| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,094.00 |
2,095.50 |
1.50 |
0.1% |
2,061.00 |
| High |
2,099.50 |
2,110.75 |
11.25 |
0.5% |
2,070.00 |
| Low |
2,087.75 |
2,095.00 |
7.25 |
0.3% |
2,022.50 |
| Close |
2,096.50 |
2,109.25 |
12.75 |
0.6% |
2,061.25 |
| Range |
11.75 |
15.75 |
4.00 |
34.0% |
47.50 |
| ATR |
24.84 |
24.19 |
-0.65 |
-2.6% |
0.00 |
| Volume |
2,605 |
1,316 |
-1,289 |
-49.5% |
16,236 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.25 |
2,146.50 |
2,118.00 |
|
| R3 |
2,136.50 |
2,130.75 |
2,113.50 |
|
| R2 |
2,120.75 |
2,120.75 |
2,112.25 |
|
| R1 |
2,115.00 |
2,115.00 |
2,110.75 |
2,118.00 |
| PP |
2,105.00 |
2,105.00 |
2,105.00 |
2,106.50 |
| S1 |
2,099.25 |
2,099.25 |
2,107.75 |
2,102.00 |
| S2 |
2,089.25 |
2,089.25 |
2,106.25 |
|
| S3 |
2,073.50 |
2,083.50 |
2,105.00 |
|
| S4 |
2,057.75 |
2,067.75 |
2,100.50 |
|
|
| 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 |
2,110.75 |
2,037.75 |
73.00 |
3.5% |
22.50 |
1.1% |
98% |
True |
False |
2,582 |
| 10 |
2,110.75 |
2,022.50 |
88.25 |
4.2% |
27.75 |
1.3% |
98% |
True |
False |
2,959 |
| 20 |
2,114.25 |
2,022.50 |
91.75 |
4.3% |
24.25 |
1.2% |
95% |
False |
False |
2,436 |
| 40 |
2,116.75 |
2,022.50 |
94.25 |
4.5% |
20.50 |
1.0% |
92% |
False |
False |
1,699 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.00 |
0.9% |
90% |
False |
False |
1,238 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.50 |
0.9% |
90% |
False |
False |
946 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.7% |
18.00 |
0.9% |
91% |
False |
False |
763 |
| 120 |
2,118.50 |
1,956.25 |
162.25 |
7.7% |
17.50 |
0.8% |
94% |
False |
False |
647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,177.75 |
|
2.618 |
2,152.00 |
|
1.618 |
2,136.25 |
|
1.000 |
2,126.50 |
|
0.618 |
2,120.50 |
|
HIGH |
2,110.75 |
|
0.618 |
2,104.75 |
|
0.500 |
2,103.00 |
|
0.382 |
2,101.00 |
|
LOW |
2,095.00 |
|
0.618 |
2,085.25 |
|
1.000 |
2,079.25 |
|
1.618 |
2,069.50 |
|
2.618 |
2,053.75 |
|
4.250 |
2,028.00 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,107.00 |
2,105.00 |
| PP |
2,105.00 |
2,101.00 |
| S1 |
2,103.00 |
2,096.75 |
|