| 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 |
2,099.75 |
2,084.00 |
-15.75 |
-0.8% |
2,013.75 |
| High |
2,104.75 |
2,094.50 |
-10.25 |
-0.5% |
2,100.75 |
| Low |
2,072.50 |
2,065.75 |
-6.75 |
-0.3% |
1,981.50 |
| Close |
2,082.75 |
2,094.00 |
11.25 |
0.5% |
2,096.25 |
| Range |
32.25 |
28.75 |
-3.50 |
-10.9% |
119.25 |
| ATR |
31.52 |
31.32 |
-0.20 |
-0.6% |
0.00 |
| Volume |
1,862,935 |
2,054,794 |
191,859 |
10.3% |
11,338,523 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.00 |
2,161.25 |
2,109.75 |
|
| R3 |
2,142.25 |
2,132.50 |
2,102.00 |
|
| R2 |
2,113.50 |
2,113.50 |
2,099.25 |
|
| R1 |
2,103.75 |
2,103.75 |
2,096.75 |
2,108.50 |
| PP |
2,084.75 |
2,084.75 |
2,084.75 |
2,087.25 |
| S1 |
2,075.00 |
2,075.00 |
2,091.25 |
2,080.00 |
| S2 |
2,056.00 |
2,056.00 |
2,088.75 |
|
| S3 |
2,027.25 |
2,046.25 |
2,086.00 |
|
| S4 |
1,998.50 |
2,017.50 |
2,078.25 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.25 |
2,376.00 |
2,161.75 |
|
| R3 |
2,298.00 |
2,256.75 |
2,129.00 |
|
| R2 |
2,178.75 |
2,178.75 |
2,118.00 |
|
| R1 |
2,137.50 |
2,137.50 |
2,107.25 |
2,158.00 |
| PP |
2,059.50 |
2,059.50 |
2,059.50 |
2,069.75 |
| S1 |
2,018.25 |
2,018.25 |
2,085.25 |
2,039.00 |
| S2 |
1,940.25 |
1,940.25 |
2,074.50 |
|
| S3 |
1,821.00 |
1,899.00 |
2,063.50 |
|
| S4 |
1,701.75 |
1,779.75 |
2,030.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,104.75 |
2,022.75 |
82.00 |
3.9% |
33.50 |
1.6% |
87% |
False |
False |
1,989,896 |
| 10 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
42.25 |
2.0% |
82% |
False |
False |
2,216,519 |
| 20 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
31.00 |
1.5% |
82% |
False |
False |
1,972,749 |
| 40 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
26.00 |
1.2% |
82% |
False |
False |
995,321 |
| 60 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
24.25 |
1.2% |
82% |
False |
False |
664,908 |
| 80 |
2,119.50 |
1,981.50 |
138.00 |
6.6% |
23.25 |
1.1% |
82% |
False |
False |
499,157 |
| 100 |
2,119.50 |
1,807.00 |
312.50 |
14.9% |
24.50 |
1.2% |
92% |
False |
False |
399,391 |
| 120 |
2,119.50 |
1,787.50 |
332.00 |
15.9% |
28.25 |
1.3% |
92% |
False |
False |
332,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,216.75 |
|
2.618 |
2,169.75 |
|
1.618 |
2,141.00 |
|
1.000 |
2,123.25 |
|
0.618 |
2,112.25 |
|
HIGH |
2,094.50 |
|
0.618 |
2,083.50 |
|
0.500 |
2,080.00 |
|
0.382 |
2,076.75 |
|
LOW |
2,065.75 |
|
0.618 |
2,048.00 |
|
1.000 |
2,037.00 |
|
1.618 |
2,019.25 |
|
2.618 |
1,990.50 |
|
4.250 |
1,943.50 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,089.50 |
2,091.00 |
| PP |
2,084.75 |
2,088.25 |
| S1 |
2,080.00 |
2,085.25 |
|