| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,092.00 |
2,092.00 |
0.00 |
0.0% |
2,099.75 |
| High |
2,102.00 |
2,125.50 |
23.50 |
1.1% |
2,125.50 |
| Low |
2,081.75 |
2,087.50 |
5.75 |
0.3% |
2,065.75 |
| Close |
2,092.00 |
2,120.50 |
28.50 |
1.4% |
2,120.50 |
| Range |
20.25 |
38.00 |
17.75 |
87.7% |
59.75 |
| ATR |
30.53 |
31.06 |
0.53 |
1.7% |
0.00 |
| Volume |
1,666,356 |
1,962,358 |
296,002 |
17.8% |
7,546,443 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,225.25 |
2,210.75 |
2,141.50 |
|
| R3 |
2,187.25 |
2,172.75 |
2,131.00 |
|
| R2 |
2,149.25 |
2,149.25 |
2,127.50 |
|
| R1 |
2,134.75 |
2,134.75 |
2,124.00 |
2,142.00 |
| PP |
2,111.25 |
2,111.25 |
2,111.25 |
2,114.75 |
| S1 |
2,096.75 |
2,096.75 |
2,117.00 |
2,104.00 |
| S2 |
2,073.25 |
2,073.25 |
2,113.50 |
|
| S3 |
2,035.25 |
2,058.75 |
2,110.00 |
|
| S4 |
1,997.25 |
2,020.75 |
2,099.50 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,283.25 |
2,261.50 |
2,153.25 |
|
| R3 |
2,223.50 |
2,201.75 |
2,137.00 |
|
| R2 |
2,163.75 |
2,163.75 |
2,131.50 |
|
| R1 |
2,142.00 |
2,142.00 |
2,126.00 |
2,153.00 |
| PP |
2,104.00 |
2,104.00 |
2,104.00 |
2,109.25 |
| S1 |
2,082.25 |
2,082.25 |
2,115.00 |
2,093.00 |
| S2 |
2,044.25 |
2,044.25 |
2,109.50 |
|
| S3 |
1,984.50 |
2,022.50 |
2,104.00 |
|
| S4 |
1,924.75 |
1,962.75 |
2,087.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,125.50 |
2,065.75 |
59.75 |
2.8% |
27.75 |
1.3% |
92% |
True |
False |
1,842,363 |
| 10 |
2,125.50 |
1,981.50 |
144.00 |
6.8% |
43.50 |
2.0% |
97% |
True |
False |
2,305,956 |
| 20 |
2,125.50 |
1,981.50 |
144.00 |
6.8% |
32.75 |
1.5% |
97% |
True |
False |
2,103,784 |
| 40 |
2,125.50 |
1,981.50 |
144.00 |
6.8% |
26.25 |
1.2% |
97% |
True |
False |
1,085,613 |
| 60 |
2,125.50 |
1,981.50 |
144.00 |
6.8% |
24.25 |
1.1% |
97% |
True |
False |
725,318 |
| 80 |
2,125.50 |
1,981.50 |
144.00 |
6.8% |
23.75 |
1.1% |
97% |
True |
False |
544,503 |
| 100 |
2,125.50 |
1,865.50 |
260.00 |
12.3% |
24.50 |
1.2% |
98% |
True |
False |
435,674 |
| 120 |
2,125.50 |
1,787.50 |
338.00 |
15.9% |
27.75 |
1.3% |
99% |
True |
False |
363,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,287.00 |
|
2.618 |
2,225.00 |
|
1.618 |
2,187.00 |
|
1.000 |
2,163.50 |
|
0.618 |
2,149.00 |
|
HIGH |
2,125.50 |
|
0.618 |
2,111.00 |
|
0.500 |
2,106.50 |
|
0.382 |
2,102.00 |
|
LOW |
2,087.50 |
|
0.618 |
2,064.00 |
|
1.000 |
2,049.50 |
|
1.618 |
2,026.00 |
|
2.618 |
1,988.00 |
|
4.250 |
1,926.00 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,115.75 |
2,112.25 |
| PP |
2,111.25 |
2,104.00 |
| S1 |
2,106.50 |
2,095.50 |
|