| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,949.0 |
2,952.0 |
3.0 |
0.1% |
2,944.0 |
| High |
2,975.0 |
2,967.0 |
-8.0 |
-0.3% |
2,961.0 |
| Low |
2,944.0 |
2,934.0 |
-10.0 |
-0.3% |
2,890.0 |
| Close |
2,949.0 |
2,961.0 |
12.0 |
0.4% |
2,950.0 |
| Range |
31.0 |
33.0 |
2.0 |
6.5% |
71.0 |
| ATR |
52.5 |
51.1 |
-1.4 |
-2.6% |
0.0 |
| Volume |
147 |
2,140 |
1,993 |
1,355.8% |
490 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,053.0 |
3,040.0 |
2,979.2 |
|
| R3 |
3,020.0 |
3,007.0 |
2,970.1 |
|
| R2 |
2,987.0 |
2,987.0 |
2,967.1 |
|
| R1 |
2,974.0 |
2,974.0 |
2,964.0 |
2,980.5 |
| PP |
2,954.0 |
2,954.0 |
2,954.0 |
2,957.3 |
| S1 |
2,941.0 |
2,941.0 |
2,958.0 |
2,947.5 |
| S2 |
2,921.0 |
2,921.0 |
2,955.0 |
|
| S3 |
2,888.0 |
2,908.0 |
2,951.9 |
|
| S4 |
2,855.0 |
2,875.0 |
2,942.9 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,146.7 |
3,119.3 |
2,989.1 |
|
| R3 |
3,075.7 |
3,048.3 |
2,969.5 |
|
| R2 |
3,004.7 |
3,004.7 |
2,963.0 |
|
| R1 |
2,977.3 |
2,977.3 |
2,956.5 |
2,991.0 |
| PP |
2,933.7 |
2,933.7 |
2,933.7 |
2,940.5 |
| S1 |
2,906.3 |
2,906.3 |
2,943.5 |
2,920.0 |
| S2 |
2,862.7 |
2,862.7 |
2,937.0 |
|
| S3 |
2,791.7 |
2,835.3 |
2,930.5 |
|
| S4 |
2,720.7 |
2,764.3 |
2,911.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,975.0 |
2,922.0 |
53.0 |
1.8% |
31.6 |
1.1% |
74% |
False |
False |
529 |
| 10 |
2,975.0 |
2,890.0 |
85.0 |
2.9% |
33.8 |
1.1% |
84% |
False |
False |
3,094 |
| 20 |
2,975.0 |
2,721.0 |
254.0 |
8.6% |
44.0 |
1.5% |
94% |
False |
False |
8,623 |
| 40 |
3,040.0 |
2,649.0 |
391.0 |
13.2% |
44.7 |
1.5% |
80% |
False |
False |
8,388 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.7% |
34.7 |
1.2% |
77% |
False |
False |
7,522 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.0% |
28.0 |
0.9% |
75% |
False |
False |
5,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,107.3 |
|
2.618 |
3,053.4 |
|
1.618 |
3,020.4 |
|
1.000 |
3,000.0 |
|
0.618 |
2,987.4 |
|
HIGH |
2,967.0 |
|
0.618 |
2,954.4 |
|
0.500 |
2,950.5 |
|
0.382 |
2,946.6 |
|
LOW |
2,934.0 |
|
0.618 |
2,913.6 |
|
1.000 |
2,901.0 |
|
1.618 |
2,880.6 |
|
2.618 |
2,847.6 |
|
4.250 |
2,793.8 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,957.5 |
2,958.2 |
| PP |
2,954.0 |
2,955.3 |
| S1 |
2,950.5 |
2,952.5 |
|