| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,101.00 |
2,078.25 |
-22.75 |
-1.1% |
2,118.00 |
| High |
2,104.00 |
2,080.75 |
-23.25 |
-1.1% |
2,126.25 |
| Low |
2,069.75 |
2,056.50 |
-13.25 |
-0.6% |
2,069.75 |
| Close |
2,077.50 |
2,064.50 |
-13.00 |
-0.6% |
2,077.50 |
| Range |
34.25 |
24.25 |
-10.00 |
-29.2% |
56.50 |
| ATR |
22.48 |
22.61 |
0.13 |
0.6% |
0.00 |
| Volume |
1,669,725 |
1,781,810 |
112,085 |
6.7% |
6,478,297 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.00 |
2,126.50 |
2,077.75 |
|
| R3 |
2,115.75 |
2,102.25 |
2,071.25 |
|
| R2 |
2,091.50 |
2,091.50 |
2,069.00 |
|
| R1 |
2,078.00 |
2,078.00 |
2,066.75 |
2,072.50 |
| PP |
2,067.25 |
2,067.25 |
2,067.25 |
2,064.50 |
| S1 |
2,053.75 |
2,053.75 |
2,062.25 |
2,048.50 |
| S2 |
2,043.00 |
2,043.00 |
2,060.00 |
|
| S3 |
2,018.75 |
2,029.50 |
2,057.75 |
|
| S4 |
1,994.50 |
2,005.25 |
2,051.25 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.75 |
2,225.50 |
2,108.50 |
|
| R3 |
2,204.25 |
2,169.00 |
2,093.00 |
|
| R2 |
2,147.75 |
2,147.75 |
2,087.75 |
|
| R1 |
2,112.50 |
2,112.50 |
2,082.75 |
2,102.00 |
| PP |
2,091.25 |
2,091.25 |
2,091.25 |
2,085.75 |
| S1 |
2,056.00 |
2,056.00 |
2,072.25 |
2,045.50 |
| S2 |
2,034.75 |
2,034.75 |
2,067.25 |
|
| S3 |
1,978.25 |
1,999.50 |
2,062.00 |
|
| S4 |
1,921.75 |
1,943.00 |
2,046.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,125.00 |
2,056.50 |
68.50 |
3.3% |
21.75 |
1.1% |
12% |
False |
True |
1,464,495 |
| 10 |
2,126.25 |
2,056.50 |
69.75 |
3.4% |
17.00 |
0.8% |
11% |
False |
True |
1,237,429 |
| 20 |
2,126.25 |
2,034.25 |
92.00 |
4.5% |
24.25 |
1.2% |
33% |
False |
False |
1,579,234 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.5% |
22.00 |
1.1% |
33% |
False |
False |
1,217,726 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.5% |
21.25 |
1.0% |
33% |
False |
False |
813,064 |
| 80 |
2,126.25 |
2,031.25 |
95.00 |
4.6% |
21.25 |
1.0% |
35% |
False |
False |
610,425 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
22.00 |
1.1% |
39% |
False |
False |
488,568 |
| 120 |
2,126.25 |
2,007.25 |
119.00 |
5.8% |
20.50 |
1.0% |
48% |
False |
False |
407,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,183.75 |
|
2.618 |
2,144.25 |
|
1.618 |
2,120.00 |
|
1.000 |
2,105.00 |
|
0.618 |
2,095.75 |
|
HIGH |
2,080.75 |
|
0.618 |
2,071.50 |
|
0.500 |
2,068.50 |
|
0.382 |
2,065.75 |
|
LOW |
2,056.50 |
|
0.618 |
2,041.50 |
|
1.000 |
2,032.25 |
|
1.618 |
2,017.25 |
|
2.618 |
1,993.00 |
|
4.250 |
1,953.50 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,068.50 |
2,085.00 |
| PP |
2,067.25 |
2,078.25 |
| S1 |
2,066.00 |
2,071.50 |
|