| 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 |
2,054.75 |
2,094.00 |
39.25 |
1.9% |
2,037.25 |
| High |
2,094.75 |
2,105.50 |
10.75 |
0.5% |
2,078.00 |
| Low |
2,052.00 |
2,090.50 |
38.50 |
1.9% |
2,034.25 |
| Close |
2,094.50 |
2,102.00 |
7.50 |
0.4% |
2,069.00 |
| Range |
42.75 |
15.00 |
-27.75 |
-64.9% |
43.75 |
| ATR |
27.34 |
26.45 |
-0.88 |
-3.2% |
0.00 |
| Volume |
1,333,579 |
955,518 |
-378,061 |
-28.3% |
10,453,776 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.25 |
2,138.25 |
2,110.25 |
|
| R3 |
2,129.25 |
2,123.25 |
2,106.00 |
|
| R2 |
2,114.25 |
2,114.25 |
2,104.75 |
|
| R1 |
2,108.25 |
2,108.25 |
2,103.50 |
2,111.25 |
| PP |
2,099.25 |
2,099.25 |
2,099.25 |
2,101.00 |
| S1 |
2,093.25 |
2,093.25 |
2,100.50 |
2,096.25 |
| S2 |
2,084.25 |
2,084.25 |
2,099.25 |
|
| S3 |
2,069.25 |
2,078.25 |
2,098.00 |
|
| S4 |
2,054.25 |
2,063.25 |
2,093.75 |
|
|
| 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 |
2,105.50 |
2,036.25 |
69.25 |
3.3% |
31.00 |
1.5% |
95% |
True |
False |
1,647,630 |
| 10 |
2,105.50 |
2,034.25 |
71.25 |
3.4% |
29.75 |
1.4% |
95% |
True |
False |
1,787,357 |
| 20 |
2,122.00 |
2,034.25 |
87.75 |
4.2% |
26.00 |
1.2% |
77% |
False |
False |
1,608,987 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.00 |
1.0% |
74% |
False |
False |
933,543 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.75 |
1.0% |
74% |
False |
False |
623,184 |
| 80 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.75 |
1.0% |
76% |
False |
False |
467,933 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.25 |
1.0% |
76% |
False |
False |
374,383 |
| 120 |
2,126.25 |
1,968.00 |
158.25 |
7.5% |
21.25 |
1.0% |
85% |
False |
False |
312,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,169.25 |
|
2.618 |
2,144.75 |
|
1.618 |
2,129.75 |
|
1.000 |
2,120.50 |
|
0.618 |
2,114.75 |
|
HIGH |
2,105.50 |
|
0.618 |
2,099.75 |
|
0.500 |
2,098.00 |
|
0.382 |
2,096.25 |
|
LOW |
2,090.50 |
|
0.618 |
2,081.25 |
|
1.000 |
2,075.50 |
|
1.618 |
2,066.25 |
|
2.618 |
2,051.25 |
|
4.250 |
2,026.75 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,100.75 |
2,093.00 |
| PP |
2,099.25 |
2,084.00 |
| S1 |
2,098.00 |
2,075.00 |
|