| 10 |
2,880.0 |
2,655.0 |
225.0 |
8.0% |
59.4 |
2.1% |
72% |
False |
False |
14,961 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
13.9% |
58.7 |
2.1% |
43% |
False |
False |
12,426 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
14.4% |
39.1 |
1.4% |
41% |
False |
False |
8,785 |
| 60 |
3,064.0 |
2,649.0 |
415.0 |
14.7% |
28.8 |
1.0% |
40% |
False |
False |
6,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,118.5 |
|
2.618 |
3,004.3 |
|
1.618 |
2,934.3 |
|
1.000 |
2,891.0 |
|
0.618 |
2,864.3 |
|
HIGH |
2,821.0 |
|
0.618 |
2,794.3 |
|
0.500 |
2,786.0 |
|
0.382 |
2,777.7 |
|
LOW |
2,751.0 |
|
0.618 |
2,707.7 |
|
1.000 |
2,681.0 |
|
1.618 |
2,637.7 |
|
2.618 |
2,567.7 |
|
4.250 |
2,453.5 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,806.7 |
2,801.7 |
| PP |
2,796.3 |
2,786.3 |
| S1 |
2,786.0 |
2,771.0 |
|