| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,100.25 |
2,102.00 |
1.75 |
0.1% |
2,048.00 |
| High |
2,104.00 |
2,106.00 |
2.00 |
0.1% |
2,112.25 |
| Low |
2,094.75 |
2,084.00 |
-10.75 |
-0.5% |
2,045.75 |
| Close |
2,100.25 |
2,090.75 |
-9.50 |
-0.5% |
2,111.00 |
| Range |
9.25 |
22.00 |
12.75 |
137.8% |
66.50 |
| ATR |
20.99 |
21.06 |
0.07 |
0.3% |
0.00 |
| Volume |
2,879 |
2,241 |
-638 |
-22.2% |
10,551 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.50 |
2,147.25 |
2,102.75 |
|
| R3 |
2,137.50 |
2,125.25 |
2,096.75 |
|
| R2 |
2,115.50 |
2,115.50 |
2,094.75 |
|
| R1 |
2,103.25 |
2,103.25 |
2,092.75 |
2,098.50 |
| PP |
2,093.50 |
2,093.50 |
2,093.50 |
2,091.25 |
| S1 |
2,081.25 |
2,081.25 |
2,088.75 |
2,076.50 |
| S2 |
2,071.50 |
2,071.50 |
2,086.75 |
|
| S3 |
2,049.50 |
2,059.25 |
2,084.75 |
|
| S4 |
2,027.50 |
2,037.25 |
2,078.75 |
|
|
| 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 |
2,084.00 |
34.50 |
1.7% |
13.00 |
0.6% |
20% |
False |
True |
2,422 |
| 10 |
2,118.50 |
2,037.75 |
80.75 |
3.9% |
17.75 |
0.9% |
66% |
False |
False |
2,502 |
| 20 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
22.75 |
1.1% |
71% |
False |
False |
2,810 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.25 |
1.0% |
71% |
False |
False |
1,967 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.50 |
0.9% |
71% |
False |
False |
1,415 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.00 |
0.9% |
71% |
False |
False |
1,094 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
18.50 |
0.9% |
72% |
False |
False |
883 |
| 120 |
2,118.50 |
2,002.25 |
116.25 |
5.6% |
16.75 |
0.8% |
76% |
False |
False |
747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,199.50 |
|
2.618 |
2,163.50 |
|
1.618 |
2,141.50 |
|
1.000 |
2,128.00 |
|
0.618 |
2,119.50 |
|
HIGH |
2,106.00 |
|
0.618 |
2,097.50 |
|
0.500 |
2,095.00 |
|
0.382 |
2,092.50 |
|
LOW |
2,084.00 |
|
0.618 |
2,070.50 |
|
1.000 |
2,062.00 |
|
1.618 |
2,048.50 |
|
2.618 |
2,026.50 |
|
4.250 |
1,990.50 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.00 |
2,100.50 |
| PP |
2,093.50 |
2,097.25 |
| S1 |
2,092.25 |
2,094.00 |
|