| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1,100.1 |
1,093.4 |
-6.7 |
-0.6% |
1,162.3 |
| High |
1,102.3 |
1,104.9 |
2.6 |
0.2% |
1,163.9 |
| Low |
1,085.6 |
1,086.1 |
0.5 |
0.0% |
1,129.6 |
| Close |
1,091.5 |
1,094.1 |
2.6 |
0.2% |
1,131.9 |
| Range |
16.7 |
18.8 |
2.1 |
12.6% |
34.3 |
| ATR |
15.9 |
16.1 |
0.2 |
1.3% |
0.0 |
| Volume |
182,184 |
204,073 |
21,889 |
12.0% |
673,229 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,151.4 |
1,141.6 |
1,104.4 |
|
| R3 |
1,132.6 |
1,122.8 |
1,099.3 |
|
| R2 |
1,113.8 |
1,113.8 |
1,097.5 |
|
| R1 |
1,104.0 |
1,104.0 |
1,095.8 |
1,108.9 |
| PP |
1,095.0 |
1,095.0 |
1,095.0 |
1,097.5 |
| S1 |
1,085.2 |
1,085.2 |
1,092.4 |
1,090.1 |
| S2 |
1,076.2 |
1,076.2 |
1,090.7 |
|
| S3 |
1,057.4 |
1,066.4 |
1,088.9 |
|
| S4 |
1,038.6 |
1,047.6 |
1,083.8 |
|
|
| 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 |
1,144.5 |
1,080.0 |
64.5 |
5.9% |
23.2 |
2.1% |
22% |
False |
False |
196,226 |
| 10 |
1,164.5 |
1,080.0 |
84.5 |
7.7% |
16.7 |
1.5% |
17% |
False |
False |
160,592 |
| 20 |
1,187.6 |
1,080.0 |
107.6 |
9.8% |
15.0 |
1.4% |
13% |
False |
False |
148,747 |
| 40 |
1,205.7 |
1,080.0 |
125.7 |
11.5% |
14.3 |
1.3% |
11% |
False |
False |
136,025 |
| 60 |
1,232.8 |
1,080.0 |
152.8 |
14.0% |
14.6 |
1.3% |
9% |
False |
False |
100,104 |
| 80 |
1,232.8 |
1,080.0 |
152.8 |
14.0% |
14.7 |
1.3% |
9% |
False |
False |
75,743 |
| 100 |
1,232.8 |
1,080.0 |
152.8 |
14.0% |
14.8 |
1.4% |
9% |
False |
False |
61,324 |
| 120 |
1,286.0 |
1,080.0 |
206.0 |
18.8% |
14.8 |
1.4% |
7% |
False |
False |
51,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,184.8 |
|
2.618 |
1,154.1 |
|
1.618 |
1,135.3 |
|
1.000 |
1,123.7 |
|
0.618 |
1,116.5 |
|
HIGH |
1,104.9 |
|
0.618 |
1,097.7 |
|
0.500 |
1,095.5 |
|
0.382 |
1,093.3 |
|
LOW |
1,086.1 |
|
0.618 |
1,074.5 |
|
1.000 |
1,067.3 |
|
1.618 |
1,055.7 |
|
2.618 |
1,036.9 |
|
4.250 |
1,006.2 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,095.5 |
1,097.2 |
| PP |
1,095.0 |
1,096.2 |
| S1 |
1,094.6 |
1,095.1 |
|