| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,048.00 |
2,085.75 |
37.75 |
1.8% |
2,061.00 |
| High |
2,087.00 |
2,097.50 |
10.50 |
0.5% |
2,070.00 |
| Low |
2,045.75 |
2,082.75 |
37.00 |
1.8% |
2,022.50 |
| Close |
2,086.75 |
2,094.25 |
7.50 |
0.4% |
2,061.25 |
| Range |
41.25 |
14.75 |
-26.50 |
-64.2% |
47.50 |
| ATR |
26.70 |
25.84 |
-0.85 |
-3.2% |
0.00 |
| Volume |
2,369 |
1,544 |
-825 |
-34.8% |
16,236 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.75 |
2,129.75 |
2,102.25 |
|
| R3 |
2,121.00 |
2,115.00 |
2,098.25 |
|
| R2 |
2,106.25 |
2,106.25 |
2,097.00 |
|
| R1 |
2,100.25 |
2,100.25 |
2,095.50 |
2,103.25 |
| PP |
2,091.50 |
2,091.50 |
2,091.50 |
2,093.00 |
| S1 |
2,085.50 |
2,085.50 |
2,093.00 |
2,088.50 |
| S2 |
2,076.75 |
2,076.75 |
2,091.50 |
|
| S3 |
2,062.00 |
2,070.75 |
2,090.25 |
|
| S4 |
2,047.25 |
2,056.00 |
2,086.25 |
|
|
| 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 |
2,097.50 |
2,029.00 |
68.50 |
3.3% |
30.00 |
1.4% |
95% |
True |
False |
3,227 |
| 10 |
2,097.50 |
2,022.50 |
75.00 |
3.6% |
29.00 |
1.4% |
96% |
True |
False |
3,141 |
| 20 |
2,114.25 |
2,022.50 |
91.75 |
4.4% |
25.25 |
1.2% |
78% |
False |
False |
2,348 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.50 |
1.0% |
75% |
False |
False |
1,605 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.00 |
1.0% |
75% |
False |
False |
1,176 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.50 |
0.9% |
75% |
False |
False |
897 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
17.75 |
0.8% |
76% |
False |
False |
723 |
| 120 |
2,118.50 |
1,956.25 |
162.25 |
7.7% |
17.75 |
0.8% |
85% |
False |
False |
620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.25 |
|
2.618 |
2,136.00 |
|
1.618 |
2,121.25 |
|
1.000 |
2,112.25 |
|
0.618 |
2,106.50 |
|
HIGH |
2,097.50 |
|
0.618 |
2,091.75 |
|
0.500 |
2,090.00 |
|
0.382 |
2,088.50 |
|
LOW |
2,082.75 |
|
0.618 |
2,073.75 |
|
1.000 |
2,068.00 |
|
1.618 |
2,059.00 |
|
2.618 |
2,044.25 |
|
4.250 |
2,020.00 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,093.00 |
2,085.50 |
| PP |
2,091.50 |
2,076.50 |
| S1 |
2,090.00 |
2,067.50 |
|