| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,121.25 |
2,107.75 |
-13.50 |
-0.6% |
2,054.75 |
| High |
2,125.00 |
2,112.00 |
-13.00 |
-0.6% |
2,120.00 |
| Low |
2,106.75 |
2,102.25 |
-4.50 |
-0.2% |
2,052.00 |
| Close |
2,114.50 |
2,108.00 |
-6.50 |
-0.3% |
2,118.75 |
| Range |
18.25 |
9.75 |
-8.50 |
-46.6% |
68.00 |
| ATR |
22.24 |
21.52 |
-0.71 |
-3.2% |
0.00 |
| Volume |
1,209,300 |
1,224,393 |
15,093 |
1.2% |
5,447,763 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.75 |
2,132.00 |
2,113.25 |
|
| R3 |
2,127.00 |
2,122.25 |
2,110.75 |
|
| R2 |
2,117.25 |
2,117.25 |
2,109.75 |
|
| R1 |
2,112.50 |
2,112.50 |
2,109.00 |
2,115.00 |
| PP |
2,107.50 |
2,107.50 |
2,107.50 |
2,108.50 |
| S1 |
2,102.75 |
2,102.75 |
2,107.00 |
2,105.00 |
| S2 |
2,097.75 |
2,097.75 |
2,106.25 |
|
| S3 |
2,088.00 |
2,093.00 |
2,105.25 |
|
| S4 |
2,078.25 |
2,083.25 |
2,102.75 |
|
|
| 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 |
2,102.25 |
24.00 |
1.1% |
12.25 |
0.6% |
24% |
False |
True |
1,076,478 |
| 10 |
2,126.25 |
2,038.25 |
88.00 |
4.2% |
19.00 |
0.9% |
79% |
False |
False |
1,237,491 |
| 20 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
23.00 |
1.1% |
80% |
False |
False |
1,519,953 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.50 |
1.0% |
80% |
False |
False |
1,096,237 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.25 |
1.0% |
80% |
False |
False |
731,690 |
| 80 |
2,126.25 |
2,027.00 |
99.25 |
4.7% |
21.00 |
1.0% |
82% |
False |
False |
549,468 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.50 |
1.0% |
82% |
False |
False |
439,682 |
| 120 |
2,126.25 |
1,980.25 |
146.00 |
6.9% |
20.25 |
1.0% |
88% |
False |
False |
366,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,153.50 |
|
2.618 |
2,137.50 |
|
1.618 |
2,127.75 |
|
1.000 |
2,121.75 |
|
0.618 |
2,118.00 |
|
HIGH |
2,112.00 |
|
0.618 |
2,108.25 |
|
0.500 |
2,107.00 |
|
0.382 |
2,106.00 |
|
LOW |
2,102.25 |
|
0.618 |
2,096.25 |
|
1.000 |
2,092.50 |
|
1.618 |
2,086.50 |
|
2.618 |
2,076.75 |
|
4.250 |
2,060.75 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,107.75 |
2,114.25 |
| PP |
2,107.50 |
2,112.25 |
| S1 |
2,107.00 |
2,110.00 |
|