| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
4,345.75 |
4,384.00 |
38.25 |
0.9% |
4,366.00 |
| High |
4,426.50 |
4,491.75 |
65.25 |
1.5% |
4,448.00 |
| Low |
4,345.75 |
4,372.50 |
26.75 |
0.6% |
4,331.75 |
| Close |
4,408.25 |
4,488.00 |
79.75 |
1.8% |
4,408.25 |
| Range |
80.75 |
119.25 |
38.50 |
47.7% |
116.25 |
| ATR |
64.11 |
68.05 |
3.94 |
6.1% |
0.00 |
| Volume |
236,765 |
209,774 |
-26,991 |
-11.4% |
1,502,040 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,808.50 |
4,767.50 |
4,553.50 |
|
| R3 |
4,689.25 |
4,648.25 |
4,520.75 |
|
| R2 |
4,570.00 |
4,570.00 |
4,509.75 |
|
| R1 |
4,529.00 |
4,529.00 |
4,499.00 |
4,549.50 |
| PP |
4,450.75 |
4,450.75 |
4,450.75 |
4,461.00 |
| S1 |
4,409.75 |
4,409.75 |
4,477.00 |
4,430.25 |
| S2 |
4,331.50 |
4,331.50 |
4,466.25 |
|
| S3 |
4,212.25 |
4,290.50 |
4,455.25 |
|
| S4 |
4,093.00 |
4,171.25 |
4,422.50 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,744.75 |
4,692.75 |
4,472.25 |
|
| R3 |
4,628.50 |
4,576.50 |
4,440.25 |
|
| R2 |
4,512.25 |
4,512.25 |
4,429.50 |
|
| R1 |
4,460.25 |
4,460.25 |
4,419.00 |
4,486.25 |
| PP |
4,396.00 |
4,396.00 |
4,396.00 |
4,409.00 |
| S1 |
4,344.00 |
4,344.00 |
4,397.50 |
4,370.00 |
| S2 |
4,279.75 |
4,279.75 |
4,387.00 |
|
| S3 |
4,163.50 |
4,227.75 |
4,376.25 |
|
| S4 |
4,047.25 |
4,111.50 |
4,344.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,491.75 |
4,331.75 |
160.00 |
3.6% |
95.25 |
2.1% |
98% |
True |
False |
285,215 |
| 10 |
4,491.75 |
4,331.75 |
160.00 |
3.6% |
77.50 |
1.7% |
98% |
True |
False |
269,770 |
| 20 |
4,555.25 |
4,331.75 |
223.50 |
5.0% |
64.00 |
1.4% |
70% |
False |
False |
234,313 |
| 40 |
4,555.25 |
4,331.75 |
223.50 |
5.0% |
55.75 |
1.2% |
70% |
False |
False |
125,557 |
| 60 |
4,555.25 |
4,321.75 |
233.50 |
5.2% |
55.00 |
1.2% |
71% |
False |
False |
83,726 |
| 80 |
4,555.25 |
4,253.50 |
301.75 |
6.7% |
52.25 |
1.2% |
78% |
False |
False |
62,808 |
| 100 |
4,555.25 |
4,253.50 |
301.75 |
6.7% |
44.25 |
1.0% |
78% |
False |
False |
50,247 |
| 120 |
4,555.25 |
4,100.00 |
455.25 |
10.1% |
39.25 |
0.9% |
85% |
False |
False |
41,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,998.50 |
|
2.618 |
4,804.00 |
|
1.618 |
4,684.75 |
|
1.000 |
4,611.00 |
|
0.618 |
4,565.50 |
|
HIGH |
4,491.75 |
|
0.618 |
4,446.25 |
|
0.500 |
4,432.00 |
|
0.382 |
4,418.00 |
|
LOW |
4,372.50 |
|
0.618 |
4,298.75 |
|
1.000 |
4,253.25 |
|
1.618 |
4,179.50 |
|
2.618 |
4,060.25 |
|
4.250 |
3,865.75 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,469.50 |
4,462.50 |
| PP |
4,450.75 |
4,437.25 |
| S1 |
4,432.00 |
4,411.75 |
|