| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
4,609.50 |
4,609.00 |
-0.50 |
0.0% |
4,519.50 |
| High |
4,611.25 |
4,659.00 |
47.75 |
1.0% |
4,608.25 |
| Low |
4,588.25 |
4,597.75 |
9.50 |
0.2% |
4,515.75 |
| Close |
4,606.50 |
4,650.50 |
44.00 |
1.0% |
4,579.25 |
| Range |
23.00 |
61.25 |
38.25 |
166.3% |
92.50 |
| ATR |
59.93 |
60.03 |
0.09 |
0.2% |
0.00 |
| Volume |
165,175 |
182,311 |
17,136 |
10.4% |
926,136 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,819.50 |
4,796.25 |
4,684.25 |
|
| R3 |
4,758.25 |
4,735.00 |
4,667.25 |
|
| R2 |
4,697.00 |
4,697.00 |
4,661.75 |
|
| R1 |
4,673.75 |
4,673.75 |
4,656.00 |
4,685.50 |
| PP |
4,635.75 |
4,635.75 |
4,635.75 |
4,641.50 |
| S1 |
4,612.50 |
4,612.50 |
4,645.00 |
4,624.00 |
| S2 |
4,574.50 |
4,574.50 |
4,639.25 |
|
| S3 |
4,513.25 |
4,551.25 |
4,633.75 |
|
| S4 |
4,452.00 |
4,490.00 |
4,616.75 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,845.25 |
4,804.75 |
4,630.00 |
|
| R3 |
4,752.75 |
4,712.25 |
4,604.75 |
|
| R2 |
4,660.25 |
4,660.25 |
4,596.25 |
|
| R1 |
4,619.75 |
4,619.75 |
4,587.75 |
4,640.00 |
| PP |
4,567.75 |
4,567.75 |
4,567.75 |
4,578.00 |
| S1 |
4,527.25 |
4,527.25 |
4,570.75 |
4,547.50 |
| S2 |
4,475.25 |
4,475.25 |
4,562.25 |
|
| S3 |
4,382.75 |
4,434.75 |
4,553.75 |
|
| S4 |
4,290.25 |
4,342.25 |
4,528.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,659.00 |
4,542.00 |
117.00 |
2.5% |
49.00 |
1.1% |
93% |
True |
False |
178,867 |
| 10 |
4,659.00 |
4,427.50 |
231.50 |
5.0% |
47.25 |
1.0% |
96% |
True |
False |
187,637 |
| 20 |
4,659.00 |
4,167.75 |
491.25 |
10.6% |
72.25 |
1.6% |
98% |
True |
False |
228,239 |
| 40 |
4,659.00 |
4,167.75 |
491.25 |
10.6% |
59.25 |
1.3% |
98% |
True |
False |
168,809 |
| 60 |
4,659.00 |
4,167.75 |
491.25 |
10.6% |
60.25 |
1.3% |
98% |
True |
False |
112,595 |
| 80 |
4,659.00 |
4,167.75 |
491.25 |
10.6% |
59.50 |
1.3% |
98% |
True |
False |
84,470 |
| 100 |
4,659.00 |
4,167.75 |
491.25 |
10.6% |
55.75 |
1.2% |
98% |
True |
False |
67,582 |
| 120 |
4,659.00 |
3,902.00 |
757.00 |
16.3% |
51.25 |
1.1% |
99% |
True |
False |
56,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,919.25 |
|
2.618 |
4,819.25 |
|
1.618 |
4,758.00 |
|
1.000 |
4,720.25 |
|
0.618 |
4,696.75 |
|
HIGH |
4,659.00 |
|
0.618 |
4,635.50 |
|
0.500 |
4,628.50 |
|
0.382 |
4,621.25 |
|
LOW |
4,597.75 |
|
0.618 |
4,560.00 |
|
1.000 |
4,536.50 |
|
1.618 |
4,498.75 |
|
2.618 |
4,437.50 |
|
4.250 |
4,337.50 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,643.00 |
4,639.75 |
| PP |
4,635.75 |
4,628.75 |
| S1 |
4,628.50 |
4,618.00 |
|