| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
4,633.50 |
4,562.25 |
-71.25 |
-1.5% |
4,649.00 |
| High |
4,638.75 |
4,568.25 |
-70.50 |
-1.5% |
4,686.00 |
| Low |
4,544.50 |
4,503.50 |
-41.00 |
-0.9% |
4,544.50 |
| Close |
4,561.75 |
4,522.50 |
-39.25 |
-0.9% |
4,561.75 |
| Range |
94.25 |
64.75 |
-29.50 |
-31.3% |
141.50 |
| ATR |
65.56 |
65.50 |
-0.06 |
-0.1% |
0.00 |
| Volume |
236,180 |
293,740 |
57,560 |
24.4% |
1,078,735 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,725.75 |
4,688.75 |
4,558.00 |
|
| R3 |
4,661.00 |
4,624.00 |
4,540.25 |
|
| R2 |
4,596.25 |
4,596.25 |
4,534.25 |
|
| R1 |
4,559.25 |
4,559.25 |
4,528.50 |
4,545.50 |
| PP |
4,531.50 |
4,531.50 |
4,531.50 |
4,524.50 |
| S1 |
4,494.50 |
4,494.50 |
4,516.50 |
4,480.50 |
| S2 |
4,466.75 |
4,466.75 |
4,510.75 |
|
| S3 |
4,402.00 |
4,429.75 |
4,504.75 |
|
| S4 |
4,337.25 |
4,365.00 |
4,487.00 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,022.00 |
4,933.25 |
4,639.50 |
|
| R3 |
4,880.50 |
4,791.75 |
4,600.75 |
|
| R2 |
4,739.00 |
4,739.00 |
4,587.75 |
|
| R1 |
4,650.25 |
4,650.25 |
4,574.75 |
4,624.00 |
| PP |
4,597.50 |
4,597.50 |
4,597.50 |
4,584.25 |
| S1 |
4,508.75 |
4,508.75 |
4,548.75 |
4,482.50 |
| S2 |
4,456.00 |
4,456.00 |
4,535.75 |
|
| S3 |
4,314.50 |
4,367.25 |
4,522.75 |
|
| S4 |
4,173.00 |
4,225.75 |
4,484.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,683.00 |
4,503.50 |
179.50 |
4.0% |
65.75 |
1.5% |
11% |
False |
True |
240,538 |
| 10 |
4,686.00 |
4,484.50 |
201.50 |
4.5% |
57.25 |
1.3% |
19% |
False |
False |
209,617 |
| 20 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
67.50 |
1.5% |
54% |
False |
False |
239,693 |
| 40 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
59.00 |
1.3% |
54% |
False |
False |
177,917 |
| 60 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
55.25 |
1.2% |
54% |
False |
False |
118,653 |
| 80 |
4,686.00 |
4,257.75 |
428.25 |
9.5% |
53.25 |
1.2% |
62% |
False |
False |
89,006 |
| 100 |
4,686.00 |
4,253.50 |
432.50 |
9.6% |
49.50 |
1.1% |
62% |
False |
False |
71,208 |
| 120 |
4,686.00 |
4,180.00 |
506.00 |
11.2% |
42.25 |
0.9% |
68% |
False |
False |
59,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,843.50 |
|
2.618 |
4,737.75 |
|
1.618 |
4,673.00 |
|
1.000 |
4,633.00 |
|
0.618 |
4,608.25 |
|
HIGH |
4,568.25 |
|
0.618 |
4,543.50 |
|
0.500 |
4,536.00 |
|
0.382 |
4,528.25 |
|
LOW |
4,503.50 |
|
0.618 |
4,463.50 |
|
1.000 |
4,438.75 |
|
1.618 |
4,398.75 |
|
2.618 |
4,334.00 |
|
4.250 |
4,228.25 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,536.00 |
4,571.00 |
| PP |
4,531.50 |
4,555.00 |
| S1 |
4,527.00 |
4,538.75 |
|