| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,376.3 |
1,363.5 |
-12.8 |
-0.9% |
1,352.1 |
| High |
1,383.5 |
1,366.2 |
-17.3 |
-1.3% |
1,384.4 |
| Low |
1,359.4 |
1,338.4 |
-21.0 |
-1.5% |
1,343.7 |
| Close |
1,364.0 |
1,342.8 |
-21.2 |
-1.6% |
1,365.7 |
| Range |
24.1 |
27.8 |
3.7 |
15.4% |
40.7 |
| ATR |
23.6 |
23.9 |
0.3 |
1.3% |
0.0 |
| Volume |
41,344 |
26,985 |
-14,359 |
-34.7% |
81,500 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,432.5 |
1,415.5 |
1,358.1 |
|
| R3 |
1,404.7 |
1,387.7 |
1,350.4 |
|
| R2 |
1,376.9 |
1,376.9 |
1,347.9 |
|
| R1 |
1,359.9 |
1,359.9 |
1,345.3 |
1,354.5 |
| PP |
1,349.1 |
1,349.1 |
1,349.1 |
1,346.5 |
| S1 |
1,332.1 |
1,332.1 |
1,340.3 |
1,326.7 |
| S2 |
1,321.3 |
1,321.3 |
1,337.7 |
|
| S3 |
1,293.5 |
1,304.3 |
1,335.2 |
|
| S4 |
1,265.7 |
1,276.5 |
1,327.5 |
|
|
| 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 |
1,338.4 |
46.0 |
3.4% |
25.5 |
1.9% |
10% |
False |
True |
25,045 |
| 10 |
1,384.4 |
1,314.8 |
69.6 |
5.2% |
22.2 |
1.7% |
40% |
False |
False |
20,902 |
| 20 |
1,384.4 |
1,259.1 |
125.3 |
9.3% |
25.8 |
1.9% |
67% |
False |
False |
16,171 |
| 40 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
21.0 |
1.6% |
77% |
False |
False |
11,269 |
| 60 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
20.1 |
1.5% |
77% |
False |
False |
8,638 |
| 80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.3 |
1.4% |
77% |
False |
False |
7,108 |
| 100 |
1,384.4 |
1,205.5 |
178.9 |
13.3% |
20.1 |
1.5% |
77% |
False |
False |
6,053 |
| 120 |
1,384.4 |
1,095.0 |
289.4 |
21.6% |
20.0 |
1.5% |
86% |
False |
False |
5,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,484.4 |
|
2.618 |
1,439.0 |
|
1.618 |
1,411.2 |
|
1.000 |
1,394.0 |
|
0.618 |
1,383.4 |
|
HIGH |
1,366.2 |
|
0.618 |
1,355.6 |
|
0.500 |
1,352.3 |
|
0.382 |
1,349.0 |
|
LOW |
1,338.4 |
|
0.618 |
1,321.2 |
|
1.000 |
1,310.6 |
|
1.618 |
1,293.4 |
|
2.618 |
1,265.6 |
|
4.250 |
1,220.3 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,352.3 |
1,361.0 |
| PP |
1,349.1 |
1,354.9 |
| S1 |
1,346.0 |
1,348.9 |
|