| 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 |
2,037.75 |
2,048.00 |
10.25 |
0.5% |
2,061.00 |
| High |
2,067.00 |
2,087.00 |
20.00 |
1.0% |
2,070.00 |
| Low |
2,037.75 |
2,045.75 |
8.00 |
0.4% |
2,022.50 |
| Close |
2,061.25 |
2,086.75 |
25.50 |
1.2% |
2,061.25 |
| Range |
29.25 |
41.25 |
12.00 |
41.0% |
47.50 |
| ATR |
25.58 |
26.70 |
1.12 |
4.4% |
0.00 |
| Volume |
5,080 |
2,369 |
-2,711 |
-53.4% |
16,236 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,197.00 |
2,183.00 |
2,109.50 |
|
| R3 |
2,155.75 |
2,141.75 |
2,098.00 |
|
| R2 |
2,114.50 |
2,114.50 |
2,094.25 |
|
| R1 |
2,100.50 |
2,100.50 |
2,090.50 |
2,107.50 |
| PP |
2,073.25 |
2,073.25 |
2,073.25 |
2,076.50 |
| S1 |
2,059.25 |
2,059.25 |
2,083.00 |
2,066.25 |
| S2 |
2,032.00 |
2,032.00 |
2,079.25 |
|
| S3 |
1,990.75 |
2,018.00 |
2,075.50 |
|
| S4 |
1,949.50 |
1,976.75 |
2,064.00 |
|
|
| 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 |
2,087.00 |
2,027.25 |
59.75 |
2.9% |
35.50 |
1.7% |
100% |
True |
False |
3,370 |
| 10 |
2,087.00 |
2,022.50 |
64.50 |
3.1% |
31.25 |
1.5% |
100% |
True |
False |
3,323 |
| 20 |
2,114.25 |
2,022.50 |
91.75 |
4.4% |
25.25 |
1.2% |
70% |
False |
False |
2,433 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.25 |
1.0% |
67% |
False |
False |
1,571 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.00 |
1.0% |
67% |
False |
False |
1,152 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.25 |
0.9% |
67% |
False |
False |
879 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
17.75 |
0.9% |
68% |
False |
False |
708 |
| 120 |
2,118.50 |
1,956.25 |
162.25 |
7.8% |
17.75 |
0.8% |
80% |
False |
False |
607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,262.25 |
|
2.618 |
2,195.00 |
|
1.618 |
2,153.75 |
|
1.000 |
2,128.25 |
|
0.618 |
2,112.50 |
|
HIGH |
2,087.00 |
|
0.618 |
2,071.25 |
|
0.500 |
2,066.50 |
|
0.382 |
2,061.50 |
|
LOW |
2,045.75 |
|
0.618 |
2,020.25 |
|
1.000 |
2,004.50 |
|
1.618 |
1,979.00 |
|
2.618 |
1,937.75 |
|
4.250 |
1,870.50 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,080.00 |
2,077.50 |
| PP |
2,073.25 |
2,068.00 |
| S1 |
2,066.50 |
2,058.75 |
|