| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,944.0 |
2,918.0 |
-26.0 |
-0.9% |
2,835.0 |
| High |
2,960.0 |
2,925.0 |
-35.0 |
-1.2% |
2,955.0 |
| Low |
2,914.0 |
2,890.0 |
-24.0 |
-0.8% |
2,822.0 |
| Close |
2,932.0 |
2,911.0 |
-21.0 |
-0.7% |
2,933.0 |
| Range |
46.0 |
35.0 |
-11.0 |
-23.9% |
133.0 |
| ATR |
60.2 |
58.9 |
-1.3 |
-2.2% |
0.0 |
| Volume |
81 |
47 |
-34 |
-42.0% |
63,134 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.7 |
2,997.3 |
2,930.3 |
|
| R3 |
2,978.7 |
2,962.3 |
2,920.6 |
|
| R2 |
2,943.7 |
2,943.7 |
2,917.4 |
|
| R1 |
2,927.3 |
2,927.3 |
2,914.2 |
2,918.0 |
| PP |
2,908.7 |
2,908.7 |
2,908.7 |
2,904.0 |
| S1 |
2,892.3 |
2,892.3 |
2,907.8 |
2,883.0 |
| S2 |
2,873.7 |
2,873.7 |
2,904.6 |
|
| S3 |
2,838.7 |
2,857.3 |
2,901.4 |
|
| S4 |
2,803.7 |
2,822.3 |
2,891.8 |
|
|
| 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 |
2,890.0 |
70.0 |
2.4% |
36.0 |
1.2% |
30% |
False |
True |
5,659 |
| 10 |
2,960.0 |
2,721.0 |
239.0 |
8.2% |
46.3 |
1.6% |
79% |
False |
False |
13,317 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
13.4% |
57.5 |
2.0% |
67% |
False |
False |
11,820 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
14.0% |
42.1 |
1.4% |
64% |
False |
False |
8,429 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
14.0% |
32.8 |
1.1% |
64% |
False |
False |
7,534 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.3% |
26.3 |
0.9% |
63% |
False |
False |
5,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,073.8 |
|
2.618 |
3,016.6 |
|
1.618 |
2,981.6 |
|
1.000 |
2,960.0 |
|
0.618 |
2,946.6 |
|
HIGH |
2,925.0 |
|
0.618 |
2,911.6 |
|
0.500 |
2,907.5 |
|
0.382 |
2,903.4 |
|
LOW |
2,890.0 |
|
0.618 |
2,868.4 |
|
1.000 |
2,855.0 |
|
1.618 |
2,833.4 |
|
2.618 |
2,798.4 |
|
4.250 |
2,741.3 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,909.8 |
2,925.0 |
| PP |
2,908.7 |
2,920.3 |
| S1 |
2,907.5 |
2,915.7 |
|