| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,351.7 |
1,343.7 |
-8.0 |
-0.6% |
1,376.3 |
| High |
1,355.4 |
1,346.8 |
-8.6 |
-0.6% |
1,383.5 |
| Low |
1,327.9 |
1,330.1 |
2.2 |
0.2% |
1,327.9 |
| Close |
1,339.7 |
1,334.9 |
-4.8 |
-0.4% |
1,334.9 |
| Range |
27.5 |
16.7 |
-10.8 |
-39.3% |
55.6 |
| ATR |
23.8 |
23.3 |
-0.5 |
-2.1% |
0.0 |
| Volume |
30,223 |
19,944 |
-10,279 |
-34.0% |
150,665 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,387.4 |
1,377.8 |
1,344.1 |
|
| R3 |
1,370.7 |
1,361.1 |
1,339.5 |
|
| R2 |
1,354.0 |
1,354.0 |
1,338.0 |
|
| R1 |
1,344.4 |
1,344.4 |
1,336.4 |
1,340.9 |
| PP |
1,337.3 |
1,337.3 |
1,337.3 |
1,335.5 |
| S1 |
1,327.7 |
1,327.7 |
1,333.4 |
1,324.2 |
| S2 |
1,320.6 |
1,320.6 |
1,331.8 |
|
| S3 |
1,303.9 |
1,311.0 |
1,330.3 |
|
| S4 |
1,287.2 |
1,294.3 |
1,325.7 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,515.6 |
1,480.8 |
1,365.5 |
|
| R3 |
1,460.0 |
1,425.2 |
1,350.2 |
|
| R2 |
1,404.4 |
1,404.4 |
1,345.1 |
|
| R1 |
1,369.6 |
1,369.6 |
1,340.0 |
1,359.2 |
| PP |
1,348.8 |
1,348.8 |
1,348.8 |
1,343.6 |
| S1 |
1,314.0 |
1,314.0 |
1,329.8 |
1,303.6 |
| S2 |
1,293.2 |
1,293.2 |
1,324.7 |
|
| S3 |
1,237.6 |
1,258.4 |
1,319.6 |
|
| S4 |
1,182.0 |
1,202.8 |
1,304.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,383.5 |
1,327.9 |
55.6 |
4.2% |
22.8 |
1.7% |
13% |
False |
False |
30,133 |
| 10 |
1,384.4 |
1,327.9 |
56.5 |
4.2% |
23.5 |
1.8% |
12% |
False |
False |
25,167 |
| 20 |
1,384.4 |
1,259.1 |
125.3 |
9.4% |
25.3 |
1.9% |
60% |
False |
False |
18,748 |
| 40 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
21.2 |
1.6% |
72% |
False |
False |
12,903 |
| 60 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
20.3 |
1.5% |
72% |
False |
False |
9,937 |
| 80 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
19.5 |
1.5% |
72% |
False |
False |
7,981 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
20.2 |
1.5% |
72% |
False |
False |
6,833 |
| 120 |
1,384.4 |
1,111.5 |
272.9 |
20.4% |
20.3 |
1.5% |
82% |
False |
False |
5,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,417.8 |
|
2.618 |
1,390.5 |
|
1.618 |
1,373.8 |
|
1.000 |
1,363.5 |
|
0.618 |
1,357.1 |
|
HIGH |
1,346.8 |
|
0.618 |
1,340.4 |
|
0.500 |
1,338.5 |
|
0.382 |
1,336.5 |
|
LOW |
1,330.1 |
|
0.618 |
1,319.8 |
|
1.000 |
1,313.4 |
|
1.618 |
1,303.1 |
|
2.618 |
1,286.4 |
|
4.250 |
1,259.1 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,338.5 |
1,341.7 |
| PP |
1,337.3 |
1,339.4 |
| S1 |
1,336.1 |
1,337.2 |
|