| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,109.00 |
2,110.75 |
1.75 |
0.1% |
2,048.00 |
| High |
2,112.25 |
2,118.50 |
6.25 |
0.3% |
2,112.25 |
| Low |
2,105.25 |
2,109.00 |
3.75 |
0.2% |
2,045.75 |
| Close |
2,111.00 |
2,114.25 |
3.25 |
0.2% |
2,111.00 |
| Range |
7.00 |
9.50 |
2.50 |
35.7% |
66.50 |
| ATR |
22.96 |
22.00 |
-0.96 |
-4.2% |
0.00 |
| Volume |
2,717 |
2,471 |
-246 |
-9.1% |
10,551 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.50 |
2,137.75 |
2,119.50 |
|
| R3 |
2,133.00 |
2,128.25 |
2,116.75 |
|
| R2 |
2,123.50 |
2,123.50 |
2,116.00 |
|
| R1 |
2,118.75 |
2,118.75 |
2,115.00 |
2,121.00 |
| PP |
2,114.00 |
2,114.00 |
2,114.00 |
2,115.00 |
| S1 |
2,109.25 |
2,109.25 |
2,113.50 |
2,111.50 |
| S2 |
2,104.50 |
2,104.50 |
2,112.50 |
|
| S3 |
2,095.00 |
2,099.75 |
2,111.75 |
|
| S4 |
2,085.50 |
2,090.25 |
2,109.00 |
|
|
| 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 |
2,118.50 |
2,082.75 |
35.75 |
1.7% |
11.75 |
0.6% |
88% |
True |
False |
2,130 |
| 10 |
2,118.50 |
2,027.25 |
91.25 |
4.3% |
23.75 |
1.1% |
95% |
True |
False |
2,750 |
| 20 |
2,118.50 |
2,022.50 |
96.00 |
4.5% |
22.50 |
1.1% |
96% |
True |
False |
2,608 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.5% |
20.50 |
1.0% |
96% |
True |
False |
1,823 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.5% |
19.50 |
0.9% |
96% |
True |
False |
1,321 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.5% |
19.00 |
0.9% |
96% |
True |
False |
1,009 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.7% |
18.25 |
0.9% |
96% |
True |
False |
814 |
| 120 |
2,118.50 |
1,956.25 |
162.25 |
7.7% |
17.00 |
0.8% |
97% |
True |
False |
689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.00 |
|
2.618 |
2,143.25 |
|
1.618 |
2,133.75 |
|
1.000 |
2,128.00 |
|
0.618 |
2,124.25 |
|
HIGH |
2,118.50 |
|
0.618 |
2,114.75 |
|
0.500 |
2,113.75 |
|
0.382 |
2,112.75 |
|
LOW |
2,109.00 |
|
0.618 |
2,103.25 |
|
1.000 |
2,099.50 |
|
1.618 |
2,093.75 |
|
2.618 |
2,084.25 |
|
4.250 |
2,068.50 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,114.00 |
2,111.75 |
| PP |
2,114.00 |
2,109.25 |
| S1 |
2,113.75 |
2,106.75 |
|