| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,107.75 |
2,109.25 |
1.50 |
0.1% |
2,054.75 |
| High |
2,112.00 |
2,113.75 |
1.75 |
0.1% |
2,120.00 |
| Low |
2,102.25 |
2,091.50 |
-10.75 |
-0.5% |
2,052.00 |
| Close |
2,108.00 |
2,098.50 |
-9.50 |
-0.5% |
2,118.75 |
| Range |
9.75 |
22.25 |
12.50 |
128.2% |
68.00 |
| ATR |
21.52 |
21.58 |
0.05 |
0.2% |
0.00 |
| Volume |
1,224,393 |
1,437,249 |
212,856 |
17.4% |
5,447,763 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.00 |
2,155.50 |
2,110.75 |
|
| R3 |
2,145.75 |
2,133.25 |
2,104.50 |
|
| R2 |
2,123.50 |
2,123.50 |
2,102.50 |
|
| R1 |
2,111.00 |
2,111.00 |
2,100.50 |
2,106.00 |
| PP |
2,101.25 |
2,101.25 |
2,101.25 |
2,098.75 |
| S1 |
2,088.75 |
2,088.75 |
2,096.50 |
2,084.00 |
| S2 |
2,079.00 |
2,079.00 |
2,094.50 |
|
| S3 |
2,056.75 |
2,066.50 |
2,092.50 |
|
| S4 |
2,034.50 |
2,044.25 |
2,086.25 |
|
|
| 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 |
2,091.50 |
34.75 |
1.7% |
13.50 |
0.6% |
20% |
False |
True |
1,142,451 |
| 10 |
2,126.25 |
2,044.75 |
81.50 |
3.9% |
18.25 |
0.9% |
66% |
False |
False |
1,183,019 |
| 20 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
23.25 |
1.1% |
70% |
False |
False |
1,533,659 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.50 |
1.0% |
70% |
False |
False |
1,132,021 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.25 |
1.0% |
70% |
False |
False |
755,603 |
| 80 |
2,126.25 |
2,027.00 |
99.25 |
4.7% |
21.00 |
1.0% |
72% |
False |
False |
567,419 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.50 |
1.0% |
73% |
False |
False |
454,054 |
| 120 |
2,126.25 |
2,007.25 |
119.00 |
5.7% |
20.25 |
1.0% |
77% |
False |
False |
378,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,208.25 |
|
2.618 |
2,172.00 |
|
1.618 |
2,149.75 |
|
1.000 |
2,136.00 |
|
0.618 |
2,127.50 |
|
HIGH |
2,113.75 |
|
0.618 |
2,105.25 |
|
0.500 |
2,102.50 |
|
0.382 |
2,100.00 |
|
LOW |
2,091.50 |
|
0.618 |
2,077.75 |
|
1.000 |
2,069.25 |
|
1.618 |
2,055.50 |
|
2.618 |
2,033.25 |
|
4.250 |
1,997.00 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,102.50 |
2,108.25 |
| PP |
2,101.25 |
2,105.00 |
| S1 |
2,100.00 |
2,101.75 |
|