| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,039.75 |
2,044.75 |
5.00 |
0.2% |
2,037.25 |
| High |
2,068.00 |
2,074.75 |
6.75 |
0.3% |
2,078.00 |
| Low |
2,038.25 |
2,044.75 |
6.50 |
0.3% |
2,034.25 |
| Close |
2,041.25 |
2,069.00 |
27.75 |
1.4% |
2,069.00 |
| Range |
29.75 |
30.00 |
0.25 |
0.8% |
43.75 |
| ATR |
25.59 |
26.15 |
0.57 |
2.2% |
0.00 |
| Volume |
1,981,972 |
1,573,858 |
-408,114 |
-20.6% |
10,453,776 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.75 |
2,141.00 |
2,085.50 |
|
| R3 |
2,122.75 |
2,111.00 |
2,077.25 |
|
| R2 |
2,092.75 |
2,092.75 |
2,074.50 |
|
| R1 |
2,081.00 |
2,081.00 |
2,071.75 |
2,087.00 |
| PP |
2,062.75 |
2,062.75 |
2,062.75 |
2,065.75 |
| S1 |
2,051.00 |
2,051.00 |
2,066.25 |
2,057.00 |
| S2 |
2,032.75 |
2,032.75 |
2,063.50 |
|
| S3 |
2,002.75 |
2,021.00 |
2,060.75 |
|
| S4 |
1,972.75 |
1,991.00 |
2,052.50 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.75 |
2,174.00 |
2,093.00 |
|
| R3 |
2,148.00 |
2,130.25 |
2,081.00 |
|
| R2 |
2,104.25 |
2,104.25 |
2,077.00 |
|
| R1 |
2,086.50 |
2,086.50 |
2,073.00 |
2,095.50 |
| PP |
2,060.50 |
2,060.50 |
2,060.50 |
2,064.75 |
| S1 |
2,042.75 |
2,042.75 |
2,065.00 |
2,051.50 |
| S2 |
2,016.75 |
2,016.75 |
2,061.00 |
|
| S3 |
1,973.00 |
1,999.00 |
2,057.00 |
|
| S4 |
1,929.25 |
1,955.25 |
2,045.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,078.00 |
2,034.25 |
43.75 |
2.1% |
35.50 |
1.7% |
79% |
False |
False |
2,090,755 |
| 10 |
2,100.75 |
2,034.25 |
66.50 |
3.2% |
29.00 |
1.4% |
52% |
False |
False |
1,919,870 |
| 20 |
2,122.00 |
2,034.25 |
87.75 |
4.2% |
25.00 |
1.2% |
40% |
False |
False |
1,682,679 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.50 |
1.0% |
38% |
False |
False |
876,396 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.75 |
1.1% |
38% |
False |
False |
585,073 |
| 80 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.75 |
1.0% |
43% |
False |
False |
439,330 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
20.75 |
1.0% |
44% |
False |
False |
351,492 |
| 120 |
2,126.25 |
1,968.00 |
158.25 |
7.6% |
21.25 |
1.0% |
64% |
False |
False |
292,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.25 |
|
2.618 |
2,153.25 |
|
1.618 |
2,123.25 |
|
1.000 |
2,104.75 |
|
0.618 |
2,093.25 |
|
HIGH |
2,074.75 |
|
0.618 |
2,063.25 |
|
0.500 |
2,059.75 |
|
0.382 |
2,056.25 |
|
LOW |
2,044.75 |
|
0.618 |
2,026.25 |
|
1.000 |
2,014.75 |
|
1.618 |
1,996.25 |
|
2.618 |
1,966.25 |
|
4.250 |
1,917.25 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.00 |
2,064.50 |
| PP |
2,062.75 |
2,060.00 |
| S1 |
2,059.75 |
2,055.50 |
|