| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,343.7 |
1,340.6 |
-3.1 |
-0.2% |
1,376.3 |
| High |
1,346.8 |
1,343.4 |
-3.4 |
-0.3% |
1,383.5 |
| Low |
1,330.1 |
1,331.2 |
1.1 |
0.1% |
1,327.9 |
| Close |
1,334.9 |
1,336.8 |
1.9 |
0.1% |
1,334.9 |
| Range |
16.7 |
12.2 |
-4.5 |
-26.9% |
55.6 |
| ATR |
23.3 |
22.5 |
-0.8 |
-3.4% |
0.0 |
| Volume |
19,944 |
27,145 |
7,201 |
36.1% |
150,665 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.7 |
1,367.5 |
1,343.5 |
|
| R3 |
1,361.5 |
1,355.3 |
1,340.2 |
|
| R2 |
1,349.3 |
1,349.3 |
1,339.0 |
|
| R1 |
1,343.1 |
1,343.1 |
1,337.9 |
1,340.1 |
| PP |
1,337.1 |
1,337.1 |
1,337.1 |
1,335.7 |
| S1 |
1,330.9 |
1,330.9 |
1,335.7 |
1,327.9 |
| S2 |
1,324.9 |
1,324.9 |
1,334.6 |
|
| S3 |
1,312.7 |
1,318.7 |
1,333.4 |
|
| S4 |
1,300.5 |
1,306.5 |
1,330.1 |
|
|
| 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 |
1,366.2 |
1,327.9 |
38.3 |
2.9% |
20.5 |
1.5% |
23% |
False |
False |
27,293 |
| 10 |
1,384.4 |
1,327.9 |
56.5 |
4.2% |
22.3 |
1.7% |
16% |
False |
False |
25,931 |
| 20 |
1,384.4 |
1,259.1 |
125.3 |
9.4% |
24.8 |
1.9% |
62% |
False |
False |
19,541 |
| 40 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
21.1 |
1.6% |
73% |
False |
False |
13,186 |
| 60 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
20.1 |
1.5% |
73% |
False |
False |
10,343 |
| 80 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
19.2 |
1.4% |
73% |
False |
False |
8,291 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
20.0 |
1.5% |
73% |
False |
False |
7,094 |
| 120 |
1,384.4 |
1,114.1 |
270.3 |
20.2% |
20.3 |
1.5% |
82% |
False |
False |
6,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,395.3 |
|
2.618 |
1,375.3 |
|
1.618 |
1,363.1 |
|
1.000 |
1,355.6 |
|
0.618 |
1,350.9 |
|
HIGH |
1,343.4 |
|
0.618 |
1,338.7 |
|
0.500 |
1,337.3 |
|
0.382 |
1,335.9 |
|
LOW |
1,331.2 |
|
0.618 |
1,323.7 |
|
1.000 |
1,319.0 |
|
1.618 |
1,311.5 |
|
2.618 |
1,299.3 |
|
4.250 |
1,279.4 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,337.3 |
1,341.7 |
| PP |
1,337.1 |
1,340.0 |
| S1 |
1,337.0 |
1,338.4 |
|