| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,361.0 |
1,368.9 |
7.9 |
0.6% |
1,345.0 |
| High |
1,371.8 |
1,376.5 |
4.7 |
0.3% |
1,377.5 |
| Low |
1,336.3 |
1,351.8 |
15.5 |
1.2% |
1,336.3 |
| Close |
1,358.4 |
1,356.6 |
-1.8 |
-0.1% |
1,358.4 |
| Range |
35.5 |
24.7 |
-10.8 |
-30.4% |
41.2 |
| ATR |
24.0 |
24.1 |
0.0 |
0.2% |
0.0 |
| Volume |
301,185 |
230,696 |
-70,489 |
-23.4% |
1,110,513 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,435.7 |
1,420.9 |
1,370.2 |
|
| R3 |
1,411.0 |
1,396.2 |
1,363.4 |
|
| R2 |
1,386.3 |
1,386.3 |
1,361.1 |
|
| R1 |
1,371.5 |
1,371.5 |
1,358.9 |
1,366.6 |
| PP |
1,361.6 |
1,361.6 |
1,361.6 |
1,359.2 |
| S1 |
1,346.8 |
1,346.8 |
1,354.3 |
1,341.9 |
| S2 |
1,336.9 |
1,336.9 |
1,352.1 |
|
| S3 |
1,312.2 |
1,322.1 |
1,349.8 |
|
| S4 |
1,287.5 |
1,297.4 |
1,343.0 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,481.0 |
1,460.9 |
1,381.1 |
|
| R3 |
1,439.8 |
1,419.7 |
1,369.7 |
|
| R2 |
1,398.6 |
1,398.6 |
1,366.0 |
|
| R1 |
1,378.5 |
1,378.5 |
1,362.2 |
1,388.6 |
| PP |
1,357.4 |
1,357.4 |
1,357.4 |
1,362.4 |
| S1 |
1,337.3 |
1,337.3 |
1,354.6 |
1,347.4 |
| S2 |
1,316.2 |
1,316.2 |
1,350.8 |
|
| S3 |
1,275.0 |
1,296.1 |
1,347.1 |
|
| S4 |
1,233.8 |
1,254.9 |
1,335.7 |
|
|
| 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 |
1,336.3 |
41.2 |
3.0% |
24.8 |
1.8% |
49% |
False |
False |
268,241 |
| 10 |
1,377.5 |
1,308.2 |
69.3 |
5.1% |
21.7 |
1.6% |
70% |
False |
False |
238,900 |
| 20 |
1,377.5 |
1,252.8 |
124.7 |
9.2% |
25.6 |
1.9% |
83% |
False |
False |
240,528 |
| 40 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
21.3 |
1.6% |
88% |
False |
False |
180,361 |
| 60 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
20.5 |
1.5% |
88% |
False |
False |
125,733 |
| 80 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.8 |
1.5% |
88% |
False |
False |
95,396 |
| 100 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
20.5 |
1.5% |
88% |
False |
False |
76,916 |
| 120 |
1,377.5 |
1,092.3 |
285.2 |
21.0% |
20.1 |
1.5% |
93% |
False |
False |
64,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,481.5 |
|
2.618 |
1,441.2 |
|
1.618 |
1,416.5 |
|
1.000 |
1,401.2 |
|
0.618 |
1,391.8 |
|
HIGH |
1,376.5 |
|
0.618 |
1,367.1 |
|
0.500 |
1,364.2 |
|
0.382 |
1,361.2 |
|
LOW |
1,351.8 |
|
0.618 |
1,336.5 |
|
1.000 |
1,327.1 |
|
1.618 |
1,311.8 |
|
2.618 |
1,287.1 |
|
4.250 |
1,246.8 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,364.2 |
1,356.5 |
| PP |
1,361.6 |
1,356.5 |
| S1 |
1,359.1 |
1,356.4 |
|