| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,162.75 |
2,165.50 |
2.75 |
0.1% |
2,167.75 |
| High |
2,168.50 |
2,171.75 |
3.25 |
0.1% |
2,172.50 |
| Low |
2,153.50 |
2,157.50 |
4.00 |
0.2% |
2,152.00 |
| Close |
2,164.75 |
2,168.25 |
3.50 |
0.2% |
2,168.25 |
| Range |
15.00 |
14.25 |
-0.75 |
-5.0% |
20.50 |
| ATR |
21.19 |
20.69 |
-0.50 |
-2.3% |
0.00 |
| Volume |
1,622,142 |
1,718,155 |
96,013 |
5.9% |
7,856,806 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.50 |
2,202.75 |
2,176.00 |
|
| R3 |
2,194.25 |
2,188.50 |
2,172.25 |
|
| R2 |
2,180.00 |
2,180.00 |
2,170.75 |
|
| R1 |
2,174.25 |
2,174.25 |
2,169.50 |
2,177.00 |
| PP |
2,165.75 |
2,165.75 |
2,165.75 |
2,167.25 |
| S1 |
2,160.00 |
2,160.00 |
2,167.00 |
2,163.00 |
| S2 |
2,151.50 |
2,151.50 |
2,165.75 |
|
| S3 |
2,137.25 |
2,145.75 |
2,164.25 |
|
| S4 |
2,123.00 |
2,131.50 |
2,160.50 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,225.75 |
2,217.50 |
2,179.50 |
|
| R3 |
2,205.25 |
2,197.00 |
2,174.00 |
|
| R2 |
2,184.75 |
2,184.75 |
2,172.00 |
|
| R1 |
2,176.50 |
2,176.50 |
2,170.25 |
2,180.50 |
| PP |
2,164.25 |
2,164.25 |
2,164.25 |
2,166.25 |
| S1 |
2,156.00 |
2,156.00 |
2,166.25 |
2,160.00 |
| S2 |
2,143.75 |
2,143.75 |
2,164.50 |
|
| S3 |
2,123.25 |
2,135.50 |
2,162.50 |
|
| S4 |
2,102.75 |
2,115.00 |
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% |
15.50 |
0.7% |
79% |
False |
False |
1,571,361 |
| 10 |
2,172.50 |
2,151.25 |
21.25 |
1.0% |
14.25 |
0.7% |
80% |
False |
False |
1,378,207 |
| 20 |
2,172.50 |
2,065.75 |
106.75 |
4.9% |
19.00 |
0.9% |
96% |
False |
False |
1,554,979 |
| 40 |
2,172.50 |
1,981.50 |
191.00 |
8.8% |
24.25 |
1.1% |
98% |
False |
False |
1,628,594 |
| 60 |
2,172.50 |
1,981.50 |
191.00 |
8.8% |
23.25 |
1.1% |
98% |
False |
False |
1,089,120 |
| 80 |
2,172.50 |
1,981.50 |
191.00 |
8.8% |
22.75 |
1.1% |
98% |
False |
False |
817,738 |
| 100 |
2,172.50 |
1,950.50 |
222.00 |
10.2% |
22.50 |
1.0% |
98% |
False |
False |
654,506 |
| 120 |
2,172.50 |
1,787.50 |
385.00 |
17.8% |
24.00 |
1.1% |
99% |
False |
False |
545,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,232.25 |
|
2.618 |
2,209.00 |
|
1.618 |
2,194.75 |
|
1.000 |
2,186.00 |
|
0.618 |
2,180.50 |
|
HIGH |
2,171.75 |
|
0.618 |
2,166.25 |
|
0.500 |
2,164.50 |
|
0.382 |
2,163.00 |
|
LOW |
2,157.50 |
|
0.618 |
2,148.75 |
|
1.000 |
2,143.25 |
|
1.618 |
2,134.50 |
|
2.618 |
2,120.25 |
|
4.250 |
2,097.00 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,167.00 |
2,166.00 |
| PP |
2,165.75 |
2,164.00 |
| S1 |
2,164.50 |
2,162.00 |
|