| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,092.00 |
2,093.50 |
1.50 |
0.1% |
2,070.00 |
| High |
2,096.25 |
2,101.25 |
5.00 |
0.2% |
2,101.25 |
| Low |
2,080.00 |
2,087.75 |
7.75 |
0.4% |
2,049.00 |
| Close |
2,096.00 |
2,090.50 |
-5.50 |
-0.3% |
2,090.50 |
| Range |
16.25 |
13.50 |
-2.75 |
-16.9% |
52.25 |
| ATR |
21.78 |
21.19 |
-0.59 |
-2.7% |
0.00 |
| Volume |
3,002 |
3,844 |
842 |
28.0% |
16,634 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.75 |
2,125.50 |
2,098.00 |
|
| R3 |
2,120.25 |
2,112.00 |
2,094.25 |
|
| R2 |
2,106.75 |
2,106.75 |
2,093.00 |
|
| R1 |
2,098.50 |
2,098.50 |
2,091.75 |
2,096.00 |
| PP |
2,093.25 |
2,093.25 |
2,093.25 |
2,091.75 |
| S1 |
2,085.00 |
2,085.00 |
2,089.25 |
2,082.50 |
| S2 |
2,079.75 |
2,079.75 |
2,088.00 |
|
| S3 |
2,066.25 |
2,071.50 |
2,086.75 |
|
| S4 |
2,052.75 |
2,058.00 |
2,083.00 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,237.00 |
2,216.00 |
2,119.25 |
|
| R3 |
2,184.75 |
2,163.75 |
2,104.75 |
|
| R2 |
2,132.50 |
2,132.50 |
2,100.00 |
|
| R1 |
2,111.50 |
2,111.50 |
2,095.25 |
2,122.00 |
| PP |
2,080.25 |
2,080.25 |
2,080.25 |
2,085.50 |
| S1 |
2,059.25 |
2,059.25 |
2,085.75 |
2,069.75 |
| S2 |
2,028.00 |
2,028.00 |
2,081.00 |
|
| S3 |
1,975.75 |
2,007.00 |
2,076.25 |
|
| S4 |
1,923.50 |
1,954.75 |
2,061.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,101.25 |
2,049.00 |
52.25 |
2.5% |
20.00 |
1.0% |
79% |
True |
False |
3,326 |
| 10 |
2,118.50 |
2,049.00 |
69.50 |
3.3% |
19.25 |
0.9% |
60% |
False |
False |
2,771 |
| 20 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
23.00 |
1.1% |
71% |
False |
False |
2,725 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
21.00 |
1.0% |
71% |
False |
False |
2,379 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.75 |
0.9% |
71% |
False |
False |
1,689 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.00 |
0.9% |
71% |
False |
False |
1,319 |
| 100 |
2,118.50 |
2,020.75 |
97.75 |
4.7% |
19.00 |
0.9% |
71% |
False |
False |
1,066 |
| 120 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
17.25 |
0.8% |
72% |
False |
False |
896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,158.50 |
|
2.618 |
2,136.50 |
|
1.618 |
2,123.00 |
|
1.000 |
2,114.75 |
|
0.618 |
2,109.50 |
|
HIGH |
2,101.25 |
|
0.618 |
2,096.00 |
|
0.500 |
2,094.50 |
|
0.382 |
2,093.00 |
|
LOW |
2,087.75 |
|
0.618 |
2,079.50 |
|
1.000 |
2,074.25 |
|
1.618 |
2,066.00 |
|
2.618 |
2,052.50 |
|
4.250 |
2,030.50 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,094.50 |
2,090.00 |
| PP |
2,093.25 |
2,089.50 |
| S1 |
2,091.75 |
2,089.00 |
|