| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,078.25 |
2,065.50 |
-12.75 |
-0.6% |
2,118.00 |
| High |
2,080.75 |
2,089.00 |
8.25 |
0.4% |
2,126.25 |
| Low |
2,056.50 |
2,061.50 |
5.00 |
0.2% |
2,069.75 |
| Close |
2,064.50 |
2,087.25 |
22.75 |
1.1% |
2,077.50 |
| Range |
24.25 |
27.50 |
3.25 |
13.4% |
56.50 |
| ATR |
22.61 |
22.96 |
0.35 |
1.5% |
0.00 |
| Volume |
1,781,810 |
1,725,788 |
-56,022 |
-3.1% |
6,478,297 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.75 |
2,152.00 |
2,102.50 |
|
| R3 |
2,134.25 |
2,124.50 |
2,094.75 |
|
| R2 |
2,106.75 |
2,106.75 |
2,092.25 |
|
| R1 |
2,097.00 |
2,097.00 |
2,089.75 |
2,102.00 |
| PP |
2,079.25 |
2,079.25 |
2,079.25 |
2,081.75 |
| S1 |
2,069.50 |
2,069.50 |
2,084.75 |
2,074.50 |
| S2 |
2,051.75 |
2,051.75 |
2,082.25 |
|
| S3 |
2,024.25 |
2,042.00 |
2,079.75 |
|
| S4 |
1,996.75 |
2,014.50 |
2,072.00 |
|
|
| 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 |
2,113.75 |
2,056.50 |
57.25 |
2.7% |
23.50 |
1.1% |
54% |
False |
False |
1,567,793 |
| 10 |
2,126.25 |
2,056.50 |
69.75 |
3.3% |
18.25 |
0.9% |
44% |
False |
False |
1,314,456 |
| 20 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
24.00 |
1.1% |
58% |
False |
False |
1,550,906 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.25 |
1.1% |
58% |
False |
False |
1,260,519 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.50 |
1.0% |
58% |
False |
False |
841,768 |
| 80 |
2,126.25 |
2,032.25 |
94.00 |
4.5% |
21.25 |
1.0% |
59% |
False |
False |
631,978 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.75 |
1.0% |
62% |
False |
False |
505,826 |
| 120 |
2,126.25 |
2,023.00 |
103.25 |
4.9% |
20.25 |
1.0% |
62% |
False |
False |
421,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,206.00 |
|
2.618 |
2,161.00 |
|
1.618 |
2,133.50 |
|
1.000 |
2,116.50 |
|
0.618 |
2,106.00 |
|
HIGH |
2,089.00 |
|
0.618 |
2,078.50 |
|
0.500 |
2,075.25 |
|
0.382 |
2,072.00 |
|
LOW |
2,061.50 |
|
0.618 |
2,044.50 |
|
1.000 |
2,034.00 |
|
1.618 |
2,017.00 |
|
2.618 |
1,989.50 |
|
4.250 |
1,944.50 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,083.25 |
2,085.00 |
| PP |
2,079.25 |
2,082.50 |
| S1 |
2,075.25 |
2,080.25 |
|