| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,094.00 |
2,102.50 |
8.50 |
0.4% |
2,037.25 |
| High |
2,105.50 |
2,107.75 |
2.25 |
0.1% |
2,078.00 |
| Low |
2,090.50 |
2,095.00 |
4.50 |
0.2% |
2,034.25 |
| Close |
2,102.00 |
2,104.25 |
2.25 |
0.1% |
2,069.00 |
| Range |
15.00 |
12.75 |
-2.25 |
-15.0% |
43.75 |
| ATR |
26.45 |
25.48 |
-0.98 |
-3.7% |
0.00 |
| Volume |
955,518 |
1,147,598 |
192,080 |
20.1% |
10,453,776 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.50 |
2,135.25 |
2,111.25 |
|
| R3 |
2,127.75 |
2,122.50 |
2,107.75 |
|
| R2 |
2,115.00 |
2,115.00 |
2,106.50 |
|
| R1 |
2,109.75 |
2,109.75 |
2,105.50 |
2,112.50 |
| PP |
2,102.25 |
2,102.25 |
2,102.25 |
2,103.75 |
| S1 |
2,097.00 |
2,097.00 |
2,103.00 |
2,099.50 |
| S2 |
2,089.50 |
2,089.50 |
2,102.00 |
|
| S3 |
2,076.75 |
2,084.25 |
2,100.75 |
|
| S4 |
2,064.00 |
2,071.50 |
2,097.25 |
|
|
| 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 |
2,107.75 |
2,038.25 |
69.50 |
3.3% |
26.00 |
1.2% |
95% |
True |
False |
1,398,505 |
| 10 |
2,107.75 |
2,034.25 |
73.50 |
3.5% |
28.75 |
1.4% |
95% |
True |
False |
1,663,960 |
| 20 |
2,122.00 |
2,034.25 |
87.75 |
4.2% |
25.25 |
1.2% |
80% |
False |
False |
1,583,493 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.00 |
1.0% |
76% |
False |
False |
962,103 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.75 |
1.0% |
76% |
False |
False |
642,275 |
| 80 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.75 |
1.0% |
78% |
False |
False |
482,271 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.25 |
1.0% |
78% |
False |
False |
385,859 |
| 120 |
2,126.25 |
1,968.00 |
158.25 |
7.5% |
21.25 |
1.0% |
86% |
False |
False |
321,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.00 |
|
2.618 |
2,141.25 |
|
1.618 |
2,128.50 |
|
1.000 |
2,120.50 |
|
0.618 |
2,115.75 |
|
HIGH |
2,107.75 |
|
0.618 |
2,103.00 |
|
0.500 |
2,101.50 |
|
0.382 |
2,099.75 |
|
LOW |
2,095.00 |
|
0.618 |
2,087.00 |
|
1.000 |
2,082.25 |
|
1.618 |
2,074.25 |
|
2.618 |
2,061.50 |
|
4.250 |
2,040.75 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,103.25 |
2,096.00 |
| PP |
2,102.25 |
2,088.00 |
| S1 |
2,101.50 |
2,080.00 |
|