| 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 |
2,917.0 |
2,933.0 |
16.0 |
0.5% |
2,835.0 |
| High |
2,955.0 |
2,948.0 |
-7.0 |
-0.2% |
2,955.0 |
| Low |
2,917.0 |
2,914.0 |
-3.0 |
-0.1% |
2,822.0 |
| Close |
2,947.0 |
2,933.0 |
-14.0 |
-0.5% |
2,933.0 |
| Range |
38.0 |
34.0 |
-4.0 |
-10.5% |
133.0 |
| ATR |
63.4 |
61.3 |
-2.1 |
-3.3% |
0.0 |
| Volume |
56 |
9,628 |
9,572 |
17,092.9% |
63,134 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,033.7 |
3,017.3 |
2,951.7 |
|
| R3 |
2,999.7 |
2,983.3 |
2,942.4 |
|
| R2 |
2,965.7 |
2,965.7 |
2,939.2 |
|
| R1 |
2,949.3 |
2,949.3 |
2,936.1 |
2,950.0 |
| PP |
2,931.7 |
2,931.7 |
2,931.7 |
2,932.0 |
| S1 |
2,915.3 |
2,915.3 |
2,929.9 |
2,916.0 |
| S2 |
2,897.7 |
2,897.7 |
2,926.8 |
|
| S3 |
2,863.7 |
2,881.3 |
2,923.7 |
|
| S4 |
2,829.7 |
2,847.3 |
2,914.3 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,302.3 |
3,250.7 |
3,006.2 |
|
| R3 |
3,169.3 |
3,117.7 |
2,969.6 |
|
| R2 |
3,036.3 |
3,036.3 |
2,957.4 |
|
| R1 |
2,984.7 |
2,984.7 |
2,945.2 |
3,010.5 |
| PP |
2,903.3 |
2,903.3 |
2,903.3 |
2,916.3 |
| S1 |
2,851.7 |
2,851.7 |
2,920.8 |
2,877.5 |
| S2 |
2,770.3 |
2,770.3 |
2,908.6 |
|
| S3 |
2,637.3 |
2,718.7 |
2,896.4 |
|
| S4 |
2,504.3 |
2,585.7 |
2,859.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,955.0 |
2,822.0 |
133.0 |
4.5% |
41.2 |
1.4% |
83% |
False |
False |
12,626 |
| 10 |
2,955.0 |
2,721.0 |
234.0 |
8.0% |
46.3 |
1.6% |
91% |
False |
False |
16,332 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
13.3% |
57.7 |
2.0% |
73% |
False |
False |
12,422 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
13.9% |
41.1 |
1.4% |
70% |
False |
False |
8,534 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.9% |
31.5 |
1.1% |
70% |
False |
False |
7,532 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.1% |
25.3 |
0.9% |
68% |
False |
False |
5,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,092.5 |
|
2.618 |
3,037.0 |
|
1.618 |
3,003.0 |
|
1.000 |
2,982.0 |
|
0.618 |
2,969.0 |
|
HIGH |
2,948.0 |
|
0.618 |
2,935.0 |
|
0.500 |
2,931.0 |
|
0.382 |
2,927.0 |
|
LOW |
2,914.0 |
|
0.618 |
2,893.0 |
|
1.000 |
2,880.0 |
|
1.618 |
2,859.0 |
|
2.618 |
2,825.0 |
|
4.250 |
2,769.5 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,932.3 |
2,930.7 |
| PP |
2,931.7 |
2,928.3 |
| S1 |
2,931.0 |
2,926.0 |
|