| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1,132.4 |
1,098.0 |
-34.4 |
-3.0% |
1,162.3 |
| High |
1,132.5 |
1,108.8 |
-23.7 |
-2.1% |
1,163.9 |
| Low |
1,080.0 |
1,095.9 |
15.9 |
1.5% |
1,129.6 |
| Close |
1,106.8 |
1,103.5 |
-3.3 |
-0.3% |
1,131.9 |
| Range |
52.5 |
12.9 |
-39.6 |
-75.4% |
34.3 |
| ATR |
16.0 |
15.8 |
-0.2 |
-1.4% |
0.0 |
| Volume |
261,352 |
172,518 |
-88,834 |
-34.0% |
673,229 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,141.4 |
1,135.4 |
1,110.6 |
|
| R3 |
1,128.5 |
1,122.5 |
1,107.0 |
|
| R2 |
1,115.6 |
1,115.6 |
1,105.9 |
|
| R1 |
1,109.6 |
1,109.6 |
1,104.7 |
1,112.6 |
| PP |
1,102.7 |
1,102.7 |
1,102.7 |
1,104.3 |
| S1 |
1,096.7 |
1,096.7 |
1,102.3 |
1,099.7 |
| S2 |
1,089.8 |
1,089.8 |
1,101.1 |
|
| S3 |
1,076.9 |
1,083.8 |
1,100.0 |
|
| S4 |
1,064.0 |
1,070.9 |
1,096.4 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.7 |
1,222.6 |
1,150.8 |
|
| R3 |
1,210.4 |
1,188.3 |
1,141.3 |
|
| R2 |
1,176.1 |
1,176.1 |
1,138.2 |
|
| R1 |
1,154.0 |
1,154.0 |
1,135.0 |
1,147.9 |
| PP |
1,141.8 |
1,141.8 |
1,141.8 |
1,138.8 |
| S1 |
1,119.7 |
1,119.7 |
1,128.8 |
1,113.6 |
| S2 |
1,107.5 |
1,107.5 |
1,125.6 |
|
| S3 |
1,073.2 |
1,085.4 |
1,122.5 |
|
| S4 |
1,038.9 |
1,051.1 |
1,113.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,155.8 |
1,080.0 |
75.8 |
6.9% |
20.4 |
1.8% |
31% |
False |
False |
174,245 |
| 10 |
1,166.9 |
1,080.0 |
86.9 |
7.9% |
16.1 |
1.5% |
27% |
False |
False |
151,768 |
| 20 |
1,187.7 |
1,080.0 |
107.7 |
9.8% |
14.4 |
1.3% |
22% |
False |
False |
141,469 |
| 40 |
1,208.9 |
1,080.0 |
128.9 |
11.7% |
14.2 |
1.3% |
18% |
False |
False |
132,481 |
| 60 |
1,232.8 |
1,080.0 |
152.8 |
13.8% |
14.7 |
1.3% |
15% |
False |
False |
93,908 |
| 80 |
1,232.8 |
1,080.0 |
152.8 |
13.8% |
14.6 |
1.3% |
15% |
False |
False |
71,153 |
| 100 |
1,232.8 |
1,080.0 |
152.8 |
13.8% |
14.7 |
1.3% |
15% |
False |
False |
57,507 |
| 120 |
1,286.0 |
1,080.0 |
206.0 |
18.7% |
15.0 |
1.4% |
11% |
False |
False |
48,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,163.6 |
|
2.618 |
1,142.6 |
|
1.618 |
1,129.7 |
|
1.000 |
1,121.7 |
|
0.618 |
1,116.8 |
|
HIGH |
1,108.8 |
|
0.618 |
1,103.9 |
|
0.500 |
1,102.4 |
|
0.382 |
1,100.8 |
|
LOW |
1,095.9 |
|
0.618 |
1,087.9 |
|
1.000 |
1,083.0 |
|
1.618 |
1,075.0 |
|
2.618 |
1,062.1 |
|
4.250 |
1,041.1 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,103.1 |
1,112.3 |
| PP |
1,102.7 |
1,109.3 |
| S1 |
1,102.4 |
1,106.4 |
|