| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,905.0 |
2,917.0 |
12.0 |
0.4% |
2,869.0 |
| High |
2,924.0 |
2,955.0 |
31.0 |
1.1% |
2,869.0 |
| Low |
2,897.0 |
2,917.0 |
20.0 |
0.7% |
2,721.0 |
| Close |
2,912.0 |
2,947.0 |
35.0 |
1.2% |
2,817.0 |
| Range |
27.0 |
38.0 |
11.0 |
40.7% |
148.0 |
| ATR |
65.0 |
63.4 |
-1.6 |
-2.4% |
0.0 |
| Volume |
18,483 |
56 |
-18,427 |
-99.7% |
100,192 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,053.7 |
3,038.3 |
2,967.9 |
|
| R3 |
3,015.7 |
3,000.3 |
2,957.5 |
|
| R2 |
2,977.7 |
2,977.7 |
2,954.0 |
|
| R1 |
2,962.3 |
2,962.3 |
2,950.5 |
2,970.0 |
| PP |
2,939.7 |
2,939.7 |
2,939.7 |
2,943.5 |
| S1 |
2,924.3 |
2,924.3 |
2,943.5 |
2,932.0 |
| S2 |
2,901.7 |
2,901.7 |
2,940.0 |
|
| S3 |
2,863.7 |
2,886.3 |
2,936.6 |
|
| S4 |
2,825.7 |
2,848.3 |
2,926.1 |
|
|
| 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 |
2,955.0 |
2,751.0 |
204.0 |
6.9% |
48.4 |
1.6% |
96% |
True |
False |
15,218 |
| 10 |
2,955.0 |
2,721.0 |
234.0 |
7.9% |
45.9 |
1.6% |
97% |
True |
False |
15,371 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
13.3% |
58.0 |
2.0% |
76% |
False |
False |
13,446 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
13.8% |
40.2 |
1.4% |
73% |
False |
False |
8,473 |
| 60 |
3,057.0 |
2,649.0 |
408.0 |
13.8% |
31.3 |
1.1% |
73% |
False |
False |
7,372 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.1% |
24.8 |
0.8% |
72% |
False |
False |
5,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,116.5 |
|
2.618 |
3,054.5 |
|
1.618 |
3,016.5 |
|
1.000 |
2,993.0 |
|
0.618 |
2,978.5 |
|
HIGH |
2,955.0 |
|
0.618 |
2,940.5 |
|
0.500 |
2,936.0 |
|
0.382 |
2,931.5 |
|
LOW |
2,917.0 |
|
0.618 |
2,893.5 |
|
1.000 |
2,879.0 |
|
1.618 |
2,855.5 |
|
2.618 |
2,817.5 |
|
4.250 |
2,755.5 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,943.3 |
2,933.0 |
| PP |
2,939.7 |
2,919.0 |
| S1 |
2,936.0 |
2,905.0 |
|