| 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 |
2,955.0 |
2,932.0 |
-23.0 |
-0.8% |
2,854.0 |
| High |
2,978.0 |
2,943.0 |
-35.0 |
-1.2% |
2,973.0 |
| Low |
2,924.0 |
2,903.0 |
-21.0 |
-0.7% |
2,836.0 |
| Close |
2,948.0 |
2,927.0 |
-21.0 |
-0.7% |
2,949.0 |
| Range |
54.0 |
40.0 |
-14.0 |
-25.9% |
137.0 |
| ATR |
69.4 |
67.7 |
-1.7 |
-2.5% |
0.0 |
| Volume |
1,006,632 |
915,429 |
-91,203 |
-9.1% |
5,691,105 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,044.3 |
3,025.7 |
2,949.0 |
|
| R3 |
3,004.3 |
2,985.7 |
2,938.0 |
|
| R2 |
2,964.3 |
2,964.3 |
2,934.3 |
|
| R1 |
2,945.7 |
2,945.7 |
2,930.7 |
2,935.0 |
| PP |
2,924.3 |
2,924.3 |
2,924.3 |
2,919.0 |
| S1 |
2,905.7 |
2,905.7 |
2,923.3 |
2,895.0 |
| S2 |
2,884.3 |
2,884.3 |
2,919.7 |
|
| S3 |
2,844.3 |
2,865.7 |
2,916.0 |
|
| S4 |
2,804.3 |
2,825.7 |
2,905.0 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,330.3 |
3,276.7 |
3,024.4 |
|
| R3 |
3,193.3 |
3,139.7 |
2,986.7 |
|
| R2 |
3,056.3 |
3,056.3 |
2,974.1 |
|
| R1 |
3,002.7 |
3,002.7 |
2,961.6 |
3,029.5 |
| PP |
2,919.3 |
2,919.3 |
2,919.3 |
2,932.8 |
| S1 |
2,865.7 |
2,865.7 |
2,936.4 |
2,892.5 |
| S2 |
2,782.3 |
2,782.3 |
2,923.9 |
|
| S3 |
2,645.3 |
2,728.7 |
2,911.3 |
|
| S4 |
2,508.3 |
2,591.7 |
2,873.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,978.0 |
2,903.0 |
75.0 |
2.6% |
41.2 |
1.4% |
32% |
False |
True |
1,045,978 |
| 10 |
2,978.0 |
2,734.0 |
244.0 |
8.3% |
52.6 |
1.8% |
79% |
False |
False |
1,129,987 |
| 20 |
3,058.0 |
2,645.0 |
413.0 |
14.1% |
67.0 |
2.3% |
68% |
False |
False |
1,501,418 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
57.5 |
2.0% |
65% |
False |
False |
1,053,573 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
53.6 |
1.8% |
65% |
False |
False |
706,061 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
52.0 |
1.8% |
65% |
False |
False |
530,112 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
49.3 |
1.7% |
65% |
False |
False |
427,052 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.2% |
44.6 |
1.5% |
68% |
False |
False |
355,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,113.0 |
|
2.618 |
3,047.7 |
|
1.618 |
3,007.7 |
|
1.000 |
2,983.0 |
|
0.618 |
2,967.7 |
|
HIGH |
2,943.0 |
|
0.618 |
2,927.7 |
|
0.500 |
2,923.0 |
|
0.382 |
2,918.3 |
|
LOW |
2,903.0 |
|
0.618 |
2,878.3 |
|
1.000 |
2,863.0 |
|
1.618 |
2,838.3 |
|
2.618 |
2,798.3 |
|
4.250 |
2,733.0 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,925.7 |
2,940.5 |
| PP |
2,924.3 |
2,936.0 |
| S1 |
2,923.0 |
2,931.5 |
|