| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,339.4 |
1,324.2 |
-15.2 |
-1.1% |
1,376.3 |
| High |
1,346.2 |
1,342.0 |
-4.2 |
-0.3% |
1,383.5 |
| Low |
1,320.2 |
1,318.5 |
-1.7 |
-0.1% |
1,327.9 |
| Close |
1,326.9 |
1,338.9 |
12.0 |
0.9% |
1,334.9 |
| Range |
26.0 |
23.5 |
-2.5 |
-9.6% |
55.6 |
| ATR |
21.9 |
22.0 |
0.1 |
0.5% |
0.0 |
| Volume |
28,912 |
60,681 |
31,769 |
109.9% |
150,665 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,403.6 |
1,394.8 |
1,351.8 |
|
| R3 |
1,380.1 |
1,371.3 |
1,345.4 |
|
| R2 |
1,356.6 |
1,356.6 |
1,343.2 |
|
| R1 |
1,347.8 |
1,347.8 |
1,341.1 |
1,352.2 |
| PP |
1,333.1 |
1,333.1 |
1,333.1 |
1,335.4 |
| S1 |
1,324.3 |
1,324.3 |
1,336.7 |
1,328.7 |
| S2 |
1,309.6 |
1,309.6 |
1,334.6 |
|
| S3 |
1,286.1 |
1,300.8 |
1,332.4 |
|
| S4 |
1,262.6 |
1,277.3 |
1,326.0 |
|
|
| 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 |
1,346.8 |
1,318.5 |
28.3 |
2.1% |
17.6 |
1.3% |
72% |
False |
True |
32,506 |
| 10 |
1,383.5 |
1,318.5 |
65.0 |
4.9% |
22.1 |
1.6% |
31% |
False |
True |
32,165 |
| 20 |
1,384.4 |
1,259.1 |
125.3 |
9.4% |
25.1 |
1.9% |
64% |
False |
False |
24,308 |
| 40 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
21.4 |
1.6% |
74% |
False |
False |
15,539 |
| 60 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
20.3 |
1.5% |
74% |
False |
False |
12,193 |
| 80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.3 |
1.4% |
74% |
False |
False |
9,688 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.9 |
1.5% |
74% |
False |
False |
8,211 |
| 120 |
1,384.4 |
1,119.4 |
265.0 |
19.8% |
20.5 |
1.5% |
83% |
False |
False |
7,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,441.9 |
|
2.618 |
1,403.5 |
|
1.618 |
1,380.0 |
|
1.000 |
1,365.5 |
|
0.618 |
1,356.5 |
|
HIGH |
1,342.0 |
|
0.618 |
1,333.0 |
|
0.500 |
1,330.3 |
|
0.382 |
1,327.5 |
|
LOW |
1,318.5 |
|
0.618 |
1,304.0 |
|
1.000 |
1,295.0 |
|
1.618 |
1,280.5 |
|
2.618 |
1,257.0 |
|
4.250 |
1,218.6 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,336.0 |
1,336.7 |
| PP |
1,333.1 |
1,334.5 |
| S1 |
1,330.3 |
1,332.4 |
|