| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,334.0 |
1,344.5 |
10.5 |
0.8% |
1,345.0 |
| High |
1,346.3 |
1,348.0 |
1.7 |
0.1% |
1,377.5 |
| Low |
1,328.1 |
1,320.4 |
-7.7 |
-0.6% |
1,336.3 |
| Close |
1,343.6 |
1,332.2 |
-11.4 |
-0.8% |
1,358.4 |
| Range |
18.2 |
27.6 |
9.4 |
51.6% |
41.2 |
| ATR |
23.9 |
24.2 |
0.3 |
1.1% |
0.0 |
| Volume |
204,592 |
264,334 |
59,742 |
29.2% |
1,110,513 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.3 |
1,401.9 |
1,347.4 |
|
| R3 |
1,388.7 |
1,374.3 |
1,339.8 |
|
| R2 |
1,361.1 |
1,361.1 |
1,337.3 |
|
| R1 |
1,346.7 |
1,346.7 |
1,334.7 |
1,340.1 |
| PP |
1,333.5 |
1,333.5 |
1,333.5 |
1,330.3 |
| S1 |
1,319.1 |
1,319.1 |
1,329.7 |
1,312.5 |
| S2 |
1,305.9 |
1,305.9 |
1,327.1 |
|
| S3 |
1,278.3 |
1,291.5 |
1,324.6 |
|
| S4 |
1,250.7 |
1,263.9 |
1,317.0 |
|
|
| 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 |
1,376.5 |
1,320.4 |
56.1 |
4.2% |
26.8 |
2.0% |
21% |
False |
True |
251,628 |
| 10 |
1,377.5 |
1,315.3 |
62.2 |
4.7% |
23.3 |
1.7% |
27% |
False |
False |
248,414 |
| 20 |
1,377.5 |
1,252.8 |
124.7 |
9.4% |
26.9 |
2.0% |
64% |
False |
False |
247,075 |
| 40 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
22.0 |
1.6% |
74% |
False |
False |
196,820 |
| 60 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.9 |
1.6% |
74% |
False |
False |
137,662 |
| 80 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.1 |
1.5% |
74% |
False |
False |
104,333 |
| 100 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.6 |
1.5% |
74% |
False |
False |
84,119 |
| 120 |
1,377.5 |
1,101.0 |
276.5 |
20.8% |
20.4 |
1.5% |
84% |
False |
False |
70,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,465.3 |
|
2.618 |
1,420.3 |
|
1.618 |
1,392.7 |
|
1.000 |
1,375.6 |
|
0.618 |
1,365.1 |
|
HIGH |
1,348.0 |
|
0.618 |
1,337.5 |
|
0.500 |
1,334.2 |
|
0.382 |
1,330.9 |
|
LOW |
1,320.4 |
|
0.618 |
1,303.3 |
|
1.000 |
1,292.8 |
|
1.618 |
1,275.7 |
|
2.618 |
1,248.1 |
|
4.250 |
1,203.1 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,334.2 |
1,339.7 |
| PP |
1,333.5 |
1,337.2 |
| S1 |
1,332.9 |
1,334.7 |
|