| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,918.0 |
2,922.0 |
4.0 |
0.1% |
2,835.0 |
| High |
2,925.0 |
2,950.0 |
25.0 |
0.9% |
2,955.0 |
| Low |
2,890.0 |
2,922.0 |
32.0 |
1.1% |
2,822.0 |
| Close |
2,911.0 |
2,947.0 |
36.0 |
1.2% |
2,933.0 |
| Range |
35.0 |
28.0 |
-7.0 |
-20.0% |
133.0 |
| ATR |
58.9 |
57.5 |
-1.4 |
-2.4% |
0.0 |
| Volume |
47 |
241 |
194 |
412.8% |
63,134 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,023.7 |
3,013.3 |
2,962.4 |
|
| R3 |
2,995.7 |
2,985.3 |
2,954.7 |
|
| R2 |
2,967.7 |
2,967.7 |
2,952.1 |
|
| R1 |
2,957.3 |
2,957.3 |
2,949.6 |
2,962.5 |
| PP |
2,939.7 |
2,939.7 |
2,939.7 |
2,942.3 |
| S1 |
2,929.3 |
2,929.3 |
2,944.4 |
2,934.5 |
| S2 |
2,911.7 |
2,911.7 |
2,941.9 |
|
| S3 |
2,883.7 |
2,901.3 |
2,939.3 |
|
| S4 |
2,855.7 |
2,873.3 |
2,931.6 |
|
|
| 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% |
36.2 |
1.2% |
81% |
False |
False |
2,010 |
| 10 |
2,960.0 |
2,740.0 |
220.0 |
7.5% |
43.0 |
1.5% |
94% |
False |
False |
9,626 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
13.3% |
57.2 |
1.9% |
76% |
False |
False |
11,569 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
13.8% |
42.3 |
1.4% |
73% |
False |
False |
8,435 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.8% |
32.9 |
1.1% |
73% |
False |
False |
7,538 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.1% |
26.6 |
0.9% |
72% |
False |
False |
5,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,069.0 |
|
2.618 |
3,023.3 |
|
1.618 |
2,995.3 |
|
1.000 |
2,978.0 |
|
0.618 |
2,967.3 |
|
HIGH |
2,950.0 |
|
0.618 |
2,939.3 |
|
0.500 |
2,936.0 |
|
0.382 |
2,932.7 |
|
LOW |
2,922.0 |
|
0.618 |
2,904.7 |
|
1.000 |
2,894.0 |
|
1.618 |
2,876.7 |
|
2.618 |
2,848.7 |
|
4.250 |
2,803.0 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,943.3 |
2,939.7 |
| PP |
2,939.7 |
2,932.3 |
| S1 |
2,936.0 |
2,925.0 |
|