| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,855.0 |
2,905.0 |
50.0 |
1.8% |
2,869.0 |
| High |
2,918.0 |
2,924.0 |
6.0 |
0.2% |
2,869.0 |
| Low |
2,855.0 |
2,897.0 |
42.0 |
1.5% |
2,721.0 |
| Close |
2,913.0 |
2,912.0 |
-1.0 |
0.0% |
2,817.0 |
| Range |
63.0 |
27.0 |
-36.0 |
-57.1% |
148.0 |
| ATR |
67.9 |
65.0 |
-2.9 |
-4.3% |
0.0 |
| Volume |
34,184 |
18,483 |
-15,701 |
-45.9% |
100,192 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,992.0 |
2,979.0 |
2,926.9 |
|
| R3 |
2,965.0 |
2,952.0 |
2,919.4 |
|
| R2 |
2,938.0 |
2,938.0 |
2,917.0 |
|
| R1 |
2,925.0 |
2,925.0 |
2,914.5 |
2,931.5 |
| PP |
2,911.0 |
2,911.0 |
2,911.0 |
2,914.3 |
| S1 |
2,898.0 |
2,898.0 |
2,909.5 |
2,904.5 |
| S2 |
2,884.0 |
2,884.0 |
2,907.1 |
|
| S3 |
2,857.0 |
2,871.0 |
2,904.6 |
|
| S4 |
2,830.0 |
2,844.0 |
2,897.2 |
|
|
| 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 |
2,924.0 |
2,740.0 |
184.0 |
6.3% |
49.8 |
1.7% |
93% |
True |
False |
17,241 |
| 10 |
2,924.0 |
2,721.0 |
203.0 |
7.0% |
52.1 |
1.8% |
94% |
True |
False |
15,368 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
13.4% |
60.0 |
2.1% |
67% |
False |
False |
14,223 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
14.0% |
39.6 |
1.4% |
65% |
False |
False |
8,822 |
| 60 |
3,064.0 |
2,649.0 |
415.0 |
14.3% |
30.7 |
1.1% |
63% |
False |
False |
7,507 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.3% |
24.6 |
0.8% |
63% |
False |
False |
5,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,038.8 |
|
2.618 |
2,994.7 |
|
1.618 |
2,967.7 |
|
1.000 |
2,951.0 |
|
0.618 |
2,940.7 |
|
HIGH |
2,924.0 |
|
0.618 |
2,913.7 |
|
0.500 |
2,910.5 |
|
0.382 |
2,907.3 |
|
LOW |
2,897.0 |
|
0.618 |
2,880.3 |
|
1.000 |
2,870.0 |
|
1.618 |
2,853.3 |
|
2.618 |
2,826.3 |
|
4.250 |
2,782.3 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,911.5 |
2,899.0 |
| PP |
2,911.0 |
2,886.0 |
| S1 |
2,910.5 |
2,873.0 |
|