| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,856.0 |
2,782.0 |
-74.0 |
-2.6% |
2,724.0 |
| High |
2,856.0 |
2,801.0 |
-55.0 |
-1.9% |
2,899.0 |
| Low |
2,784.0 |
2,734.0 |
-50.0 |
-1.8% |
2,667.0 |
| Close |
2,807.0 |
2,754.0 |
-53.0 |
-1.9% |
2,872.0 |
| Range |
72.0 |
67.0 |
-5.0 |
-6.9% |
232.0 |
| ATR |
84.7 |
83.8 |
-0.8 |
-1.0% |
0.0 |
| Volume |
1,849,606 |
1,287,338 |
-562,268 |
-30.4% |
7,167,789 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,964.0 |
2,926.0 |
2,790.9 |
|
| R3 |
2,897.0 |
2,859.0 |
2,772.4 |
|
| R2 |
2,830.0 |
2,830.0 |
2,766.3 |
|
| R1 |
2,792.0 |
2,792.0 |
2,760.1 |
2,777.5 |
| PP |
2,763.0 |
2,763.0 |
2,763.0 |
2,755.8 |
| S1 |
2,725.0 |
2,725.0 |
2,747.9 |
2,710.5 |
| S2 |
2,696.0 |
2,696.0 |
2,741.7 |
|
| S3 |
2,629.0 |
2,658.0 |
2,735.6 |
|
| S4 |
2,562.0 |
2,591.0 |
2,717.2 |
|
|
| 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 |
2,734.0 |
165.0 |
6.0% |
69.0 |
2.5% |
12% |
False |
True |
1,366,170 |
| 10 |
3,058.0 |
2,645.0 |
413.0 |
15.0% |
81.3 |
3.0% |
26% |
False |
False |
1,867,498 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
15.0% |
67.5 |
2.4% |
26% |
False |
False |
1,573,205 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
15.7% |
56.4 |
2.0% |
25% |
False |
False |
806,469 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
15.7% |
52.4 |
1.9% |
25% |
False |
False |
539,806 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
15.7% |
50.6 |
1.8% |
25% |
False |
False |
407,272 |
| 100 |
3,078.0 |
2,644.0 |
434.0 |
15.8% |
45.9 |
1.7% |
25% |
False |
False |
326,930 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
17.2% |
43.5 |
1.6% |
32% |
False |
False |
272,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,085.8 |
|
2.618 |
2,976.4 |
|
1.618 |
2,909.4 |
|
1.000 |
2,868.0 |
|
0.618 |
2,842.4 |
|
HIGH |
2,801.0 |
|
0.618 |
2,775.4 |
|
0.500 |
2,767.5 |
|
0.382 |
2,759.6 |
|
LOW |
2,734.0 |
|
0.618 |
2,692.6 |
|
1.000 |
2,667.0 |
|
1.618 |
2,625.6 |
|
2.618 |
2,558.6 |
|
4.250 |
2,449.3 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,767.5 |
2,810.5 |
| PP |
2,763.0 |
2,791.7 |
| S1 |
2,758.5 |
2,772.8 |
|