| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,031.50 |
2,037.75 |
6.25 |
0.3% |
2,061.00 |
| High |
2,060.00 |
2,067.00 |
7.00 |
0.3% |
2,070.00 |
| Low |
2,030.50 |
2,037.75 |
7.25 |
0.4% |
2,022.50 |
| Close |
2,033.25 |
2,061.25 |
28.00 |
1.4% |
2,061.25 |
| Range |
29.50 |
29.25 |
-0.25 |
-0.8% |
47.50 |
| ATR |
24.95 |
25.58 |
0.63 |
2.5% |
0.00 |
| Volume |
3,835 |
5,080 |
1,245 |
32.5% |
16,236 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.00 |
2,131.50 |
2,077.25 |
|
| R3 |
2,113.75 |
2,102.25 |
2,069.25 |
|
| R2 |
2,084.50 |
2,084.50 |
2,066.50 |
|
| R1 |
2,073.00 |
2,073.00 |
2,064.00 |
2,078.75 |
| PP |
2,055.25 |
2,055.25 |
2,055.25 |
2,058.25 |
| S1 |
2,043.75 |
2,043.75 |
2,058.50 |
2,049.50 |
| S2 |
2,026.00 |
2,026.00 |
2,056.00 |
|
| S3 |
1,996.75 |
2,014.50 |
2,053.25 |
|
| S4 |
1,967.50 |
1,985.25 |
2,045.25 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.75 |
2,175.00 |
2,087.50 |
|
| R3 |
2,146.25 |
2,127.50 |
2,074.25 |
|
| R2 |
2,098.75 |
2,098.75 |
2,070.00 |
|
| R1 |
2,080.00 |
2,080.00 |
2,065.50 |
2,089.50 |
| PP |
2,051.25 |
2,051.25 |
2,051.25 |
2,056.00 |
| S1 |
2,032.50 |
2,032.50 |
2,057.00 |
2,042.00 |
| S2 |
2,003.75 |
2,003.75 |
2,052.50 |
|
| S3 |
1,956.25 |
1,985.00 |
2,048.25 |
|
| S4 |
1,908.75 |
1,937.50 |
2,035.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,070.00 |
2,022.50 |
47.50 |
2.3% |
35.50 |
1.7% |
82% |
False |
False |
3,247 |
| 10 |
2,093.00 |
2,022.50 |
70.50 |
3.4% |
28.50 |
1.4% |
55% |
False |
False |
3,360 |
| 20 |
2,114.25 |
2,022.50 |
91.75 |
4.5% |
24.25 |
1.2% |
42% |
False |
False |
2,330 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
19.75 |
1.0% |
40% |
False |
False |
1,528 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
19.75 |
1.0% |
40% |
False |
False |
1,115 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
19.00 |
0.9% |
40% |
False |
False |
850 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
17.50 |
0.8% |
43% |
False |
False |
685 |
| 120 |
2,118.50 |
1,956.25 |
162.25 |
7.9% |
17.50 |
0.8% |
65% |
False |
False |
588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,191.25 |
|
2.618 |
2,143.50 |
|
1.618 |
2,114.25 |
|
1.000 |
2,096.25 |
|
0.618 |
2,085.00 |
|
HIGH |
2,067.00 |
|
0.618 |
2,055.75 |
|
0.500 |
2,052.50 |
|
0.382 |
2,049.00 |
|
LOW |
2,037.75 |
|
0.618 |
2,019.75 |
|
1.000 |
2,008.50 |
|
1.618 |
1,990.50 |
|
2.618 |
1,961.25 |
|
4.250 |
1,913.50 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,058.25 |
2,056.75 |
| PP |
2,055.25 |
2,052.50 |
| S1 |
2,052.50 |
2,048.00 |
|