| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,358.0 |
1,365.7 |
7.7 |
0.6% |
1,322.3 |
| High |
1,377.5 |
1,372.9 |
-4.6 |
-0.3% |
1,347.0 |
| Low |
1,356.3 |
1,352.0 |
-4.3 |
-0.3% |
1,308.2 |
| Close |
1,367.1 |
1,362.1 |
-5.0 |
-0.4% |
1,339.0 |
| Range |
21.2 |
20.9 |
-0.3 |
-1.4% |
38.8 |
| ATR |
23.3 |
23.2 |
-0.2 |
-0.7% |
0.0 |
| Volume |
237,060 |
218,463 |
-18,597 |
-7.8% |
1,047,794 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,425.0 |
1,414.5 |
1,373.6 |
|
| R3 |
1,404.1 |
1,393.6 |
1,367.8 |
|
| R2 |
1,383.2 |
1,383.2 |
1,365.9 |
|
| R1 |
1,372.7 |
1,372.7 |
1,364.0 |
1,367.5 |
| PP |
1,362.3 |
1,362.3 |
1,362.3 |
1,359.8 |
| S1 |
1,351.8 |
1,351.8 |
1,360.2 |
1,346.6 |
| S2 |
1,341.4 |
1,341.4 |
1,358.3 |
|
| S3 |
1,320.5 |
1,330.9 |
1,356.4 |
|
| S4 |
1,299.6 |
1,310.0 |
1,350.6 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,447.8 |
1,432.2 |
1,360.3 |
|
| R3 |
1,409.0 |
1,393.4 |
1,349.7 |
|
| R2 |
1,370.2 |
1,370.2 |
1,346.1 |
|
| R1 |
1,354.6 |
1,354.6 |
1,342.6 |
1,362.4 |
| PP |
1,331.4 |
1,331.4 |
1,331.4 |
1,335.3 |
| S1 |
1,315.8 |
1,315.8 |
1,335.4 |
1,323.6 |
| S2 |
1,292.6 |
1,292.6 |
1,331.9 |
|
| S3 |
1,253.8 |
1,277.0 |
1,328.3 |
|
| S4 |
1,215.0 |
1,238.2 |
1,317.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,377.5 |
1,315.3 |
62.2 |
4.6% |
19.8 |
1.5% |
75% |
False |
False |
245,200 |
| 10 |
1,377.5 |
1,252.8 |
124.7 |
9.2% |
28.5 |
2.1% |
88% |
False |
False |
258,394 |
| 20 |
1,377.5 |
1,252.8 |
124.7 |
9.2% |
24.0 |
1.8% |
88% |
False |
False |
229,637 |
| 40 |
1,377.5 |
1,201.5 |
176.0 |
12.9% |
20.6 |
1.5% |
91% |
False |
False |
169,704 |
| 60 |
1,377.5 |
1,201.5 |
176.0 |
12.9% |
20.1 |
1.5% |
91% |
False |
False |
117,029 |
| 80 |
1,377.5 |
1,201.5 |
176.0 |
12.9% |
19.6 |
1.4% |
91% |
False |
False |
88,803 |
| 100 |
1,377.5 |
1,193.2 |
184.3 |
13.5% |
20.5 |
1.5% |
92% |
False |
False |
71,667 |
| 120 |
1,377.5 |
1,079.4 |
298.1 |
21.9% |
19.8 |
1.5% |
95% |
False |
False |
60,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,461.7 |
|
2.618 |
1,427.6 |
|
1.618 |
1,406.7 |
|
1.000 |
1,393.8 |
|
0.618 |
1,385.8 |
|
HIGH |
1,372.9 |
|
0.618 |
1,364.9 |
|
0.500 |
1,362.5 |
|
0.382 |
1,360.0 |
|
LOW |
1,352.0 |
|
0.618 |
1,339.1 |
|
1.000 |
1,331.1 |
|
1.618 |
1,318.2 |
|
2.618 |
1,297.3 |
|
4.250 |
1,263.2 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,362.5 |
1,360.7 |
| PP |
1,362.3 |
1,359.4 |
| S1 |
1,362.2 |
1,358.0 |
|