| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,854.0 |
2,871.0 |
17.0 |
0.6% |
2,856.0 |
| High |
2,884.0 |
2,935.0 |
51.0 |
1.8% |
2,856.0 |
| Low |
2,836.0 |
2,869.0 |
33.0 |
1.2% |
2,734.0 |
| Close |
2,878.0 |
2,929.0 |
51.0 |
1.8% |
2,832.0 |
| Range |
48.0 |
66.0 |
18.0 |
37.5% |
122.0 |
| ATR |
79.8 |
78.8 |
-1.0 |
-1.2% |
0.0 |
| Volume |
1,337,495 |
1,045,778 |
-291,717 |
-21.8% |
5,536,319 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.0 |
3,085.0 |
2,965.3 |
|
| R3 |
3,043.0 |
3,019.0 |
2,947.2 |
|
| R2 |
2,977.0 |
2,977.0 |
2,941.1 |
|
| R1 |
2,953.0 |
2,953.0 |
2,935.1 |
2,965.0 |
| PP |
2,911.0 |
2,911.0 |
2,911.0 |
2,917.0 |
| S1 |
2,887.0 |
2,887.0 |
2,923.0 |
2,899.0 |
| S2 |
2,845.0 |
2,845.0 |
2,916.9 |
|
| S3 |
2,779.0 |
2,821.0 |
2,910.9 |
|
| S4 |
2,713.0 |
2,755.0 |
2,892.7 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,173.3 |
3,124.7 |
2,899.1 |
|
| R3 |
3,051.3 |
3,002.7 |
2,865.6 |
|
| R2 |
2,929.3 |
2,929.3 |
2,854.4 |
|
| R1 |
2,880.7 |
2,880.7 |
2,843.2 |
2,844.0 |
| PP |
2,807.3 |
2,807.3 |
2,807.3 |
2,789.0 |
| S1 |
2,758.7 |
2,758.7 |
2,820.8 |
2,722.0 |
| S2 |
2,685.3 |
2,685.3 |
2,809.6 |
|
| S3 |
2,563.3 |
2,636.7 |
2,798.5 |
|
| S4 |
2,441.3 |
2,514.7 |
2,764.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,935.0 |
2,734.0 |
201.0 |
6.9% |
64.0 |
2.2% |
97% |
True |
False |
1,213,997 |
| 10 |
2,935.0 |
2,731.0 |
204.0 |
7.0% |
64.8 |
2.2% |
97% |
True |
False |
1,328,961 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
14.1% |
69.4 |
2.4% |
69% |
False |
False |
1,612,369 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
57.8 |
2.0% |
66% |
False |
False |
925,392 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
54.0 |
1.8% |
66% |
False |
False |
619,500 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
52.5 |
1.8% |
66% |
False |
False |
466,914 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
48.1 |
1.6% |
66% |
False |
False |
374,754 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.2% |
44.7 |
1.5% |
69% |
False |
False |
312,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,215.5 |
|
2.618 |
3,107.8 |
|
1.618 |
3,041.8 |
|
1.000 |
3,001.0 |
|
0.618 |
2,975.8 |
|
HIGH |
2,935.0 |
|
0.618 |
2,909.8 |
|
0.500 |
2,902.0 |
|
0.382 |
2,894.2 |
|
LOW |
2,869.0 |
|
0.618 |
2,828.2 |
|
1.000 |
2,803.0 |
|
1.618 |
2,762.2 |
|
2.618 |
2,696.2 |
|
4.250 |
2,588.5 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,920.0 |
2,901.5 |
| PP |
2,911.0 |
2,874.0 |
| S1 |
2,902.0 |
2,846.5 |
|