| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,145.75 |
2,145.25 |
-0.50 |
0.0% |
2,099.75 |
| High |
2,152.25 |
2,168.00 |
15.75 |
0.7% |
2,125.50 |
| Low |
2,139.50 |
2,142.75 |
3.25 |
0.2% |
2,065.75 |
| Close |
2,146.00 |
2,157.25 |
11.25 |
0.5% |
2,120.50 |
| Range |
12.75 |
25.25 |
12.50 |
98.0% |
59.75 |
| ATR |
28.19 |
27.98 |
-0.21 |
-0.7% |
0.00 |
| Volume |
1,633,489 |
1,782,561 |
149,072 |
9.1% |
7,546,443 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,231.75 |
2,219.75 |
2,171.25 |
|
| R3 |
2,206.50 |
2,194.50 |
2,164.25 |
|
| R2 |
2,181.25 |
2,181.25 |
2,162.00 |
|
| R1 |
2,169.25 |
2,169.25 |
2,159.50 |
2,175.25 |
| PP |
2,156.00 |
2,156.00 |
2,156.00 |
2,159.00 |
| S1 |
2,144.00 |
2,144.00 |
2,155.00 |
2,150.00 |
| S2 |
2,130.75 |
2,130.75 |
2,152.50 |
|
| S3 |
2,105.50 |
2,118.75 |
2,150.25 |
|
| S4 |
2,080.25 |
2,093.50 |
2,143.25 |
|
|
| 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 |
2,168.00 |
2,087.50 |
80.50 |
3.7% |
22.75 |
1.1% |
87% |
True |
False |
1,709,956 |
| 10 |
2,168.00 |
2,056.50 |
111.50 |
5.2% |
25.00 |
1.2% |
90% |
True |
False |
1,810,047 |
| 20 |
2,168.00 |
1,981.50 |
186.50 |
8.6% |
32.00 |
1.5% |
94% |
True |
False |
1,983,035 |
| 40 |
2,168.00 |
1,981.50 |
186.50 |
8.6% |
25.25 |
1.2% |
94% |
True |
False |
1,249,583 |
| 60 |
2,168.00 |
1,981.50 |
186.50 |
8.6% |
24.50 |
1.1% |
94% |
True |
False |
834,936 |
| 80 |
2,168.00 |
1,981.50 |
186.50 |
8.6% |
23.75 |
1.1% |
94% |
True |
False |
626,791 |
| 100 |
2,168.00 |
1,871.00 |
297.00 |
13.8% |
24.00 |
1.1% |
96% |
True |
False |
501,536 |
| 120 |
2,168.00 |
1,787.50 |
380.50 |
17.6% |
26.50 |
1.2% |
97% |
True |
False |
418,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,275.25 |
|
2.618 |
2,234.00 |
|
1.618 |
2,208.75 |
|
1.000 |
2,193.25 |
|
0.618 |
2,183.50 |
|
HIGH |
2,168.00 |
|
0.618 |
2,158.25 |
|
0.500 |
2,155.50 |
|
0.382 |
2,152.50 |
|
LOW |
2,142.75 |
|
0.618 |
2,127.25 |
|
1.000 |
2,117.50 |
|
1.618 |
2,102.00 |
|
2.618 |
2,076.75 |
|
4.250 |
2,035.50 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,156.50 |
2,154.25 |
| PP |
2,156.00 |
2,151.25 |
| S1 |
2,155.50 |
2,148.25 |
|