| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,110.75 |
2,113.25 |
2.50 |
0.1% |
2,048.00 |
| High |
2,118.50 |
2,117.00 |
-1.50 |
-0.1% |
2,112.25 |
| Low |
2,109.00 |
2,099.50 |
-9.50 |
-0.5% |
2,045.75 |
| Close |
2,114.25 |
2,106.75 |
-7.50 |
-0.4% |
2,111.00 |
| Range |
9.50 |
17.50 |
8.00 |
84.2% |
66.50 |
| ATR |
22.00 |
21.68 |
-0.32 |
-1.5% |
0.00 |
| Volume |
2,471 |
1,802 |
-669 |
-27.1% |
10,551 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.25 |
2,151.00 |
2,116.50 |
|
| R3 |
2,142.75 |
2,133.50 |
2,111.50 |
|
| R2 |
2,125.25 |
2,125.25 |
2,110.00 |
|
| R1 |
2,116.00 |
2,116.00 |
2,108.25 |
2,112.00 |
| PP |
2,107.75 |
2,107.75 |
2,107.75 |
2,105.75 |
| S1 |
2,098.50 |
2,098.50 |
2,105.25 |
2,094.50 |
| S2 |
2,090.25 |
2,090.25 |
2,103.50 |
|
| S3 |
2,072.75 |
2,081.00 |
2,102.00 |
|
| S4 |
2,055.25 |
2,063.50 |
2,097.00 |
|
|
| 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 |
2,087.75 |
30.75 |
1.5% |
12.25 |
0.6% |
62% |
False |
False |
2,182 |
| 10 |
2,118.50 |
2,029.00 |
89.50 |
4.2% |
21.00 |
1.0% |
87% |
False |
False |
2,705 |
| 20 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
22.50 |
1.1% |
88% |
False |
False |
2,670 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.75 |
1.0% |
88% |
False |
False |
1,863 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.50 |
0.9% |
88% |
False |
False |
1,348 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.00 |
0.9% |
88% |
False |
False |
1,031 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.7% |
18.25 |
0.9% |
88% |
False |
False |
832 |
| 120 |
2,118.50 |
1,956.25 |
162.25 |
7.7% |
17.00 |
0.8% |
93% |
False |
False |
704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,191.50 |
|
2.618 |
2,162.75 |
|
1.618 |
2,145.25 |
|
1.000 |
2,134.50 |
|
0.618 |
2,127.75 |
|
HIGH |
2,117.00 |
|
0.618 |
2,110.25 |
|
0.500 |
2,108.25 |
|
0.382 |
2,106.25 |
|
LOW |
2,099.50 |
|
0.618 |
2,088.75 |
|
1.000 |
2,082.00 |
|
1.618 |
2,071.25 |
|
2.618 |
2,053.75 |
|
4.250 |
2,025.00 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,108.25 |
2,109.00 |
| PP |
2,107.75 |
2,108.25 |
| S1 |
2,107.25 |
2,107.50 |
|