| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3,631.0 |
3,672.0 |
41.0 |
1.1% |
3,497.0 |
| High |
3,685.0 |
3,681.0 |
-4.0 |
-0.1% |
3,685.0 |
| Low |
3,631.0 |
3,652.0 |
21.0 |
0.6% |
3,487.0 |
| Close |
3,666.0 |
3,661.0 |
-5.0 |
-0.1% |
3,661.0 |
| Range |
54.0 |
29.0 |
-25.0 |
-46.3% |
198.0 |
| ATR |
80.2 |
76.5 |
-3.7 |
-4.6% |
0.0 |
| Volume |
383 |
1,046 |
663 |
173.1% |
2,239 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,751.7 |
3,735.3 |
3,677.0 |
|
| R3 |
3,722.7 |
3,706.3 |
3,669.0 |
|
| R2 |
3,693.7 |
3,693.7 |
3,666.3 |
|
| R1 |
3,677.3 |
3,677.3 |
3,663.7 |
3,671.0 |
| PP |
3,664.7 |
3,664.7 |
3,664.7 |
3,661.5 |
| S1 |
3,648.3 |
3,648.3 |
3,658.3 |
3,642.0 |
| S2 |
3,635.7 |
3,635.7 |
3,655.7 |
|
| S3 |
3,606.7 |
3,619.3 |
3,653.0 |
|
| S4 |
3,577.7 |
3,590.3 |
3,645.1 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,205.0 |
4,131.0 |
3,769.9 |
|
| R3 |
4,007.0 |
3,933.0 |
3,715.5 |
|
| R2 |
3,809.0 |
3,809.0 |
3,697.3 |
|
| R1 |
3,735.0 |
3,735.0 |
3,679.2 |
3,772.0 |
| PP |
3,611.0 |
3,611.0 |
3,611.0 |
3,629.5 |
| S1 |
3,537.0 |
3,537.0 |
3,642.9 |
3,574.0 |
| S2 |
3,413.0 |
3,413.0 |
3,624.7 |
|
| S3 |
3,215.0 |
3,339.0 |
3,606.6 |
|
| S4 |
3,017.0 |
3,141.0 |
3,552.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,685.0 |
3,487.0 |
198.0 |
5.4% |
53.2 |
1.5% |
88% |
False |
False |
447 |
| 10 |
3,685.0 |
3,272.0 |
413.0 |
11.3% |
66.9 |
1.8% |
94% |
False |
False |
1,104 |
| 20 |
3,685.0 |
3,272.0 |
413.0 |
11.3% |
72.6 |
2.0% |
94% |
False |
False |
4,587 |
| 40 |
3,685.0 |
3,272.0 |
413.0 |
11.3% |
64.2 |
1.8% |
94% |
False |
False |
2,608 |
| 60 |
3,706.0 |
3,272.0 |
434.0 |
11.9% |
59.2 |
1.6% |
90% |
False |
False |
1,827 |
| 80 |
3,740.0 |
3,272.0 |
468.0 |
12.8% |
50.1 |
1.4% |
83% |
False |
False |
1,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,804.3 |
|
2.618 |
3,756.9 |
|
1.618 |
3,727.9 |
|
1.000 |
3,710.0 |
|
0.618 |
3,698.9 |
|
HIGH |
3,681.0 |
|
0.618 |
3,669.9 |
|
0.500 |
3,666.5 |
|
0.382 |
3,663.1 |
|
LOW |
3,652.0 |
|
0.618 |
3,634.1 |
|
1.000 |
3,623.0 |
|
1.618 |
3,605.1 |
|
2.618 |
3,576.1 |
|
4.250 |
3,528.8 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,666.5 |
3,652.5 |
| PP |
3,664.7 |
3,644.0 |
| S1 |
3,662.8 |
3,635.5 |
|