| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,102.00 |
2,093.25 |
-8.75 |
-0.4% |
2,110.75 |
| High |
2,106.00 |
2,096.00 |
-10.00 |
-0.5% |
2,118.50 |
| Low |
2,084.00 |
2,062.50 |
-21.50 |
-1.0% |
2,062.50 |
| Close |
2,090.75 |
2,070.00 |
-20.75 |
-1.0% |
2,070.00 |
| Range |
22.00 |
33.50 |
11.50 |
52.3% |
56.00 |
| ATR |
21.06 |
21.95 |
0.89 |
4.2% |
0.00 |
| Volume |
2,241 |
1,688 |
-553 |
-24.7% |
11,081 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.75 |
2,156.75 |
2,088.50 |
|
| R3 |
2,143.25 |
2,123.25 |
2,079.25 |
|
| R2 |
2,109.75 |
2,109.75 |
2,076.25 |
|
| R1 |
2,089.75 |
2,089.75 |
2,073.00 |
2,083.00 |
| PP |
2,076.25 |
2,076.25 |
2,076.25 |
2,072.75 |
| S1 |
2,056.25 |
2,056.25 |
2,067.00 |
2,049.50 |
| S2 |
2,042.75 |
2,042.75 |
2,063.75 |
|
| S3 |
2,009.25 |
2,022.75 |
2,060.75 |
|
| S4 |
1,975.75 |
1,989.25 |
2,051.50 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,251.75 |
2,216.75 |
2,100.75 |
|
| R3 |
2,195.75 |
2,160.75 |
2,085.50 |
|
| R2 |
2,139.75 |
2,139.75 |
2,080.25 |
|
| R1 |
2,104.75 |
2,104.75 |
2,075.25 |
2,094.25 |
| PP |
2,083.75 |
2,083.75 |
2,083.75 |
2,078.50 |
| S1 |
2,048.75 |
2,048.75 |
2,064.75 |
2,038.25 |
| S2 |
2,027.75 |
2,027.75 |
2,059.75 |
|
| S3 |
1,971.75 |
1,992.75 |
2,054.50 |
|
| S4 |
1,915.75 |
1,936.75 |
2,039.25 |
|
|
| 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 |
2,062.50 |
56.00 |
2.7% |
18.25 |
0.9% |
13% |
False |
True |
2,216 |
| 10 |
2,118.50 |
2,045.75 |
72.75 |
3.5% |
18.25 |
0.9% |
33% |
False |
False |
2,163 |
| 20 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
23.25 |
1.1% |
49% |
False |
False |
2,761 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.75 |
1.0% |
49% |
False |
False |
2,005 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.75 |
1.0% |
49% |
False |
False |
1,434 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.00 |
0.9% |
49% |
False |
False |
1,113 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
18.75 |
0.9% |
51% |
False |
False |
900 |
| 120 |
2,118.50 |
2,008.50 |
110.00 |
5.3% |
17.00 |
0.8% |
56% |
False |
False |
760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,238.50 |
|
2.618 |
2,183.75 |
|
1.618 |
2,150.25 |
|
1.000 |
2,129.50 |
|
0.618 |
2,116.75 |
|
HIGH |
2,096.00 |
|
0.618 |
2,083.25 |
|
0.500 |
2,079.25 |
|
0.382 |
2,075.25 |
|
LOW |
2,062.50 |
|
0.618 |
2,041.75 |
|
1.000 |
2,029.00 |
|
1.618 |
2,008.25 |
|
2.618 |
1,974.75 |
|
4.250 |
1,920.00 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,079.25 |
2,084.25 |
| PP |
2,076.25 |
2,079.50 |
| S1 |
2,073.00 |
2,074.75 |
|