| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,333.4 |
1,329.1 |
-4.3 |
-0.3% |
1,368.9 |
| High |
1,336.0 |
1,335.5 |
-0.5 |
0.0% |
1,376.5 |
| Low |
1,323.5 |
1,325.8 |
2.3 |
0.2% |
1,320.4 |
| Close |
1,329.3 |
1,332.3 |
3.0 |
0.2% |
1,327.4 |
| Range |
12.5 |
9.7 |
-2.8 |
-22.4% |
56.1 |
| ATR |
22.9 |
21.9 |
-0.9 |
-4.1% |
0.0 |
| Volume |
163,212 |
150,620 |
-12,592 |
-7.7% |
1,148,788 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,360.3 |
1,356.0 |
1,337.6 |
|
| R3 |
1,350.6 |
1,346.3 |
1,335.0 |
|
| R2 |
1,340.9 |
1,340.9 |
1,334.1 |
|
| R1 |
1,336.6 |
1,336.6 |
1,333.2 |
1,338.8 |
| PP |
1,331.2 |
1,331.2 |
1,331.2 |
1,332.3 |
| S1 |
1,326.9 |
1,326.9 |
1,331.4 |
1,329.1 |
| S2 |
1,321.5 |
1,321.5 |
1,330.5 |
|
| S3 |
1,311.8 |
1,317.2 |
1,329.6 |
|
| S4 |
1,302.1 |
1,307.5 |
1,327.0 |
|
|
| 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 |
1,348.0 |
1,320.4 |
27.6 |
2.1% |
17.0 |
1.3% |
43% |
False |
False |
194,917 |
| 10 |
1,377.5 |
1,320.4 |
57.1 |
4.3% |
21.5 |
1.6% |
21% |
False |
False |
221,932 |
| 20 |
1,377.5 |
1,252.8 |
124.7 |
9.4% |
24.9 |
1.9% |
64% |
False |
False |
234,379 |
| 40 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
21.6 |
1.6% |
74% |
False |
False |
205,983 |
| 60 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.5 |
1.5% |
74% |
False |
False |
145,779 |
| 80 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
19.8 |
1.5% |
74% |
False |
False |
110,432 |
| 100 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.3 |
1.5% |
74% |
False |
False |
89,111 |
| 120 |
1,377.5 |
1,111.3 |
266.2 |
20.0% |
20.5 |
1.5% |
83% |
False |
False |
74,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,376.7 |
|
2.618 |
1,360.9 |
|
1.618 |
1,351.2 |
|
1.000 |
1,345.2 |
|
0.618 |
1,341.5 |
|
HIGH |
1,335.5 |
|
0.618 |
1,331.8 |
|
0.500 |
1,330.7 |
|
0.382 |
1,329.5 |
|
LOW |
1,325.8 |
|
0.618 |
1,319.8 |
|
1.000 |
1,316.1 |
|
1.618 |
1,310.1 |
|
2.618 |
1,300.4 |
|
4.250 |
1,284.6 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,331.8 |
1,331.9 |
| PP |
1,331.2 |
1,331.5 |
| S1 |
1,330.7 |
1,331.1 |
|