| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,102.50 |
2,104.00 |
1.50 |
0.1% |
2,037.25 |
| High |
2,107.75 |
2,118.50 |
10.75 |
0.5% |
2,078.00 |
| Low |
2,095.00 |
2,102.75 |
7.75 |
0.4% |
2,034.25 |
| Close |
2,104.25 |
2,117.00 |
12.75 |
0.6% |
2,069.00 |
| Range |
12.75 |
15.75 |
3.00 |
23.5% |
43.75 |
| ATR |
25.48 |
24.78 |
-0.69 |
-2.7% |
0.00 |
| Volume |
1,147,598 |
1,107,382 |
-40,216 |
-3.5% |
10,453,776 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.00 |
2,154.25 |
2,125.75 |
|
| R3 |
2,144.25 |
2,138.50 |
2,121.25 |
|
| R2 |
2,128.50 |
2,128.50 |
2,120.00 |
|
| R1 |
2,122.75 |
2,122.75 |
2,118.50 |
2,125.50 |
| PP |
2,112.75 |
2,112.75 |
2,112.75 |
2,114.25 |
| S1 |
2,107.00 |
2,107.00 |
2,115.50 |
2,110.00 |
| S2 |
2,097.00 |
2,097.00 |
2,114.00 |
|
| S3 |
2,081.25 |
2,091.25 |
2,112.75 |
|
| S4 |
2,065.50 |
2,075.50 |
2,108.25 |
|
|
| 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 |
2,118.50 |
2,044.75 |
73.75 |
3.5% |
23.25 |
1.1% |
98% |
True |
False |
1,223,587 |
| 10 |
2,118.50 |
2,034.25 |
84.25 |
4.0% |
28.00 |
1.3% |
98% |
True |
False |
1,625,017 |
| 20 |
2,122.00 |
2,034.25 |
87.75 |
4.1% |
25.00 |
1.2% |
94% |
False |
False |
1,559,914 |
| 40 |
2,125.00 |
2,034.25 |
90.75 |
4.3% |
22.00 |
1.0% |
91% |
False |
False |
989,712 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.3% |
21.75 |
1.0% |
90% |
False |
False |
660,694 |
| 80 |
2,126.25 |
2,026.00 |
100.25 |
4.7% |
21.75 |
1.0% |
91% |
False |
False |
496,108 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.50 |
1.0% |
91% |
False |
False |
396,932 |
| 120 |
2,126.25 |
1,968.00 |
158.25 |
7.5% |
21.25 |
1.0% |
94% |
False |
False |
330,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,185.50 |
|
2.618 |
2,159.75 |
|
1.618 |
2,144.00 |
|
1.000 |
2,134.25 |
|
0.618 |
2,128.25 |
|
HIGH |
2,118.50 |
|
0.618 |
2,112.50 |
|
0.500 |
2,110.50 |
|
0.382 |
2,108.75 |
|
LOW |
2,102.75 |
|
0.618 |
2,093.00 |
|
1.000 |
2,087.00 |
|
1.618 |
2,077.25 |
|
2.618 |
2,061.50 |
|
4.250 |
2,035.75 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,115.00 |
2,112.75 |
| PP |
2,112.75 |
2,108.75 |
| S1 |
2,110.50 |
2,104.50 |
|