| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,118.00 |
2,121.25 |
3.25 |
0.2% |
2,054.75 |
| High |
2,126.25 |
2,125.00 |
-1.25 |
-0.1% |
2,120.00 |
| Low |
2,116.50 |
2,106.75 |
-9.75 |
-0.5% |
2,052.00 |
| Close |
2,122.00 |
2,114.50 |
-7.50 |
-0.4% |
2,118.75 |
| Range |
9.75 |
18.25 |
8.50 |
87.2% |
68.00 |
| ATR |
22.54 |
22.24 |
-0.31 |
-1.4% |
0.00 |
| Volume |
937,630 |
1,209,300 |
271,670 |
29.0% |
5,447,763 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.25 |
2,160.50 |
2,124.50 |
|
| R3 |
2,152.00 |
2,142.25 |
2,119.50 |
|
| R2 |
2,133.75 |
2,133.75 |
2,117.75 |
|
| R1 |
2,124.00 |
2,124.00 |
2,116.25 |
2,119.75 |
| PP |
2,115.50 |
2,115.50 |
2,115.50 |
2,113.25 |
| S1 |
2,105.75 |
2,105.75 |
2,112.75 |
2,101.50 |
| S2 |
2,097.25 |
2,097.25 |
2,111.25 |
|
| S3 |
2,079.00 |
2,087.50 |
2,109.50 |
|
| S4 |
2,060.75 |
2,069.25 |
2,104.50 |
|
|
| 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 |
2,126.25 |
2,095.00 |
31.25 |
1.5% |
12.75 |
0.6% |
62% |
False |
False |
1,061,119 |
| 10 |
2,126.25 |
2,036.25 |
90.00 |
4.3% |
21.75 |
1.0% |
87% |
False |
False |
1,354,374 |
| 20 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
23.00 |
1.1% |
87% |
False |
False |
1,500,590 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.00 |
1.0% |
87% |
False |
False |
1,065,690 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.25 |
1.0% |
87% |
False |
False |
711,293 |
| 80 |
2,126.25 |
2,027.00 |
99.25 |
4.7% |
21.25 |
1.0% |
88% |
False |
False |
534,185 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.50 |
1.0% |
88% |
False |
False |
427,438 |
| 120 |
2,126.25 |
1,970.50 |
155.75 |
7.4% |
20.50 |
1.0% |
92% |
False |
False |
356,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.50 |
|
2.618 |
2,172.75 |
|
1.618 |
2,154.50 |
|
1.000 |
2,143.25 |
|
0.618 |
2,136.25 |
|
HIGH |
2,125.00 |
|
0.618 |
2,118.00 |
|
0.500 |
2,116.00 |
|
0.382 |
2,113.75 |
|
LOW |
2,106.75 |
|
0.618 |
2,095.50 |
|
1.000 |
2,088.50 |
|
1.618 |
2,077.25 |
|
2.618 |
2,059.00 |
|
4.250 |
2,029.25 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,116.00 |
2,116.50 |
| PP |
2,115.50 |
2,115.75 |
| S1 |
2,115.00 |
2,115.25 |
|