| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,968.0 |
2,965.0 |
-3.0 |
-0.1% |
2,944.0 |
| High |
2,998.0 |
2,982.0 |
-16.0 |
-0.5% |
2,961.0 |
| Low |
2,968.0 |
2,946.0 |
-22.0 |
-0.7% |
2,890.0 |
| Close |
2,978.0 |
2,954.0 |
-24.0 |
-0.8% |
2,950.0 |
| Range |
30.0 |
36.0 |
6.0 |
20.0% |
71.0 |
| ATR |
50.1 |
49.1 |
-1.0 |
-2.0% |
0.0 |
| Volume |
12,606 |
2,257 |
-10,349 |
-82.1% |
490 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,068.7 |
3,047.3 |
2,973.8 |
|
| R3 |
3,032.7 |
3,011.3 |
2,963.9 |
|
| R2 |
2,996.7 |
2,996.7 |
2,960.6 |
|
| R1 |
2,975.3 |
2,975.3 |
2,957.3 |
2,968.0 |
| PP |
2,960.7 |
2,960.7 |
2,960.7 |
2,957.0 |
| S1 |
2,939.3 |
2,939.3 |
2,950.7 |
2,932.0 |
| S2 |
2,924.7 |
2,924.7 |
2,947.4 |
|
| S3 |
2,888.7 |
2,903.3 |
2,944.1 |
|
| S4 |
2,852.7 |
2,867.3 |
2,934.2 |
|
|
| 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 |
2,930.0 |
68.0 |
2.3% |
32.2 |
1.1% |
35% |
False |
False |
3,444 |
| 10 |
2,998.0 |
2,890.0 |
108.0 |
3.7% |
33.9 |
1.1% |
59% |
False |
False |
2,726 |
| 20 |
2,998.0 |
2,721.0 |
277.0 |
9.4% |
39.9 |
1.4% |
84% |
False |
False |
9,049 |
| 40 |
3,040.0 |
2,649.0 |
391.0 |
13.2% |
45.4 |
1.5% |
78% |
False |
False |
8,701 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.8% |
35.8 |
1.2% |
75% |
False |
False |
7,745 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.0% |
28.3 |
1.0% |
73% |
False |
False |
5,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,135.0 |
|
2.618 |
3,076.2 |
|
1.618 |
3,040.2 |
|
1.000 |
3,018.0 |
|
0.618 |
3,004.2 |
|
HIGH |
2,982.0 |
|
0.618 |
2,968.2 |
|
0.500 |
2,964.0 |
|
0.382 |
2,959.8 |
|
LOW |
2,946.0 |
|
0.618 |
2,923.8 |
|
1.000 |
2,910.0 |
|
1.618 |
2,887.8 |
|
2.618 |
2,851.8 |
|
4.250 |
2,793.0 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,964.0 |
2,966.0 |
| PP |
2,960.7 |
2,962.0 |
| S1 |
2,957.3 |
2,958.0 |
|