| 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 |
3,641.0 |
3,611.0 |
-30.0 |
-0.8% |
3,671.0 |
| High |
3,654.0 |
3,638.0 |
-16.0 |
-0.4% |
3,699.0 |
| Low |
3,596.0 |
3,565.0 |
-31.0 |
-0.9% |
3,565.0 |
| Close |
3,620.0 |
3,588.0 |
-32.0 |
-0.9% |
3,588.0 |
| Range |
58.0 |
73.0 |
15.0 |
25.9% |
134.0 |
| ATR |
68.6 |
69.0 |
0.3 |
0.5% |
0.0 |
| Volume |
5,144 |
676 |
-4,468 |
-86.9% |
13,332 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,816.0 |
3,775.0 |
3,628.2 |
|
| R3 |
3,743.0 |
3,702.0 |
3,608.1 |
|
| R2 |
3,670.0 |
3,670.0 |
3,601.4 |
|
| R1 |
3,629.0 |
3,629.0 |
3,594.7 |
3,613.0 |
| PP |
3,597.0 |
3,597.0 |
3,597.0 |
3,589.0 |
| S1 |
3,556.0 |
3,556.0 |
3,581.3 |
3,540.0 |
| S2 |
3,524.0 |
3,524.0 |
3,574.6 |
|
| S3 |
3,451.0 |
3,483.0 |
3,567.9 |
|
| S4 |
3,378.0 |
3,410.0 |
3,547.9 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,019.3 |
3,937.7 |
3,661.7 |
|
| R3 |
3,885.3 |
3,803.7 |
3,624.9 |
|
| R2 |
3,751.3 |
3,751.3 |
3,612.6 |
|
| R1 |
3,669.7 |
3,669.7 |
3,600.3 |
3,643.5 |
| PP |
3,617.3 |
3,617.3 |
3,617.3 |
3,604.3 |
| S1 |
3,535.7 |
3,535.7 |
3,575.7 |
3,509.5 |
| S2 |
3,483.3 |
3,483.3 |
3,563.4 |
|
| S3 |
3,349.3 |
3,401.7 |
3,551.2 |
|
| S4 |
3,215.3 |
3,267.7 |
3,514.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,699.0 |
3,565.0 |
134.0 |
3.7% |
49.6 |
1.4% |
17% |
False |
True |
2,666 |
| 10 |
3,699.0 |
3,487.0 |
212.0 |
5.9% |
51.4 |
1.4% |
48% |
False |
False |
1,557 |
| 20 |
3,699.0 |
3,272.0 |
427.0 |
11.9% |
67.4 |
1.9% |
74% |
False |
False |
2,529 |
| 40 |
3,699.0 |
3,272.0 |
427.0 |
11.9% |
65.2 |
1.8% |
74% |
False |
False |
2,921 |
| 60 |
3,699.0 |
3,272.0 |
427.0 |
11.9% |
59.8 |
1.7% |
74% |
False |
False |
2,043 |
| 80 |
3,740.0 |
3,272.0 |
468.0 |
13.0% |
51.8 |
1.4% |
68% |
False |
False |
1,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,948.3 |
|
2.618 |
3,829.1 |
|
1.618 |
3,756.1 |
|
1.000 |
3,711.0 |
|
0.618 |
3,683.1 |
|
HIGH |
3,638.0 |
|
0.618 |
3,610.1 |
|
0.500 |
3,601.5 |
|
0.382 |
3,592.9 |
|
LOW |
3,565.0 |
|
0.618 |
3,519.9 |
|
1.000 |
3,492.0 |
|
1.618 |
3,446.9 |
|
2.618 |
3,373.9 |
|
4.250 |
3,254.8 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,601.5 |
3,609.5 |
| PP |
3,597.0 |
3,602.3 |
| S1 |
3,592.5 |
3,595.2 |
|