| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,044.75 |
2,054.75 |
10.00 |
0.5% |
2,037.25 |
| High |
2,074.75 |
2,094.75 |
20.00 |
1.0% |
2,078.00 |
| Low |
2,044.75 |
2,052.00 |
7.25 |
0.4% |
2,034.25 |
| Close |
2,069.00 |
2,094.50 |
25.50 |
1.2% |
2,069.00 |
| Range |
30.00 |
42.75 |
12.75 |
42.5% |
43.75 |
| ATR |
26.15 |
27.34 |
1.19 |
4.5% |
0.00 |
| Volume |
1,573,858 |
1,333,579 |
-240,279 |
-15.3% |
10,453,776 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.75 |
2,194.25 |
2,118.00 |
|
| R3 |
2,166.00 |
2,151.50 |
2,106.25 |
|
| R2 |
2,123.25 |
2,123.25 |
2,102.25 |
|
| R1 |
2,108.75 |
2,108.75 |
2,098.50 |
2,116.00 |
| PP |
2,080.50 |
2,080.50 |
2,080.50 |
2,084.00 |
| S1 |
2,066.00 |
2,066.00 |
2,090.50 |
2,073.25 |
| S2 |
2,037.75 |
2,037.75 |
2,086.75 |
|
| S3 |
1,995.00 |
2,023.25 |
2,082.75 |
|
| S4 |
1,952.25 |
1,980.50 |
2,071.00 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.75 |
2,174.00 |
2,093.00 |
|
| R3 |
2,148.00 |
2,130.25 |
2,081.00 |
|
| R2 |
2,104.25 |
2,104.25 |
2,077.00 |
|
| R1 |
2,086.50 |
2,086.50 |
2,073.00 |
2,095.50 |
| PP |
2,060.50 |
2,060.50 |
2,060.50 |
2,064.75 |
| S1 |
2,042.75 |
2,042.75 |
2,065.00 |
2,051.50 |
| S2 |
2,016.75 |
2,016.75 |
2,061.00 |
|
| S3 |
1,973.00 |
1,999.00 |
2,057.00 |
|
| S4 |
1,929.25 |
1,955.25 |
2,045.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,094.75 |
2,035.00 |
59.75 |
2.9% |
36.50 |
1.7% |
100% |
True |
False |
1,962,859 |
| 10 |
2,094.75 |
2,034.25 |
60.50 |
2.9% |
31.75 |
1.5% |
100% |
True |
False |
1,921,039 |
| 20 |
2,122.00 |
2,034.25 |
87.75 |
4.2% |
26.25 |
1.3% |
69% |
False |
False |
1,661,200 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.75 |
1.0% |
65% |
False |
False |
909,704 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.25 |
1.1% |
65% |
False |
False |
607,277 |
| 80 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
22.00 |
1.0% |
68% |
False |
False |
455,993 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.25 |
1.0% |
69% |
False |
False |
364,828 |
| 120 |
2,126.25 |
1,968.00 |
158.25 |
7.6% |
21.50 |
1.0% |
80% |
False |
False |
304,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,276.50 |
|
2.618 |
2,206.75 |
|
1.618 |
2,164.00 |
|
1.000 |
2,137.50 |
|
0.618 |
2,121.25 |
|
HIGH |
2,094.75 |
|
0.618 |
2,078.50 |
|
0.500 |
2,073.50 |
|
0.382 |
2,068.25 |
|
LOW |
2,052.00 |
|
0.618 |
2,025.50 |
|
1.000 |
2,009.25 |
|
1.618 |
1,982.75 |
|
2.618 |
1,940.00 |
|
4.250 |
1,870.25 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.50 |
2,085.25 |
| PP |
2,080.50 |
2,075.75 |
| S1 |
2,073.50 |
2,066.50 |
|