| 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 |
2,151.00 |
2,159.75 |
8.75 |
0.4% |
2,111.50 |
| High |
2,162.00 |
2,162.00 |
0.00 |
0.0% |
2,159.50 |
| Low |
2,147.25 |
2,145.75 |
-1.50 |
-0.1% |
2,111.25 |
| Close |
2,159.50 |
2,150.00 |
-9.50 |
-0.4% |
2,144.50 |
| Range |
14.75 |
16.25 |
1.50 |
10.2% |
48.25 |
| ATR |
24.00 |
23.45 |
-0.55 |
-2.3% |
0.00 |
| Volume |
5,744 |
1,586 |
-4,158 |
-72.4% |
13,129 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,201.25 |
2,192.00 |
2,159.00 |
|
| R3 |
2,185.00 |
2,175.75 |
2,154.50 |
|
| R2 |
2,168.75 |
2,168.75 |
2,153.00 |
|
| R1 |
2,159.50 |
2,159.50 |
2,151.50 |
2,156.00 |
| PP |
2,152.50 |
2,152.50 |
2,152.50 |
2,151.00 |
| S1 |
2,143.25 |
2,143.25 |
2,148.50 |
2,139.75 |
| S2 |
2,136.25 |
2,136.25 |
2,147.00 |
|
| S3 |
2,120.00 |
2,127.00 |
2,145.50 |
|
| S4 |
2,103.75 |
2,110.75 |
2,141.00 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,283.25 |
2,262.00 |
2,171.00 |
|
| R3 |
2,235.00 |
2,213.75 |
2,157.75 |
|
| R2 |
2,186.75 |
2,186.75 |
2,153.25 |
|
| R1 |
2,165.50 |
2,165.50 |
2,149.00 |
2,176.00 |
| PP |
2,138.50 |
2,138.50 |
2,138.50 |
2,143.75 |
| S1 |
2,117.25 |
2,117.25 |
2,140.00 |
2,128.00 |
| S2 |
2,090.25 |
2,090.25 |
2,135.75 |
|
| S3 |
2,042.00 |
2,069.00 |
2,131.25 |
|
| S4 |
1,993.75 |
2,020.75 |
2,118.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,162.00 |
2,135.50 |
26.50 |
1.2% |
14.00 |
0.7% |
55% |
True |
False |
2,438 |
| 10 |
2,162.00 |
2,079.00 |
83.00 |
3.9% |
18.25 |
0.8% |
86% |
True |
False |
2,676 |
| 20 |
2,162.00 |
1,972.25 |
189.75 |
8.8% |
30.50 |
1.4% |
94% |
True |
False |
3,320 |
| 40 |
2,162.00 |
1,972.25 |
189.75 |
8.8% |
23.75 |
1.1% |
94% |
True |
False |
2,091 |
| 60 |
2,162.00 |
1,972.25 |
189.75 |
8.8% |
23.75 |
1.1% |
94% |
True |
False |
1,577 |
| 80 |
2,162.00 |
1,972.25 |
189.75 |
8.8% |
22.75 |
1.1% |
94% |
True |
False |
1,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,231.00 |
|
2.618 |
2,204.50 |
|
1.618 |
2,188.25 |
|
1.000 |
2,178.25 |
|
0.618 |
2,172.00 |
|
HIGH |
2,162.00 |
|
0.618 |
2,155.75 |
|
0.500 |
2,154.00 |
|
0.382 |
2,152.00 |
|
LOW |
2,145.75 |
|
0.618 |
2,135.75 |
|
1.000 |
2,129.50 |
|
1.618 |
2,119.50 |
|
2.618 |
2,103.25 |
|
4.250 |
2,076.75 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,154.00 |
2,152.75 |
| PP |
2,152.50 |
2,151.75 |
| S1 |
2,151.25 |
2,151.00 |
|