| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,109.25 |
2,101.00 |
-8.25 |
-0.4% |
2,118.00 |
| High |
2,113.75 |
2,104.00 |
-9.75 |
-0.5% |
2,126.25 |
| Low |
2,091.50 |
2,069.75 |
-21.75 |
-1.0% |
2,069.75 |
| Close |
2,098.50 |
2,077.50 |
-21.00 |
-1.0% |
2,077.50 |
| Range |
22.25 |
34.25 |
12.00 |
53.9% |
56.50 |
| ATR |
21.58 |
22.48 |
0.91 |
4.2% |
0.00 |
| Volume |
1,437,249 |
1,669,725 |
232,476 |
16.2% |
6,478,297 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.50 |
2,166.25 |
2,096.25 |
|
| R3 |
2,152.25 |
2,132.00 |
2,087.00 |
|
| R2 |
2,118.00 |
2,118.00 |
2,083.75 |
|
| R1 |
2,097.75 |
2,097.75 |
2,080.75 |
2,090.75 |
| PP |
2,083.75 |
2,083.75 |
2,083.75 |
2,080.25 |
| S1 |
2,063.50 |
2,063.50 |
2,074.25 |
2,056.50 |
| S2 |
2,049.50 |
2,049.50 |
2,071.25 |
|
| S3 |
2,015.25 |
2,029.25 |
2,068.00 |
|
| S4 |
1,981.00 |
1,995.00 |
2,058.75 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.75 |
2,225.50 |
2,108.50 |
|
| R3 |
2,204.25 |
2,169.00 |
2,093.00 |
|
| R2 |
2,147.75 |
2,147.75 |
2,087.75 |
|
| R1 |
2,112.50 |
2,112.50 |
2,082.75 |
2,102.00 |
| PP |
2,091.25 |
2,091.25 |
2,091.25 |
2,085.75 |
| S1 |
2,056.00 |
2,056.00 |
2,072.25 |
2,045.50 |
| S2 |
2,034.75 |
2,034.75 |
2,067.25 |
|
| S3 |
1,978.25 |
1,999.50 |
2,062.00 |
|
| S4 |
1,921.75 |
1,943.00 |
2,046.50 |
|
|
| 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 |
2,069.75 |
56.50 |
2.7% |
18.75 |
0.9% |
14% |
False |
True |
1,295,659 |
| 10 |
2,126.25 |
2,052.00 |
74.25 |
3.6% |
18.75 |
0.9% |
34% |
False |
False |
1,192,606 |
| 20 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
24.00 |
1.1% |
47% |
False |
False |
1,556,238 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.00 |
1.1% |
47% |
False |
False |
1,173,406 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.50 |
1.0% |
47% |
False |
False |
783,397 |
| 80 |
2,126.25 |
2,031.25 |
95.00 |
4.6% |
21.00 |
1.0% |
49% |
False |
False |
588,279 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.75 |
1.0% |
52% |
False |
False |
470,750 |
| 120 |
2,126.25 |
2,007.25 |
119.00 |
5.7% |
20.50 |
1.0% |
59% |
False |
False |
392,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,249.50 |
|
2.618 |
2,193.75 |
|
1.618 |
2,159.50 |
|
1.000 |
2,138.25 |
|
0.618 |
2,125.25 |
|
HIGH |
2,104.00 |
|
0.618 |
2,091.00 |
|
0.500 |
2,087.00 |
|
0.382 |
2,082.75 |
|
LOW |
2,069.75 |
|
0.618 |
2,048.50 |
|
1.000 |
2,035.50 |
|
1.618 |
2,014.25 |
|
2.618 |
1,980.00 |
|
4.250 |
1,924.25 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.00 |
2,091.75 |
| PP |
2,083.75 |
2,087.00 |
| S1 |
2,080.50 |
2,082.25 |
|