| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,095.50 |
2,109.00 |
13.50 |
0.6% |
2,048.00 |
| High |
2,110.75 |
2,112.25 |
1.50 |
0.1% |
2,112.25 |
| Low |
2,095.00 |
2,105.25 |
10.25 |
0.5% |
2,045.75 |
| Close |
2,109.25 |
2,111.00 |
1.75 |
0.1% |
2,111.00 |
| Range |
15.75 |
7.00 |
-8.75 |
-55.6% |
66.50 |
| ATR |
24.19 |
22.96 |
-1.23 |
-5.1% |
0.00 |
| Volume |
1,316 |
2,717 |
1,401 |
106.5% |
10,551 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.50 |
2,127.75 |
2,114.75 |
|
| R3 |
2,123.50 |
2,120.75 |
2,113.00 |
|
| R2 |
2,116.50 |
2,116.50 |
2,112.25 |
|
| R1 |
2,113.75 |
2,113.75 |
2,111.75 |
2,115.00 |
| PP |
2,109.50 |
2,109.50 |
2,109.50 |
2,110.25 |
| S1 |
2,106.75 |
2,106.75 |
2,110.25 |
2,108.00 |
| S2 |
2,102.50 |
2,102.50 |
2,109.75 |
|
| S3 |
2,095.50 |
2,099.75 |
2,109.00 |
|
| S4 |
2,088.50 |
2,092.75 |
2,107.25 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,289.25 |
2,266.50 |
2,147.50 |
|
| R3 |
2,222.75 |
2,200.00 |
2,129.25 |
|
| R2 |
2,156.25 |
2,156.25 |
2,123.25 |
|
| R1 |
2,133.50 |
2,133.50 |
2,117.00 |
2,145.00 |
| PP |
2,089.75 |
2,089.75 |
2,089.75 |
2,095.25 |
| S1 |
2,067.00 |
2,067.00 |
2,105.00 |
2,078.50 |
| S2 |
2,023.25 |
2,023.25 |
2,098.75 |
|
| S3 |
1,956.75 |
2,000.50 |
2,092.75 |
|
| S4 |
1,890.25 |
1,934.00 |
2,074.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,112.25 |
2,045.75 |
66.50 |
3.2% |
18.00 |
0.9% |
98% |
True |
False |
2,110 |
| 10 |
2,112.25 |
2,022.50 |
89.75 |
4.3% |
26.75 |
1.3% |
99% |
True |
False |
2,678 |
| 20 |
2,114.25 |
2,022.50 |
91.75 |
4.3% |
23.00 |
1.1% |
96% |
False |
False |
2,539 |
| 40 |
2,115.25 |
2,022.50 |
92.75 |
4.4% |
20.50 |
1.0% |
95% |
False |
False |
1,764 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.5% |
19.75 |
0.9% |
92% |
False |
False |
1,282 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.5% |
19.00 |
0.9% |
92% |
False |
False |
980 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.7% |
18.00 |
0.9% |
92% |
False |
False |
790 |
| 120 |
2,118.50 |
1,956.25 |
162.25 |
7.7% |
17.50 |
0.8% |
95% |
False |
False |
669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,142.00 |
|
2.618 |
2,130.50 |
|
1.618 |
2,123.50 |
|
1.000 |
2,119.25 |
|
0.618 |
2,116.50 |
|
HIGH |
2,112.25 |
|
0.618 |
2,109.50 |
|
0.500 |
2,108.75 |
|
0.382 |
2,108.00 |
|
LOW |
2,105.25 |
|
0.618 |
2,101.00 |
|
1.000 |
2,098.25 |
|
1.618 |
2,094.00 |
|
2.618 |
2,087.00 |
|
4.250 |
2,075.50 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,110.25 |
2,107.25 |
| PP |
2,109.50 |
2,103.75 |
| S1 |
2,108.75 |
2,100.00 |
|