| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,070.00 |
2,057.50 |
-12.50 |
-0.6% |
2,110.75 |
| High |
2,072.50 |
2,081.25 |
8.75 |
0.4% |
2,118.50 |
| Low |
2,049.00 |
2,054.00 |
5.00 |
0.2% |
2,062.50 |
| Close |
2,056.75 |
2,079.50 |
22.75 |
1.1% |
2,070.00 |
| Range |
23.50 |
27.25 |
3.75 |
16.0% |
56.00 |
| ATR |
22.06 |
22.43 |
0.37 |
1.7% |
0.00 |
| Volume |
2,575 |
2,788 |
213 |
8.3% |
11,081 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.25 |
2,143.75 |
2,094.50 |
|
| R3 |
2,126.00 |
2,116.50 |
2,087.00 |
|
| R2 |
2,098.75 |
2,098.75 |
2,084.50 |
|
| R1 |
2,089.25 |
2,089.25 |
2,082.00 |
2,094.00 |
| PP |
2,071.50 |
2,071.50 |
2,071.50 |
2,074.00 |
| S1 |
2,062.00 |
2,062.00 |
2,077.00 |
2,066.75 |
| S2 |
2,044.25 |
2,044.25 |
2,074.50 |
|
| S3 |
2,017.00 |
2,034.75 |
2,072.00 |
|
| S4 |
1,989.75 |
2,007.50 |
2,064.50 |
|
|
| 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 |
2,106.00 |
2,049.00 |
57.00 |
2.7% |
23.00 |
1.1% |
54% |
False |
False |
2,434 |
| 10 |
2,118.50 |
2,049.00 |
69.50 |
3.3% |
17.75 |
0.9% |
44% |
False |
False |
2,308 |
| 20 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
23.50 |
1.1% |
59% |
False |
False |
2,724 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
21.25 |
1.0% |
59% |
False |
False |
2,112 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.00 |
1.0% |
59% |
False |
False |
1,508 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.25 |
0.9% |
59% |
False |
False |
1,180 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
19.00 |
0.9% |
61% |
False |
False |
954 |
| 120 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
17.00 |
0.8% |
61% |
False |
False |
803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,197.00 |
|
2.618 |
2,152.50 |
|
1.618 |
2,125.25 |
|
1.000 |
2,108.50 |
|
0.618 |
2,098.00 |
|
HIGH |
2,081.25 |
|
0.618 |
2,070.75 |
|
0.500 |
2,067.50 |
|
0.382 |
2,064.50 |
|
LOW |
2,054.00 |
|
0.618 |
2,037.25 |
|
1.000 |
2,026.75 |
|
1.618 |
2,010.00 |
|
2.618 |
1,982.75 |
|
4.250 |
1,938.25 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.50 |
2,077.25 |
| PP |
2,071.50 |
2,074.75 |
| S1 |
2,067.50 |
2,072.50 |
|