| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,093.25 |
2,070.00 |
-23.25 |
-1.1% |
2,110.75 |
| High |
2,096.00 |
2,072.50 |
-23.50 |
-1.1% |
2,118.50 |
| Low |
2,062.50 |
2,049.00 |
-13.50 |
-0.7% |
2,062.50 |
| Close |
2,070.00 |
2,056.75 |
-13.25 |
-0.6% |
2,070.00 |
| Range |
33.50 |
23.50 |
-10.00 |
-29.9% |
56.00 |
| ATR |
21.95 |
22.06 |
0.11 |
0.5% |
0.00 |
| Volume |
1,688 |
2,575 |
887 |
52.5% |
11,081 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.00 |
2,116.75 |
2,069.75 |
|
| R3 |
2,106.50 |
2,093.25 |
2,063.25 |
|
| R2 |
2,083.00 |
2,083.00 |
2,061.00 |
|
| R1 |
2,069.75 |
2,069.75 |
2,059.00 |
2,064.50 |
| PP |
2,059.50 |
2,059.50 |
2,059.50 |
2,056.75 |
| S1 |
2,046.25 |
2,046.25 |
2,054.50 |
2,041.00 |
| S2 |
2,036.00 |
2,036.00 |
2,052.50 |
|
| S3 |
2,012.50 |
2,022.75 |
2,050.25 |
|
| S4 |
1,989.00 |
1,999.25 |
2,043.75 |
|
|
| 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 |
2,117.00 |
2,049.00 |
68.00 |
3.3% |
21.25 |
1.0% |
11% |
False |
True |
2,237 |
| 10 |
2,118.50 |
2,049.00 |
69.50 |
3.4% |
16.50 |
0.8% |
11% |
False |
True |
2,183 |
| 20 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
23.75 |
1.2% |
36% |
False |
False |
2,753 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
20.75 |
1.0% |
36% |
False |
False |
2,064 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
19.75 |
1.0% |
36% |
False |
False |
1,475 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
19.25 |
0.9% |
36% |
False |
False |
1,145 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
19.00 |
0.9% |
38% |
False |
False |
926 |
| 120 |
2,118.50 |
2,016.00 |
102.50 |
5.0% |
17.00 |
0.8% |
40% |
False |
False |
781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,172.50 |
|
2.618 |
2,134.00 |
|
1.618 |
2,110.50 |
|
1.000 |
2,096.00 |
|
0.618 |
2,087.00 |
|
HIGH |
2,072.50 |
|
0.618 |
2,063.50 |
|
0.500 |
2,060.75 |
|
0.382 |
2,058.00 |
|
LOW |
2,049.00 |
|
0.618 |
2,034.50 |
|
1.000 |
2,025.50 |
|
1.618 |
2,011.00 |
|
2.618 |
1,987.50 |
|
4.250 |
1,949.00 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.75 |
2,077.50 |
| PP |
2,059.50 |
2,070.50 |
| S1 |
2,058.00 |
2,063.75 |
|