| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,372.4 |
1,368.7 |
-3.7 |
-0.3% |
1,352.1 |
| High |
1,379.6 |
1,378.7 |
-0.9 |
-0.1% |
1,384.4 |
| Low |
1,359.5 |
1,343.7 |
-15.8 |
-1.2% |
1,343.7 |
| Close |
1,369.4 |
1,365.7 |
-3.7 |
-0.3% |
1,365.7 |
| Range |
20.1 |
35.0 |
14.9 |
74.1% |
40.7 |
| ATR |
22.7 |
23.6 |
0.9 |
3.9% |
0.0 |
| Volume |
14,022 |
28,399 |
14,377 |
102.5% |
81,500 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.7 |
1,451.7 |
1,385.0 |
|
| R3 |
1,432.7 |
1,416.7 |
1,375.3 |
|
| R2 |
1,397.7 |
1,397.7 |
1,372.1 |
|
| R1 |
1,381.7 |
1,381.7 |
1,368.9 |
1,372.2 |
| PP |
1,362.7 |
1,362.7 |
1,362.7 |
1,358.0 |
| S1 |
1,346.7 |
1,346.7 |
1,362.5 |
1,337.2 |
| S2 |
1,327.7 |
1,327.7 |
1,359.3 |
|
| S3 |
1,292.7 |
1,311.7 |
1,356.1 |
|
| S4 |
1,257.7 |
1,276.7 |
1,346.5 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.7 |
1,466.9 |
1,388.1 |
|
| R3 |
1,446.0 |
1,426.2 |
1,376.9 |
|
| R2 |
1,405.3 |
1,405.3 |
1,373.2 |
|
| R1 |
1,385.5 |
1,385.5 |
1,369.4 |
1,395.4 |
| PP |
1,364.6 |
1,364.6 |
1,364.6 |
1,369.6 |
| S1 |
1,344.8 |
1,344.8 |
1,362.0 |
1,354.7 |
| S2 |
1,323.9 |
1,323.9 |
1,358.2 |
|
| S3 |
1,283.2 |
1,304.1 |
1,354.5 |
|
| S4 |
1,242.5 |
1,263.4 |
1,343.3 |
|
|
| 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 |
1,330.0 |
54.4 |
4.0% |
24.1 |
1.8% |
66% |
False |
False |
20,201 |
| 10 |
1,384.4 |
1,259.1 |
125.3 |
9.2% |
29.9 |
2.2% |
85% |
False |
False |
18,747 |
| 20 |
1,384.4 |
1,259.1 |
125.3 |
9.2% |
24.6 |
1.8% |
85% |
False |
False |
13,452 |
| 40 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
20.5 |
1.5% |
89% |
False |
False |
9,717 |
| 60 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.7 |
1.4% |
89% |
False |
False |
7,552 |
| 80 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.3 |
1.4% |
89% |
False |
False |
6,319 |
| 100 |
1,384.4 |
1,199.5 |
184.9 |
13.5% |
20.1 |
1.5% |
90% |
False |
False |
5,429 |
| 120 |
1,384.4 |
1,087.8 |
296.6 |
21.7% |
19.8 |
1.4% |
94% |
False |
False |
4,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,527.5 |
|
2.618 |
1,470.3 |
|
1.618 |
1,435.3 |
|
1.000 |
1,413.7 |
|
0.618 |
1,400.3 |
|
HIGH |
1,378.7 |
|
0.618 |
1,365.3 |
|
0.500 |
1,361.2 |
|
0.382 |
1,357.1 |
|
LOW |
1,343.7 |
|
0.618 |
1,322.1 |
|
1.000 |
1,308.7 |
|
1.618 |
1,287.1 |
|
2.618 |
1,252.1 |
|
4.250 |
1,195.0 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,364.2 |
1,365.2 |
| PP |
1,362.7 |
1,364.6 |
| S1 |
1,361.2 |
1,364.1 |
|