| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3,601.0 |
3,613.0 |
12.0 |
0.3% |
3,340.0 |
| High |
3,618.0 |
3,633.0 |
15.0 |
0.4% |
3,560.0 |
| Low |
3,569.0 |
3,594.0 |
25.0 |
0.7% |
3,280.0 |
| Close |
3,603.0 |
3,626.0 |
23.0 |
0.6% |
3,535.0 |
| Range |
49.0 |
39.0 |
-10.0 |
-20.4% |
280.0 |
| ATR |
94.9 |
90.9 |
-4.0 |
-4.2% |
0.0 |
| Volume |
925,773 |
1,293,674 |
367,901 |
39.7% |
8,028,573 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,734.7 |
3,719.3 |
3,647.5 |
|
| R3 |
3,695.7 |
3,680.3 |
3,636.7 |
|
| R2 |
3,656.7 |
3,656.7 |
3,633.2 |
|
| R1 |
3,641.3 |
3,641.3 |
3,629.6 |
3,649.0 |
| PP |
3,617.7 |
3,617.7 |
3,617.7 |
3,621.5 |
| S1 |
3,602.3 |
3,602.3 |
3,622.4 |
3,610.0 |
| S2 |
3,578.7 |
3,578.7 |
3,618.9 |
|
| S3 |
3,539.7 |
3,563.3 |
3,615.3 |
|
| S4 |
3,500.7 |
3,524.3 |
3,604.6 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,298.3 |
4,196.7 |
3,689.0 |
|
| R3 |
4,018.3 |
3,916.7 |
3,612.0 |
|
| R2 |
3,738.3 |
3,738.3 |
3,586.3 |
|
| R1 |
3,636.7 |
3,636.7 |
3,560.7 |
3,687.5 |
| PP |
3,458.3 |
3,458.3 |
3,458.3 |
3,483.8 |
| S1 |
3,356.7 |
3,356.7 |
3,509.3 |
3,407.5 |
| S2 |
3,178.3 |
3,178.3 |
3,483.7 |
|
| S3 |
2,898.3 |
3,076.7 |
3,458.0 |
|
| S4 |
2,618.3 |
2,796.7 |
3,381.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,633.0 |
3,332.0 |
301.0 |
8.3% |
77.8 |
2.1% |
98% |
True |
False |
1,240,937 |
| 10 |
3,633.0 |
3,280.0 |
353.0 |
9.7% |
80.2 |
2.2% |
98% |
True |
False |
1,278,149 |
| 20 |
3,651.0 |
3,280.0 |
371.0 |
10.2% |
85.7 |
2.4% |
93% |
False |
False |
1,382,599 |
| 40 |
3,678.0 |
3,280.0 |
398.0 |
11.0% |
76.2 |
2.1% |
87% |
False |
False |
818,615 |
| 60 |
3,718.0 |
3,280.0 |
438.0 |
12.1% |
75.8 |
2.1% |
79% |
False |
False |
548,007 |
| 80 |
3,761.0 |
3,280.0 |
481.0 |
13.3% |
68.2 |
1.9% |
72% |
False |
False |
411,627 |
| 100 |
3,761.0 |
3,280.0 |
481.0 |
13.3% |
58.1 |
1.6% |
72% |
False |
False |
329,339 |
| 120 |
3,761.0 |
3,188.0 |
573.0 |
15.8% |
52.8 |
1.5% |
76% |
False |
False |
274,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,798.8 |
|
2.618 |
3,735.1 |
|
1.618 |
3,696.1 |
|
1.000 |
3,672.0 |
|
0.618 |
3,657.1 |
|
HIGH |
3,633.0 |
|
0.618 |
3,618.1 |
|
0.500 |
3,613.5 |
|
0.382 |
3,608.9 |
|
LOW |
3,594.0 |
|
0.618 |
3,569.9 |
|
1.000 |
3,555.0 |
|
1.618 |
3,530.9 |
|
2.618 |
3,491.9 |
|
4.250 |
3,428.3 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,621.8 |
3,604.8 |
| PP |
3,617.7 |
3,583.7 |
| S1 |
3,613.5 |
3,562.5 |
|