| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1,247.2 |
1,258.3 |
11.1 |
0.9% |
1,236.2 |
| High |
1,258.6 |
1,260.8 |
2.2 |
0.2% |
1,274.2 |
| Low |
1,244.4 |
1,238.9 |
-5.5 |
-0.4% |
1,233.0 |
| Close |
1,256.1 |
1,242.2 |
-13.9 |
-1.1% |
1,263.0 |
| Range |
14.2 |
21.9 |
7.7 |
54.2% |
41.2 |
| ATR |
16.7 |
17.0 |
0.4 |
2.2% |
0.0 |
| Volume |
63,865 |
101,764 |
37,899 |
59.3% |
321,538 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.0 |
1,299.5 |
1,254.3 |
|
| R3 |
1,291.0 |
1,277.5 |
1,248.3 |
|
| R2 |
1,269.3 |
1,269.3 |
1,246.3 |
|
| R1 |
1,255.8 |
1,255.8 |
1,244.3 |
1,251.5 |
| PP |
1,247.3 |
1,247.3 |
1,247.3 |
1,245.3 |
| S1 |
1,233.8 |
1,233.8 |
1,240.3 |
1,229.5 |
| S2 |
1,225.5 |
1,225.5 |
1,238.3 |
|
| S3 |
1,203.5 |
1,212.0 |
1,236.3 |
|
| S4 |
1,181.5 |
1,190.0 |
1,230.3 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.3 |
1,362.8 |
1,285.8 |
|
| R3 |
1,339.3 |
1,321.8 |
1,274.3 |
|
| R2 |
1,298.0 |
1,298.0 |
1,270.5 |
|
| R1 |
1,280.5 |
1,280.5 |
1,266.8 |
1,289.3 |
| PP |
1,256.8 |
1,256.8 |
1,256.8 |
1,261.0 |
| S1 |
1,239.3 |
1,239.3 |
1,259.3 |
1,248.0 |
| S2 |
1,215.5 |
1,215.5 |
1,255.5 |
|
| S3 |
1,174.3 |
1,198.0 |
1,251.8 |
|
| S4 |
1,133.3 |
1,156.8 |
1,240.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,272.5 |
1,238.9 |
33.6 |
2.7% |
15.8 |
1.3% |
10% |
False |
True |
75,222 |
| 10 |
1,274.2 |
1,233.0 |
41.2 |
3.3% |
16.0 |
1.3% |
22% |
False |
False |
72,435 |
| 20 |
1,287.8 |
1,218.1 |
69.7 |
5.6% |
18.3 |
1.5% |
35% |
False |
False |
87,604 |
| 40 |
1,292.3 |
1,218.1 |
74.2 |
6.0% |
16.0 |
1.3% |
32% |
False |
False |
71,568 |
| 60 |
1,292.3 |
1,201.0 |
91.3 |
7.3% |
13.0 |
1.0% |
45% |
False |
False |
47,717 |
| 80 |
1,292.3 |
1,201.0 |
91.3 |
7.3% |
10.8 |
0.9% |
45% |
False |
False |
35,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,354.0 |
|
2.618 |
1,318.3 |
|
1.618 |
1,296.3 |
|
1.000 |
1,282.8 |
|
0.618 |
1,274.3 |
|
HIGH |
1,260.8 |
|
0.618 |
1,252.5 |
|
0.500 |
1,249.8 |
|
0.382 |
1,247.3 |
|
LOW |
1,239.0 |
|
0.618 |
1,225.3 |
|
1.000 |
1,217.0 |
|
1.618 |
1,203.5 |
|
2.618 |
1,181.5 |
|
4.250 |
1,145.8 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,249.8 |
1,251.5 |
| PP |
1,247.3 |
1,248.5 |
| S1 |
1,244.8 |
1,245.3 |
|