| 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 |
2,104.00 |
2,117.00 |
13.00 |
0.6% |
2,054.75 |
| High |
2,118.50 |
2,120.00 |
1.50 |
0.1% |
2,120.00 |
| Low |
2,102.75 |
2,112.75 |
10.00 |
0.5% |
2,052.00 |
| Close |
2,117.00 |
2,118.75 |
1.75 |
0.1% |
2,118.75 |
| Range |
15.75 |
7.25 |
-8.50 |
-54.0% |
68.00 |
| ATR |
24.78 |
23.53 |
-1.25 |
-5.1% |
0.00 |
| Volume |
1,107,382 |
903,686 |
-203,696 |
-18.4% |
5,447,763 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.00 |
2,136.00 |
2,122.75 |
|
| R3 |
2,131.75 |
2,128.75 |
2,120.75 |
|
| R2 |
2,124.50 |
2,124.50 |
2,120.00 |
|
| R1 |
2,121.50 |
2,121.50 |
2,119.50 |
2,123.00 |
| PP |
2,117.25 |
2,117.25 |
2,117.25 |
2,118.00 |
| S1 |
2,114.25 |
2,114.25 |
2,118.00 |
2,115.75 |
| S2 |
2,110.00 |
2,110.00 |
2,117.50 |
|
| S3 |
2,102.75 |
2,107.00 |
2,116.75 |
|
| S4 |
2,095.50 |
2,099.75 |
2,114.75 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,301.00 |
2,277.75 |
2,156.25 |
|
| R3 |
2,233.00 |
2,209.75 |
2,137.50 |
|
| R2 |
2,165.00 |
2,165.00 |
2,131.25 |
|
| R1 |
2,141.75 |
2,141.75 |
2,125.00 |
2,153.50 |
| PP |
2,097.00 |
2,097.00 |
2,097.00 |
2,102.75 |
| S1 |
2,073.75 |
2,073.75 |
2,112.50 |
2,085.50 |
| S2 |
2,029.00 |
2,029.00 |
2,106.25 |
|
| S3 |
1,961.00 |
2,005.75 |
2,100.00 |
|
| S4 |
1,893.00 |
1,937.75 |
2,081.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,120.00 |
2,052.00 |
68.00 |
3.2% |
18.75 |
0.9% |
98% |
True |
False |
1,089,552 |
| 10 |
2,120.00 |
2,034.25 |
85.75 |
4.0% |
27.00 |
1.3% |
99% |
True |
False |
1,590,153 |
| 20 |
2,122.00 |
2,034.25 |
87.75 |
4.1% |
23.50 |
1.1% |
96% |
False |
False |
1,509,991 |
| 40 |
2,124.50 |
2,034.25 |
90.25 |
4.3% |
21.75 |
1.0% |
94% |
False |
False |
1,012,227 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.3% |
21.50 |
1.0% |
92% |
False |
False |
675,644 |
| 80 |
2,126.25 |
2,026.00 |
100.25 |
4.7% |
21.50 |
1.0% |
93% |
False |
False |
507,382 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.50 |
1.0% |
93% |
False |
False |
405,969 |
| 120 |
2,126.25 |
1,968.00 |
158.25 |
7.5% |
21.00 |
1.0% |
95% |
False |
False |
338,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.75 |
|
2.618 |
2,139.00 |
|
1.618 |
2,131.75 |
|
1.000 |
2,127.25 |
|
0.618 |
2,124.50 |
|
HIGH |
2,120.00 |
|
0.618 |
2,117.25 |
|
0.500 |
2,116.50 |
|
0.382 |
2,115.50 |
|
LOW |
2,112.75 |
|
0.618 |
2,108.25 |
|
1.000 |
2,105.50 |
|
1.618 |
2,101.00 |
|
2.618 |
2,093.75 |
|
4.250 |
2,082.00 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,118.00 |
2,115.00 |
| PP |
2,117.25 |
2,111.25 |
| S1 |
2,116.50 |
2,107.50 |
|