| 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 |
1,352.1 |
1,364.7 |
12.6 |
0.9% |
1,328.8 |
| High |
1,366.9 |
1,384.4 |
17.5 |
1.3% |
1,353.8 |
| Low |
1,345.7 |
1,363.9 |
18.2 |
1.4% |
1,314.8 |
| Close |
1,365.8 |
1,374.3 |
8.5 |
0.6% |
1,346.0 |
| Range |
21.2 |
20.5 |
-0.7 |
-3.3% |
39.0 |
| ATR |
23.1 |
22.9 |
-0.2 |
-0.8% |
0.0 |
| Volume |
24,602 |
14,477 |
-10,125 |
-41.2% |
70,066 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,435.7 |
1,425.5 |
1,385.6 |
|
| R3 |
1,415.2 |
1,405.0 |
1,379.9 |
|
| R2 |
1,394.7 |
1,394.7 |
1,378.1 |
|
| R1 |
1,384.5 |
1,384.5 |
1,376.2 |
1,389.6 |
| PP |
1,374.2 |
1,374.2 |
1,374.2 |
1,376.8 |
| S1 |
1,364.0 |
1,364.0 |
1,372.4 |
1,369.1 |
| S2 |
1,353.7 |
1,353.7 |
1,370.5 |
|
| S3 |
1,333.2 |
1,343.5 |
1,368.7 |
|
| S4 |
1,312.7 |
1,323.0 |
1,363.0 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,455.2 |
1,439.6 |
1,367.5 |
|
| R3 |
1,416.2 |
1,400.6 |
1,356.7 |
|
| R2 |
1,377.2 |
1,377.2 |
1,353.2 |
|
| R1 |
1,361.6 |
1,361.6 |
1,349.6 |
1,369.4 |
| PP |
1,338.2 |
1,338.2 |
1,338.2 |
1,342.1 |
| S1 |
1,322.6 |
1,322.6 |
1,342.4 |
1,330.4 |
| S2 |
1,299.2 |
1,299.2 |
1,338.9 |
|
| S3 |
1,260.2 |
1,283.6 |
1,335.3 |
|
| S4 |
1,221.2 |
1,244.6 |
1,324.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,384.4 |
1,320.5 |
63.9 |
4.6% |
18.7 |
1.4% |
84% |
True |
False |
16,050 |
| 10 |
1,384.4 |
1,259.1 |
125.3 |
9.1% |
27.0 |
2.0% |
92% |
True |
False |
15,459 |
| 20 |
1,384.4 |
1,251.3 |
133.1 |
9.7% |
23.6 |
1.7% |
92% |
True |
False |
12,032 |
| 40 |
1,384.4 |
1,207.0 |
177.4 |
12.9% |
19.7 |
1.4% |
94% |
True |
False |
9,079 |
| 60 |
1,384.4 |
1,207.0 |
177.4 |
12.9% |
19.2 |
1.4% |
94% |
True |
False |
6,974 |
| 80 |
1,384.4 |
1,207.0 |
177.4 |
12.9% |
19.1 |
1.4% |
94% |
True |
False |
5,826 |
| 100 |
1,384.4 |
1,194.0 |
190.4 |
13.9% |
20.1 |
1.5% |
95% |
True |
False |
5,027 |
| 120 |
1,384.4 |
1,073.7 |
310.7 |
22.6% |
19.6 |
1.4% |
97% |
True |
False |
4,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,471.5 |
|
2.618 |
1,438.1 |
|
1.618 |
1,417.6 |
|
1.000 |
1,404.9 |
|
0.618 |
1,397.1 |
|
HIGH |
1,384.4 |
|
0.618 |
1,376.6 |
|
0.500 |
1,374.2 |
|
0.382 |
1,371.7 |
|
LOW |
1,363.9 |
|
0.618 |
1,351.2 |
|
1.000 |
1,343.4 |
|
1.618 |
1,330.7 |
|
2.618 |
1,310.2 |
|
4.250 |
1,276.8 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,374.3 |
1,368.6 |
| PP |
1,374.2 |
1,362.9 |
| S1 |
1,374.2 |
1,357.2 |
|