| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
5,330.0 |
5,353.0 |
23.0 |
0.4% |
5,200.0 |
| High |
5,352.0 |
5,353.0 |
1.0 |
0.0% |
5,254.0 |
| Low |
5,306.0 |
5,322.0 |
16.0 |
0.3% |
5,101.0 |
| Close |
5,313.0 |
5,349.0 |
36.0 |
0.7% |
5,189.0 |
| Range |
46.0 |
31.0 |
-15.0 |
-32.6% |
153.0 |
| ATR |
71.5 |
69.2 |
-2.2 |
-3.1% |
0.0 |
| Volume |
30,453 |
20,366 |
-10,087 |
-33.1% |
124,849 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,434.3 |
5,422.7 |
5,366.1 |
|
| R3 |
5,403.3 |
5,391.7 |
5,357.5 |
|
| R2 |
5,372.3 |
5,372.3 |
5,354.7 |
|
| R1 |
5,360.7 |
5,360.7 |
5,351.8 |
5,351.0 |
| PP |
5,341.3 |
5,341.3 |
5,341.3 |
5,336.5 |
| S1 |
5,329.7 |
5,329.7 |
5,346.2 |
5,320.0 |
| S2 |
5,310.3 |
5,310.3 |
5,343.3 |
|
| S3 |
5,279.3 |
5,298.7 |
5,340.5 |
|
| S4 |
5,248.3 |
5,267.7 |
5,332.0 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,640.3 |
5,567.7 |
5,273.2 |
|
| R3 |
5,487.3 |
5,414.7 |
5,231.1 |
|
| R2 |
5,334.3 |
5,334.3 |
5,217.1 |
|
| R1 |
5,261.7 |
5,261.7 |
5,203.0 |
5,221.5 |
| PP |
5,181.3 |
5,181.3 |
5,181.3 |
5,161.3 |
| S1 |
5,108.7 |
5,108.7 |
5,175.0 |
5,068.5 |
| S2 |
5,028.3 |
5,028.3 |
5,161.0 |
|
| S3 |
4,875.3 |
4,955.7 |
5,146.9 |
|
| S4 |
4,722.3 |
4,802.7 |
5,104.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,353.0 |
5,163.0 |
190.0 |
3.6% |
40.4 |
0.8% |
98% |
True |
False |
23,397 |
| 10 |
5,353.0 |
5,101.0 |
252.0 |
4.7% |
54.1 |
1.0% |
98% |
True |
False |
26,622 |
| 20 |
5,353.0 |
4,993.0 |
360.0 |
6.7% |
64.7 |
1.2% |
99% |
True |
False |
29,399 |
| 40 |
5,372.0 |
4,993.0 |
379.0 |
7.1% |
50.3 |
0.9% |
94% |
False |
False |
21,949 |
| 60 |
5,372.0 |
4,993.0 |
379.0 |
7.1% |
39.8 |
0.7% |
94% |
False |
False |
14,667 |
| 80 |
5,372.0 |
4,836.0 |
536.0 |
10.0% |
35.0 |
0.7% |
96% |
False |
False |
11,017 |
| 100 |
5,372.0 |
4,775.0 |
597.0 |
11.2% |
28.7 |
0.5% |
96% |
False |
False |
8,815 |
| 120 |
5,372.0 |
4,600.0 |
772.0 |
14.4% |
25.5 |
0.5% |
97% |
False |
False |
7,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,484.8 |
|
2.618 |
5,434.2 |
|
1.618 |
5,403.2 |
|
1.000 |
5,384.0 |
|
0.618 |
5,372.2 |
|
HIGH |
5,353.0 |
|
0.618 |
5,341.2 |
|
0.500 |
5,337.5 |
|
0.382 |
5,333.8 |
|
LOW |
5,322.0 |
|
0.618 |
5,302.8 |
|
1.000 |
5,291.0 |
|
1.618 |
5,271.8 |
|
2.618 |
5,240.8 |
|
4.250 |
5,190.3 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,345.2 |
5,333.2 |
| PP |
5,341.3 |
5,317.3 |
| S1 |
5,337.5 |
5,301.5 |
|