| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,117.00 |
2,118.00 |
1.00 |
0.0% |
2,054.75 |
| High |
2,120.00 |
2,126.25 |
6.25 |
0.3% |
2,120.00 |
| Low |
2,112.75 |
2,116.50 |
3.75 |
0.2% |
2,052.00 |
| Close |
2,118.75 |
2,122.00 |
3.25 |
0.2% |
2,118.75 |
| Range |
7.25 |
9.75 |
2.50 |
34.5% |
68.00 |
| ATR |
23.53 |
22.54 |
-0.98 |
-4.2% |
0.00 |
| Volume |
903,686 |
937,630 |
33,944 |
3.8% |
5,447,763 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.75 |
2,146.25 |
2,127.25 |
|
| R3 |
2,141.00 |
2,136.50 |
2,124.75 |
|
| R2 |
2,131.25 |
2,131.25 |
2,123.75 |
|
| R1 |
2,126.75 |
2,126.75 |
2,123.00 |
2,129.00 |
| PP |
2,121.50 |
2,121.50 |
2,121.50 |
2,122.75 |
| S1 |
2,117.00 |
2,117.00 |
2,121.00 |
2,119.25 |
| S2 |
2,111.75 |
2,111.75 |
2,120.25 |
|
| S3 |
2,102.00 |
2,107.25 |
2,119.25 |
|
| S4 |
2,092.25 |
2,097.50 |
2,116.75 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,301.00 |
2,277.75 |
2,156.25 |
|
| R3 |
2,233.00 |
2,209.75 |
2,137.50 |
|
| R2 |
2,165.00 |
2,165.00 |
2,131.25 |
|
| R1 |
2,141.75 |
2,141.75 |
2,125.00 |
2,153.50 |
| PP |
2,097.00 |
2,097.00 |
2,097.00 |
2,102.75 |
| S1 |
2,073.75 |
2,073.75 |
2,112.50 |
2,085.50 |
| S2 |
2,029.00 |
2,029.00 |
2,106.25 |
|
| S3 |
1,961.00 |
2,005.75 |
2,100.00 |
|
| S4 |
1,893.00 |
1,937.75 |
2,081.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,126.25 |
2,090.50 |
35.75 |
1.7% |
12.00 |
0.6% |
88% |
True |
False |
1,010,362 |
| 10 |
2,126.25 |
2,035.00 |
91.25 |
4.3% |
24.25 |
1.1% |
95% |
True |
False |
1,486,611 |
| 20 |
2,126.25 |
2,034.25 |
92.00 |
4.3% |
23.00 |
1.1% |
95% |
True |
False |
1,494,910 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.3% |
21.75 |
1.0% |
95% |
True |
False |
1,035,576 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.3% |
21.25 |
1.0% |
95% |
True |
False |
691,236 |
| 80 |
2,126.25 |
2,027.00 |
99.25 |
4.7% |
21.25 |
1.0% |
96% |
True |
False |
519,086 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.50 |
1.0% |
96% |
True |
False |
415,345 |
| 120 |
2,126.25 |
1,968.00 |
158.25 |
7.5% |
20.50 |
1.0% |
97% |
True |
False |
346,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,167.75 |
|
2.618 |
2,151.75 |
|
1.618 |
2,142.00 |
|
1.000 |
2,136.00 |
|
0.618 |
2,132.25 |
|
HIGH |
2,126.25 |
|
0.618 |
2,122.50 |
|
0.500 |
2,121.50 |
|
0.382 |
2,120.25 |
|
LOW |
2,116.50 |
|
0.618 |
2,110.50 |
|
1.000 |
2,106.75 |
|
1.618 |
2,100.75 |
|
2.618 |
2,091.00 |
|
4.250 |
2,075.00 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,121.75 |
2,119.50 |
| PP |
2,121.50 |
2,117.00 |
| S1 |
2,121.50 |
2,114.50 |
|