| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,949.0 |
2,964.0 |
15.0 |
0.5% |
2,955.0 |
| High |
2,978.0 |
2,994.0 |
16.0 |
0.5% |
2,978.0 |
| Low |
2,939.0 |
2,956.0 |
17.0 |
0.6% |
2,903.0 |
| Close |
2,965.0 |
2,964.0 |
-1.0 |
0.0% |
2,965.0 |
| Range |
39.0 |
38.0 |
-1.0 |
-2.6% |
75.0 |
| ATR |
61.9 |
60.2 |
-1.7 |
-2.8% |
0.0 |
| Volume |
873,965 |
911,774 |
37,809 |
4.3% |
4,612,855 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,085.3 |
3,062.7 |
2,984.9 |
|
| R3 |
3,047.3 |
3,024.7 |
2,974.5 |
|
| R2 |
3,009.3 |
3,009.3 |
2,971.0 |
|
| R1 |
2,986.7 |
2,986.7 |
2,967.5 |
2,983.0 |
| PP |
2,971.3 |
2,971.3 |
2,971.3 |
2,969.5 |
| S1 |
2,948.7 |
2,948.7 |
2,960.5 |
2,945.0 |
| S2 |
2,933.3 |
2,933.3 |
2,957.0 |
|
| S3 |
2,895.3 |
2,910.7 |
2,953.6 |
|
| S4 |
2,857.3 |
2,872.7 |
2,943.1 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,173.7 |
3,144.3 |
3,006.3 |
|
| R3 |
3,098.7 |
3,069.3 |
2,985.6 |
|
| R2 |
3,023.7 |
3,023.7 |
2,978.8 |
|
| R1 |
2,994.3 |
2,994.3 |
2,971.9 |
3,009.0 |
| PP |
2,948.7 |
2,948.7 |
2,948.7 |
2,956.0 |
| S1 |
2,919.3 |
2,919.3 |
2,958.1 |
2,934.0 |
| S2 |
2,873.7 |
2,873.7 |
2,951.3 |
|
| S3 |
2,798.7 |
2,844.3 |
2,944.4 |
|
| S4 |
2,723.7 |
2,769.3 |
2,923.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,994.0 |
2,903.0 |
91.0 |
3.1% |
38.8 |
1.3% |
67% |
True |
False |
903,599 |
| 10 |
2,994.0 |
2,869.0 |
125.0 |
4.2% |
42.6 |
1.4% |
76% |
True |
False |
987,823 |
| 20 |
2,994.0 |
2,667.0 |
327.0 |
11.0% |
56.2 |
1.9% |
91% |
True |
False |
1,195,992 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
55.8 |
1.9% |
74% |
False |
False |
1,143,481 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
53.4 |
1.8% |
74% |
False |
False |
765,131 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
52.0 |
1.8% |
74% |
False |
False |
575,073 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
49.5 |
1.7% |
74% |
False |
False |
462,960 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
45.4 |
1.5% |
76% |
False |
False |
385,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,155.5 |
|
2.618 |
3,093.5 |
|
1.618 |
3,055.5 |
|
1.000 |
3,032.0 |
|
0.618 |
3,017.5 |
|
HIGH |
2,994.0 |
|
0.618 |
2,979.5 |
|
0.500 |
2,975.0 |
|
0.382 |
2,970.5 |
|
LOW |
2,956.0 |
|
0.618 |
2,932.5 |
|
1.000 |
2,918.0 |
|
1.618 |
2,894.5 |
|
2.618 |
2,856.5 |
|
4.250 |
2,794.5 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,975.0 |
2,965.0 |
| PP |
2,971.3 |
2,964.7 |
| S1 |
2,967.7 |
2,964.3 |
|