| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,877.0 |
2,856.0 |
-21.0 |
-0.7% |
2,724.0 |
| High |
2,887.0 |
2,856.0 |
-31.0 |
-1.1% |
2,899.0 |
| Low |
2,841.0 |
2,784.0 |
-57.0 |
-2.0% |
2,667.0 |
| Close |
2,872.0 |
2,807.0 |
-65.0 |
-2.3% |
2,872.0 |
| Range |
46.0 |
72.0 |
26.0 |
56.5% |
232.0 |
| ATR |
84.4 |
84.7 |
0.3 |
0.3% |
0.0 |
| Volume |
535,970 |
1,849,606 |
1,313,636 |
245.1% |
7,167,789 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.7 |
2,991.3 |
2,846.6 |
|
| R3 |
2,959.7 |
2,919.3 |
2,826.8 |
|
| R2 |
2,887.7 |
2,887.7 |
2,820.2 |
|
| R1 |
2,847.3 |
2,847.3 |
2,813.6 |
2,831.5 |
| PP |
2,815.7 |
2,815.7 |
2,815.7 |
2,807.8 |
| S1 |
2,775.3 |
2,775.3 |
2,800.4 |
2,759.5 |
| S2 |
2,743.7 |
2,743.7 |
2,793.8 |
|
| S3 |
2,671.7 |
2,703.3 |
2,787.2 |
|
| S4 |
2,599.7 |
2,631.3 |
2,767.4 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,508.7 |
3,422.3 |
2,999.6 |
|
| R3 |
3,276.7 |
3,190.3 |
2,935.8 |
|
| R2 |
3,044.7 |
3,044.7 |
2,914.5 |
|
| R1 |
2,958.3 |
2,958.3 |
2,893.3 |
3,001.5 |
| PP |
2,812.7 |
2,812.7 |
2,812.7 |
2,834.3 |
| S1 |
2,726.3 |
2,726.3 |
2,850.7 |
2,769.5 |
| S2 |
2,580.7 |
2,580.7 |
2,829.5 |
|
| S3 |
2,348.7 |
2,494.3 |
2,808.2 |
|
| S4 |
2,116.7 |
2,262.3 |
2,744.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,899.0 |
2,731.0 |
168.0 |
6.0% |
65.6 |
2.3% |
45% |
False |
False |
1,443,926 |
| 10 |
3,058.0 |
2,645.0 |
413.0 |
14.7% |
81.3 |
2.9% |
39% |
False |
False |
1,872,848 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
14.7% |
66.2 |
2.4% |
39% |
False |
False |
1,520,661 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
15.4% |
55.9 |
2.0% |
37% |
False |
False |
774,342 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
15.4% |
52.3 |
1.9% |
37% |
False |
False |
518,354 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
15.4% |
52.1 |
1.9% |
37% |
False |
False |
391,182 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
16.9% |
45.3 |
1.6% |
43% |
False |
False |
314,056 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.9% |
43.2 |
1.5% |
43% |
False |
False |
261,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,162.0 |
|
2.618 |
3,044.5 |
|
1.618 |
2,972.5 |
|
1.000 |
2,928.0 |
|
0.618 |
2,900.5 |
|
HIGH |
2,856.0 |
|
0.618 |
2,828.5 |
|
0.500 |
2,820.0 |
|
0.382 |
2,811.5 |
|
LOW |
2,784.0 |
|
0.618 |
2,739.5 |
|
1.000 |
2,712.0 |
|
1.618 |
2,667.5 |
|
2.618 |
2,595.5 |
|
4.250 |
2,478.0 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,820.0 |
2,841.5 |
| PP |
2,815.7 |
2,830.0 |
| S1 |
2,811.3 |
2,818.5 |
|