| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,933.0 |
2,944.0 |
11.0 |
0.4% |
2,835.0 |
| High |
2,948.0 |
2,960.0 |
12.0 |
0.4% |
2,955.0 |
| Low |
2,914.0 |
2,914.0 |
0.0 |
0.0% |
2,822.0 |
| Close |
2,933.0 |
2,932.0 |
-1.0 |
0.0% |
2,933.0 |
| Range |
34.0 |
46.0 |
12.0 |
35.3% |
133.0 |
| ATR |
61.3 |
60.2 |
-1.1 |
-1.8% |
0.0 |
| Volume |
9,628 |
81 |
-9,547 |
-99.2% |
63,134 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,073.3 |
3,048.7 |
2,957.3 |
|
| R3 |
3,027.3 |
3,002.7 |
2,944.7 |
|
| R2 |
2,981.3 |
2,981.3 |
2,940.4 |
|
| R1 |
2,956.7 |
2,956.7 |
2,936.2 |
2,946.0 |
| PP |
2,935.3 |
2,935.3 |
2,935.3 |
2,930.0 |
| S1 |
2,910.7 |
2,910.7 |
2,927.8 |
2,900.0 |
| S2 |
2,889.3 |
2,889.3 |
2,923.6 |
|
| S3 |
2,843.3 |
2,864.7 |
2,919.4 |
|
| S4 |
2,797.3 |
2,818.7 |
2,906.7 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,302.3 |
3,250.7 |
3,006.2 |
|
| R3 |
3,169.3 |
3,117.7 |
2,969.6 |
|
| R2 |
3,036.3 |
3,036.3 |
2,957.4 |
|
| R1 |
2,984.7 |
2,984.7 |
2,945.2 |
3,010.5 |
| PP |
2,903.3 |
2,903.3 |
2,903.3 |
2,916.3 |
| S1 |
2,851.7 |
2,851.7 |
2,920.8 |
2,877.5 |
| S2 |
2,770.3 |
2,770.3 |
2,908.6 |
|
| S3 |
2,637.3 |
2,718.7 |
2,896.4 |
|
| S4 |
2,504.3 |
2,585.7 |
2,859.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,960.0 |
2,855.0 |
105.0 |
3.6% |
41.6 |
1.4% |
73% |
True |
False |
12,486 |
| 10 |
2,960.0 |
2,721.0 |
239.0 |
8.2% |
47.7 |
1.6% |
88% |
True |
False |
16,030 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
13.3% |
58.6 |
2.0% |
72% |
False |
False |
11,820 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
13.9% |
41.7 |
1.4% |
70% |
False |
False |
8,536 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.9% |
32.3 |
1.1% |
70% |
False |
False |
7,533 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.2% |
25.8 |
0.9% |
68% |
False |
False |
5,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,155.5 |
|
2.618 |
3,080.4 |
|
1.618 |
3,034.4 |
|
1.000 |
3,006.0 |
|
0.618 |
2,988.4 |
|
HIGH |
2,960.0 |
|
0.618 |
2,942.4 |
|
0.500 |
2,937.0 |
|
0.382 |
2,931.6 |
|
LOW |
2,914.0 |
|
0.618 |
2,885.6 |
|
1.000 |
2,868.0 |
|
1.618 |
2,839.6 |
|
2.618 |
2,793.6 |
|
4.250 |
2,718.5 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,937.0 |
2,937.0 |
| PP |
2,935.3 |
2,935.3 |
| S1 |
2,933.7 |
2,933.7 |
|