| 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 |
2,159.00 |
2,167.75 |
8.75 |
0.4% |
2,154.50 |
| High |
2,169.25 |
2,172.50 |
3.25 |
0.1% |
2,170.25 |
| Low |
2,156.00 |
2,155.75 |
-0.25 |
0.0% |
2,151.25 |
| Close |
2,167.50 |
2,162.25 |
-5.25 |
-0.2% |
2,167.50 |
| Range |
13.25 |
16.75 |
3.50 |
26.4% |
19.00 |
| ATR |
23.05 |
22.60 |
-0.45 |
-2.0% |
0.00 |
| Volume |
1,133,059 |
1,264,905 |
131,846 |
11.6% |
5,925,264 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.75 |
2,204.75 |
2,171.50 |
|
| R3 |
2,197.00 |
2,188.00 |
2,166.75 |
|
| R2 |
2,180.25 |
2,180.25 |
2,165.25 |
|
| R1 |
2,171.25 |
2,171.25 |
2,163.75 |
2,167.50 |
| PP |
2,163.50 |
2,163.50 |
2,163.50 |
2,161.50 |
| S1 |
2,154.50 |
2,154.50 |
2,160.75 |
2,150.50 |
| S2 |
2,146.75 |
2,146.75 |
2,159.25 |
|
| S3 |
2,130.00 |
2,137.75 |
2,157.75 |
|
| S4 |
2,113.25 |
2,121.00 |
2,153.00 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,220.00 |
2,212.75 |
2,178.00 |
|
| R3 |
2,201.00 |
2,193.75 |
2,172.75 |
|
| R2 |
2,182.00 |
2,182.00 |
2,171.00 |
|
| R1 |
2,174.75 |
2,174.75 |
2,169.25 |
2,178.50 |
| PP |
2,163.00 |
2,163.00 |
2,163.00 |
2,164.75 |
| S1 |
2,155.75 |
2,155.75 |
2,165.75 |
2,159.50 |
| S2 |
2,144.00 |
2,144.00 |
2,164.00 |
|
| S3 |
2,125.00 |
2,136.75 |
2,162.25 |
|
| S4 |
2,106.00 |
2,117.75 |
2,157.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,172.50 |
2,151.25 |
21.25 |
1.0% |
14.25 |
0.7% |
52% |
True |
False |
1,196,880 |
| 10 |
2,172.50 |
2,128.50 |
44.00 |
2.0% |
16.25 |
0.7% |
77% |
True |
False |
1,382,854 |
| 20 |
2,172.50 |
1,981.50 |
191.00 |
8.8% |
24.50 |
1.1% |
95% |
True |
False |
1,709,041 |
| 40 |
2,172.50 |
1,981.50 |
191.00 |
8.8% |
24.25 |
1.1% |
95% |
True |
False |
1,465,954 |
| 60 |
2,172.50 |
1,981.50 |
191.00 |
8.8% |
23.75 |
1.1% |
95% |
True |
False |
979,744 |
| 80 |
2,172.50 |
1,981.50 |
191.00 |
8.8% |
23.25 |
1.1% |
95% |
True |
False |
735,498 |
| 100 |
2,172.50 |
1,950.50 |
222.00 |
10.3% |
22.75 |
1.1% |
95% |
True |
False |
588,591 |
| 120 |
2,172.50 |
1,787.50 |
385.00 |
17.8% |
25.00 |
1.2% |
97% |
True |
False |
490,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,243.75 |
|
2.618 |
2,216.25 |
|
1.618 |
2,199.50 |
|
1.000 |
2,189.25 |
|
0.618 |
2,182.75 |
|
HIGH |
2,172.50 |
|
0.618 |
2,166.00 |
|
0.500 |
2,164.00 |
|
0.382 |
2,162.25 |
|
LOW |
2,155.75 |
|
0.618 |
2,145.50 |
|
1.000 |
2,139.00 |
|
1.618 |
2,128.75 |
|
2.618 |
2,112.00 |
|
4.250 |
2,084.50 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,164.00 |
2,163.00 |
| PP |
2,163.50 |
2,162.75 |
| S1 |
2,163.00 |
2,162.50 |
|