| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,835.0 |
2,855.0 |
20.0 |
0.7% |
2,869.0 |
| High |
2,866.0 |
2,918.0 |
52.0 |
1.8% |
2,869.0 |
| Low |
2,822.0 |
2,855.0 |
33.0 |
1.2% |
2,721.0 |
| Close |
2,862.0 |
2,913.0 |
51.0 |
1.8% |
2,817.0 |
| Range |
44.0 |
63.0 |
19.0 |
43.2% |
148.0 |
| ATR |
68.3 |
67.9 |
-0.4 |
-0.6% |
0.0 |
| Volume |
783 |
34,184 |
33,401 |
4,265.8% |
100,192 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,084.3 |
3,061.7 |
2,947.7 |
|
| R3 |
3,021.3 |
2,998.7 |
2,930.3 |
|
| R2 |
2,958.3 |
2,958.3 |
2,924.6 |
|
| R1 |
2,935.7 |
2,935.7 |
2,918.8 |
2,947.0 |
| PP |
2,895.3 |
2,895.3 |
2,895.3 |
2,901.0 |
| S1 |
2,872.7 |
2,872.7 |
2,907.2 |
2,884.0 |
| S2 |
2,832.3 |
2,832.3 |
2,901.5 |
|
| S3 |
2,769.3 |
2,809.7 |
2,895.7 |
|
| S4 |
2,706.3 |
2,746.7 |
2,878.4 |
|
|
| 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 |
2,918.0 |
2,721.0 |
197.0 |
6.8% |
56.6 |
1.9% |
97% |
True |
False |
20,975 |
| 10 |
2,918.0 |
2,721.0 |
197.0 |
6.8% |
54.2 |
1.9% |
97% |
True |
False |
14,152 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
13.4% |
60.0 |
2.1% |
68% |
False |
False |
13,780 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
14.0% |
39.9 |
1.4% |
65% |
False |
False |
8,735 |
| 60 |
3,064.0 |
2,649.0 |
415.0 |
14.2% |
30.5 |
1.0% |
64% |
False |
False |
7,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,185.8 |
|
2.618 |
3,082.9 |
|
1.618 |
3,019.9 |
|
1.000 |
2,981.0 |
|
0.618 |
2,956.9 |
|
HIGH |
2,918.0 |
|
0.618 |
2,893.9 |
|
0.500 |
2,886.5 |
|
0.382 |
2,879.1 |
|
LOW |
2,855.0 |
|
0.618 |
2,816.1 |
|
1.000 |
2,792.0 |
|
1.618 |
2,753.1 |
|
2.618 |
2,690.1 |
|
4.250 |
2,587.3 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,904.2 |
2,886.8 |
| PP |
2,895.3 |
2,860.7 |
| S1 |
2,886.5 |
2,834.5 |
|