| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1,162.3 |
1,157.0 |
-5.3 |
-0.5% |
1,173.2 |
| High |
1,163.9 |
1,159.1 |
-4.8 |
-0.4% |
1,174.4 |
| Low |
1,149.8 |
1,151.8 |
2.0 |
0.2% |
1,145.9 |
| Close |
1,155.4 |
1,153.5 |
-1.9 |
-0.2% |
1,157.9 |
| Range |
14.1 |
7.3 |
-6.8 |
-48.2% |
28.5 |
| ATR |
13.9 |
13.4 |
-0.5 |
-3.4% |
0.0 |
| Volume |
126,732 |
109,142 |
-17,590 |
-13.9% |
751,019 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,176.7 |
1,172.4 |
1,157.5 |
|
| R3 |
1,169.4 |
1,165.1 |
1,155.5 |
|
| R2 |
1,162.1 |
1,162.1 |
1,154.8 |
|
| R1 |
1,157.8 |
1,157.8 |
1,154.2 |
1,156.3 |
| PP |
1,154.8 |
1,154.8 |
1,154.8 |
1,154.1 |
| S1 |
1,150.5 |
1,150.5 |
1,152.8 |
1,149.0 |
| S2 |
1,147.5 |
1,147.5 |
1,152.2 |
|
| S3 |
1,140.2 |
1,143.2 |
1,151.5 |
|
| S4 |
1,132.9 |
1,135.9 |
1,149.5 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.9 |
1,229.9 |
1,173.6 |
|
| R3 |
1,216.4 |
1,201.4 |
1,165.7 |
|
| R2 |
1,187.9 |
1,187.9 |
1,163.1 |
|
| R1 |
1,172.9 |
1,172.9 |
1,160.5 |
1,166.2 |
| PP |
1,159.4 |
1,159.4 |
1,159.4 |
1,156.0 |
| S1 |
1,144.4 |
1,144.4 |
1,155.3 |
1,137.7 |
| S2 |
1,130.9 |
1,130.9 |
1,152.7 |
|
| S3 |
1,102.4 |
1,115.9 |
1,150.1 |
|
| S4 |
1,073.9 |
1,087.4 |
1,142.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,166.9 |
1,145.9 |
21.0 |
1.8% |
11.8 |
1.0% |
36% |
False |
False |
129,292 |
| 10 |
1,180.0 |
1,145.9 |
34.1 |
3.0% |
13.0 |
1.1% |
22% |
False |
False |
137,499 |
| 20 |
1,205.7 |
1,145.9 |
59.8 |
5.2% |
13.0 |
1.1% |
13% |
False |
False |
128,190 |
| 40 |
1,232.8 |
1,145.9 |
86.9 |
7.5% |
13.3 |
1.1% |
9% |
False |
False |
114,269 |
| 60 |
1,232.8 |
1,145.9 |
86.9 |
7.5% |
14.3 |
1.2% |
9% |
False |
False |
79,563 |
| 80 |
1,232.8 |
1,145.9 |
86.9 |
7.5% |
14.2 |
1.2% |
9% |
False |
False |
60,486 |
| 100 |
1,232.8 |
1,143.8 |
89.0 |
7.7% |
14.3 |
1.2% |
11% |
False |
False |
48,875 |
| 120 |
1,307.3 |
1,143.8 |
163.5 |
14.2% |
14.8 |
1.3% |
6% |
False |
False |
40,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,190.1 |
|
2.618 |
1,178.2 |
|
1.618 |
1,170.9 |
|
1.000 |
1,166.4 |
|
0.618 |
1,163.6 |
|
HIGH |
1,159.1 |
|
0.618 |
1,156.3 |
|
0.500 |
1,155.5 |
|
0.382 |
1,154.6 |
|
LOW |
1,151.8 |
|
0.618 |
1,147.3 |
|
1.000 |
1,144.5 |
|
1.618 |
1,140.0 |
|
2.618 |
1,132.7 |
|
4.250 |
1,120.8 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,155.5 |
1,157.2 |
| PP |
1,154.8 |
1,155.9 |
| S1 |
1,154.2 |
1,154.7 |
|