| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,952.0 |
2,968.0 |
16.0 |
0.5% |
2,944.0 |
| High |
2,967.0 |
2,998.0 |
31.0 |
1.0% |
2,961.0 |
| Low |
2,934.0 |
2,968.0 |
34.0 |
1.2% |
2,890.0 |
| Close |
2,961.0 |
2,978.0 |
17.0 |
0.6% |
2,950.0 |
| Range |
33.0 |
30.0 |
-3.0 |
-9.1% |
71.0 |
| ATR |
51.1 |
50.1 |
-1.0 |
-2.0% |
0.0 |
| Volume |
2,140 |
12,606 |
10,466 |
489.1% |
490 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,071.3 |
3,054.7 |
2,994.5 |
|
| R3 |
3,041.3 |
3,024.7 |
2,986.3 |
|
| R2 |
3,011.3 |
3,011.3 |
2,983.5 |
|
| R1 |
2,994.7 |
2,994.7 |
2,980.8 |
3,003.0 |
| PP |
2,981.3 |
2,981.3 |
2,981.3 |
2,985.5 |
| S1 |
2,964.7 |
2,964.7 |
2,975.3 |
2,973.0 |
| S2 |
2,951.3 |
2,951.3 |
2,972.5 |
|
| S3 |
2,921.3 |
2,934.7 |
2,969.8 |
|
| S4 |
2,891.3 |
2,904.7 |
2,961.5 |
|
|
| 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 |
2,998.0 |
2,922.0 |
76.0 |
2.6% |
32.0 |
1.1% |
74% |
True |
False |
3,002 |
| 10 |
2,998.0 |
2,890.0 |
108.0 |
3.6% |
34.1 |
1.1% |
81% |
True |
False |
2,506 |
| 20 |
2,998.0 |
2,721.0 |
277.0 |
9.3% |
43.1 |
1.4% |
93% |
True |
False |
8,937 |
| 40 |
3,040.0 |
2,649.0 |
391.0 |
13.1% |
44.8 |
1.5% |
84% |
False |
False |
8,703 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.7% |
35.2 |
1.2% |
81% |
False |
False |
7,733 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
13.9% |
28.3 |
1.0% |
79% |
False |
False |
5,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,125.5 |
|
2.618 |
3,076.5 |
|
1.618 |
3,046.5 |
|
1.000 |
3,028.0 |
|
0.618 |
3,016.5 |
|
HIGH |
2,998.0 |
|
0.618 |
2,986.5 |
|
0.500 |
2,983.0 |
|
0.382 |
2,979.5 |
|
LOW |
2,968.0 |
|
0.618 |
2,949.5 |
|
1.000 |
2,938.0 |
|
1.618 |
2,919.5 |
|
2.618 |
2,889.5 |
|
4.250 |
2,840.5 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,983.0 |
2,974.0 |
| PP |
2,981.3 |
2,970.0 |
| S1 |
2,979.7 |
2,966.0 |
|