| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,965.0 |
2,964.0 |
-1.0 |
0.0% |
2,949.0 |
| High |
2,982.0 |
2,974.0 |
-8.0 |
-0.3% |
2,998.0 |
| Low |
2,946.0 |
2,949.0 |
3.0 |
0.1% |
2,934.0 |
| Close |
2,954.0 |
2,967.0 |
13.0 |
0.4% |
2,967.0 |
| Range |
36.0 |
25.0 |
-11.0 |
-30.6% |
64.0 |
| ATR |
49.1 |
47.3 |
-1.7 |
-3.5% |
0.0 |
| Volume |
2,257 |
70 |
-2,187 |
-96.9% |
17,220 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,038.3 |
3,027.7 |
2,980.8 |
|
| R3 |
3,013.3 |
3,002.7 |
2,973.9 |
|
| R2 |
2,988.3 |
2,988.3 |
2,971.6 |
|
| R1 |
2,977.7 |
2,977.7 |
2,969.3 |
2,983.0 |
| PP |
2,963.3 |
2,963.3 |
2,963.3 |
2,966.0 |
| S1 |
2,952.7 |
2,952.7 |
2,964.7 |
2,958.0 |
| S2 |
2,938.3 |
2,938.3 |
2,962.4 |
|
| S3 |
2,913.3 |
2,927.7 |
2,960.1 |
|
| S4 |
2,888.3 |
2,902.7 |
2,953.3 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,158.3 |
3,126.7 |
3,002.2 |
|
| R3 |
3,094.3 |
3,062.7 |
2,984.6 |
|
| R2 |
3,030.3 |
3,030.3 |
2,978.7 |
|
| R1 |
2,998.7 |
2,998.7 |
2,972.9 |
3,014.5 |
| PP |
2,966.3 |
2,966.3 |
2,966.3 |
2,974.3 |
| S1 |
2,934.7 |
2,934.7 |
2,961.1 |
2,950.5 |
| S2 |
2,902.3 |
2,902.3 |
2,955.3 |
|
| S3 |
2,838.3 |
2,870.7 |
2,949.4 |
|
| S4 |
2,774.3 |
2,806.7 |
2,931.8 |
|
|
| 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 |
2,934.0 |
64.0 |
2.2% |
31.0 |
1.0% |
52% |
False |
False |
3,444 |
| 10 |
2,998.0 |
2,890.0 |
108.0 |
3.6% |
33.0 |
1.1% |
71% |
False |
False |
1,771 |
| 20 |
2,998.0 |
2,721.0 |
277.0 |
9.3% |
39.7 |
1.3% |
89% |
False |
False |
9,051 |
| 40 |
3,040.0 |
2,649.0 |
391.0 |
13.2% |
45.4 |
1.5% |
81% |
False |
False |
8,695 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.7% |
36.2 |
1.2% |
78% |
False |
False |
7,746 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.0% |
28.6 |
1.0% |
77% |
False |
False |
5,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,080.3 |
|
2.618 |
3,039.5 |
|
1.618 |
3,014.5 |
|
1.000 |
2,999.0 |
|
0.618 |
2,989.5 |
|
HIGH |
2,974.0 |
|
0.618 |
2,964.5 |
|
0.500 |
2,961.5 |
|
0.382 |
2,958.6 |
|
LOW |
2,949.0 |
|
0.618 |
2,933.6 |
|
1.000 |
2,924.0 |
|
1.618 |
2,908.6 |
|
2.618 |
2,883.6 |
|
4.250 |
2,842.8 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,965.2 |
2,972.0 |
| PP |
2,963.3 |
2,970.3 |
| S1 |
2,961.5 |
2,968.7 |
|