| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
5,240.0 |
5,152.0 |
-88.0 |
-1.7% |
5,049.0 |
| High |
5,252.0 |
5,165.0 |
-87.0 |
-1.7% |
5,240.0 |
| Low |
5,176.0 |
5,101.0 |
-75.0 |
-1.4% |
4,993.0 |
| Close |
5,186.0 |
5,154.0 |
-32.0 |
-0.6% |
5,203.0 |
| Range |
76.0 |
64.0 |
-12.0 |
-15.8% |
247.0 |
| ATR |
73.8 |
74.6 |
0.8 |
1.1% |
0.0 |
| Volume |
26,703 |
35,876 |
9,173 |
34.4% |
171,665 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,332.0 |
5,307.0 |
5,189.2 |
|
| R3 |
5,268.0 |
5,243.0 |
5,171.6 |
|
| R2 |
5,204.0 |
5,204.0 |
5,165.7 |
|
| R1 |
5,179.0 |
5,179.0 |
5,159.9 |
5,191.5 |
| PP |
5,140.0 |
5,140.0 |
5,140.0 |
5,146.3 |
| S1 |
5,115.0 |
5,115.0 |
5,148.1 |
5,127.5 |
| S2 |
5,076.0 |
5,076.0 |
5,142.3 |
|
| S3 |
5,012.0 |
5,051.0 |
5,136.4 |
|
| S4 |
4,948.0 |
4,987.0 |
5,118.8 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,886.3 |
5,791.7 |
5,338.9 |
|
| R3 |
5,639.3 |
5,544.7 |
5,270.9 |
|
| R2 |
5,392.3 |
5,392.3 |
5,248.3 |
|
| R1 |
5,297.7 |
5,297.7 |
5,225.6 |
5,345.0 |
| PP |
5,145.3 |
5,145.3 |
5,145.3 |
5,169.0 |
| S1 |
5,050.7 |
5,050.7 |
5,180.4 |
5,098.0 |
| S2 |
4,898.3 |
4,898.3 |
5,157.7 |
|
| S3 |
4,651.3 |
4,803.7 |
5,135.1 |
|
| S4 |
4,404.3 |
4,556.7 |
5,067.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,254.0 |
5,101.0 |
153.0 |
3.0% |
67.8 |
1.3% |
35% |
False |
True |
29,847 |
| 10 |
5,278.0 |
4,993.0 |
285.0 |
5.5% |
84.1 |
1.6% |
56% |
False |
False |
34,197 |
| 20 |
5,340.0 |
4,993.0 |
347.0 |
6.7% |
66.1 |
1.3% |
46% |
False |
False |
37,951 |
| 40 |
5,372.0 |
4,993.0 |
379.0 |
7.4% |
48.7 |
0.9% |
42% |
False |
False |
19,034 |
| 60 |
5,372.0 |
4,852.0 |
520.0 |
10.1% |
37.8 |
0.7% |
58% |
False |
False |
12,731 |
| 80 |
5,372.0 |
4,836.0 |
536.0 |
10.4% |
33.2 |
0.6% |
59% |
False |
False |
9,557 |
| 100 |
5,372.0 |
4,633.0 |
739.0 |
14.3% |
26.7 |
0.5% |
71% |
False |
False |
7,645 |
| 120 |
5,372.0 |
4,600.0 |
772.0 |
15.0% |
23.8 |
0.5% |
72% |
False |
False |
6,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,437.0 |
|
2.618 |
5,332.6 |
|
1.618 |
5,268.6 |
|
1.000 |
5,229.0 |
|
0.618 |
5,204.6 |
|
HIGH |
5,165.0 |
|
0.618 |
5,140.6 |
|
0.500 |
5,133.0 |
|
0.382 |
5,125.4 |
|
LOW |
5,101.0 |
|
0.618 |
5,061.4 |
|
1.000 |
5,037.0 |
|
1.618 |
4,997.4 |
|
2.618 |
4,933.4 |
|
4.250 |
4,829.0 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,147.0 |
5,177.5 |
| PP |
5,140.0 |
5,169.7 |
| S1 |
5,133.0 |
5,161.8 |
|