| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,162.75 |
2,166.00 |
3.25 |
0.2% |
2,154.50 |
| High |
2,168.00 |
2,169.25 |
1.25 |
0.1% |
2,170.25 |
| Low |
2,153.75 |
2,152.00 |
-1.75 |
-0.1% |
2,151.25 |
| Close |
2,163.25 |
2,160.50 |
-2.75 |
-0.1% |
2,167.50 |
| Range |
14.25 |
17.25 |
3.00 |
21.1% |
19.00 |
| ATR |
22.00 |
21.66 |
-0.34 |
-1.5% |
0.00 |
| Volume |
1,609,035 |
1,642,569 |
33,534 |
2.1% |
5,925,264 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,212.25 |
2,203.75 |
2,170.00 |
|
| R3 |
2,195.00 |
2,186.50 |
2,165.25 |
|
| R2 |
2,177.75 |
2,177.75 |
2,163.75 |
|
| R1 |
2,169.25 |
2,169.25 |
2,162.00 |
2,165.00 |
| PP |
2,160.50 |
2,160.50 |
2,160.50 |
2,158.50 |
| S1 |
2,152.00 |
2,152.00 |
2,159.00 |
2,147.50 |
| S2 |
2,143.25 |
2,143.25 |
2,157.25 |
|
| S3 |
2,126.00 |
2,134.75 |
2,155.75 |
|
| S4 |
2,108.75 |
2,117.50 |
2,151.00 |
|
|
| 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 |
2,152.00 |
20.50 |
0.9% |
15.75 |
0.7% |
41% |
False |
True |
1,390,049 |
| 10 |
2,172.50 |
2,142.75 |
29.75 |
1.4% |
16.00 |
0.7% |
60% |
False |
False |
1,374,261 |
| 20 |
2,172.50 |
2,022.75 |
149.75 |
6.9% |
21.75 |
1.0% |
92% |
False |
False |
1,606,283 |
| 40 |
2,172.50 |
1,981.50 |
191.00 |
8.8% |
24.25 |
1.1% |
94% |
False |
False |
1,546,592 |
| 60 |
2,172.50 |
1,981.50 |
191.00 |
8.8% |
23.50 |
1.1% |
94% |
False |
False |
1,033,704 |
| 80 |
2,172.50 |
1,981.50 |
191.00 |
8.8% |
23.00 |
1.1% |
94% |
False |
False |
776,058 |
| 100 |
2,172.50 |
1,950.50 |
222.00 |
10.3% |
22.75 |
1.0% |
95% |
False |
False |
621,105 |
| 120 |
2,172.50 |
1,787.50 |
385.00 |
17.8% |
24.50 |
1.1% |
97% |
False |
False |
517,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,242.50 |
|
2.618 |
2,214.50 |
|
1.618 |
2,197.25 |
|
1.000 |
2,186.50 |
|
0.618 |
2,180.00 |
|
HIGH |
2,169.25 |
|
0.618 |
2,162.75 |
|
0.500 |
2,160.50 |
|
0.382 |
2,158.50 |
|
LOW |
2,152.00 |
|
0.618 |
2,141.25 |
|
1.000 |
2,134.75 |
|
1.618 |
2,124.00 |
|
2.618 |
2,106.75 |
|
4.250 |
2,078.75 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,160.50 |
2,162.25 |
| PP |
2,160.50 |
2,161.75 |
| S1 |
2,160.50 |
2,161.00 |
|