| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,336.4 |
1,333.4 |
-3.0 |
-0.2% |
1,368.9 |
| High |
1,339.5 |
1,336.0 |
-3.5 |
-0.3% |
1,376.5 |
| Low |
1,322.6 |
1,323.5 |
0.9 |
0.1% |
1,320.4 |
| Close |
1,327.4 |
1,329.3 |
1.9 |
0.1% |
1,327.4 |
| Range |
16.9 |
12.5 |
-4.4 |
-26.0% |
56.1 |
| ATR |
23.7 |
22.9 |
-0.8 |
-3.4% |
0.0 |
| Volume |
191,831 |
163,212 |
-28,619 |
-14.9% |
1,148,788 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.1 |
1,360.7 |
1,336.2 |
|
| R3 |
1,354.6 |
1,348.2 |
1,332.7 |
|
| R2 |
1,342.1 |
1,342.1 |
1,331.6 |
|
| R1 |
1,335.7 |
1,335.7 |
1,330.4 |
1,332.7 |
| PP |
1,329.6 |
1,329.6 |
1,329.6 |
1,328.1 |
| S1 |
1,323.2 |
1,323.2 |
1,328.2 |
1,320.2 |
| S2 |
1,317.1 |
1,317.1 |
1,327.0 |
|
| S3 |
1,304.6 |
1,310.7 |
1,325.9 |
|
| S4 |
1,292.1 |
1,298.2 |
1,322.4 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,509.7 |
1,474.7 |
1,358.3 |
|
| R3 |
1,453.6 |
1,418.6 |
1,342.8 |
|
| R2 |
1,397.5 |
1,397.5 |
1,337.7 |
|
| R1 |
1,362.5 |
1,362.5 |
1,332.5 |
1,352.0 |
| PP |
1,341.4 |
1,341.4 |
1,341.4 |
1,336.2 |
| S1 |
1,306.4 |
1,306.4 |
1,322.3 |
1,295.9 |
| S2 |
1,285.3 |
1,285.3 |
1,317.1 |
|
| S3 |
1,229.2 |
1,250.3 |
1,312.0 |
|
| S4 |
1,173.1 |
1,194.2 |
1,296.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,358.9 |
1,320.4 |
38.5 |
2.9% |
20.6 |
1.6% |
23% |
False |
False |
216,260 |
| 10 |
1,377.5 |
1,320.4 |
57.1 |
4.3% |
22.7 |
1.7% |
16% |
False |
False |
242,251 |
| 20 |
1,377.5 |
1,252.8 |
124.7 |
9.4% |
25.2 |
1.9% |
61% |
False |
False |
236,538 |
| 40 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
21.6 |
1.6% |
73% |
False |
False |
203,930 |
| 60 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.7 |
1.6% |
73% |
False |
False |
143,380 |
| 80 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
19.8 |
1.5% |
73% |
False |
False |
108,593 |
| 100 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.4 |
1.5% |
73% |
False |
False |
87,621 |
| 120 |
1,377.5 |
1,111.3 |
266.2 |
20.0% |
20.5 |
1.5% |
82% |
False |
False |
73,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,389.1 |
|
2.618 |
1,368.7 |
|
1.618 |
1,356.2 |
|
1.000 |
1,348.5 |
|
0.618 |
1,343.7 |
|
HIGH |
1,336.0 |
|
0.618 |
1,331.2 |
|
0.500 |
1,329.8 |
|
0.382 |
1,328.3 |
|
LOW |
1,323.5 |
|
0.618 |
1,315.8 |
|
1.000 |
1,311.0 |
|
1.618 |
1,303.3 |
|
2.618 |
1,290.8 |
|
4.250 |
1,270.4 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,329.8 |
1,334.2 |
| PP |
1,329.6 |
1,332.6 |
| S1 |
1,329.5 |
1,330.9 |
|