| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,065.50 |
2,088.00 |
22.50 |
1.1% |
2,118.00 |
| High |
2,089.00 |
2,104.25 |
15.25 |
0.7% |
2,126.25 |
| Low |
2,061.50 |
2,084.50 |
23.00 |
1.1% |
2,069.75 |
| Close |
2,087.25 |
2,101.50 |
14.25 |
0.7% |
2,077.50 |
| Range |
27.50 |
19.75 |
-7.75 |
-28.2% |
56.50 |
| ATR |
22.96 |
22.73 |
-0.23 |
-1.0% |
0.00 |
| Volume |
1,725,788 |
1,397,228 |
-328,560 |
-19.0% |
6,478,297 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.00 |
2,148.50 |
2,112.25 |
|
| R3 |
2,136.25 |
2,128.75 |
2,107.00 |
|
| R2 |
2,116.50 |
2,116.50 |
2,105.00 |
|
| R1 |
2,109.00 |
2,109.00 |
2,103.25 |
2,112.75 |
| PP |
2,096.75 |
2,096.75 |
2,096.75 |
2,098.50 |
| S1 |
2,089.25 |
2,089.25 |
2,099.75 |
2,093.00 |
| S2 |
2,077.00 |
2,077.00 |
2,098.00 |
|
| S3 |
2,057.25 |
2,069.50 |
2,096.00 |
|
| S4 |
2,037.50 |
2,049.75 |
2,090.75 |
|
|
| 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% |
25.50 |
1.2% |
79% |
False |
False |
1,602,360 |
| 10 |
2,126.25 |
2,056.50 |
69.75 |
3.3% |
19.00 |
0.9% |
65% |
False |
False |
1,339,419 |
| 20 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
23.75 |
1.1% |
73% |
False |
False |
1,501,689 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.25 |
1.1% |
73% |
False |
False |
1,294,955 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.50 |
1.0% |
73% |
False |
False |
865,040 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.00 |
1.0% |
73% |
False |
False |
649,442 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
22.00 |
1.0% |
76% |
False |
False |
519,796 |
| 120 |
2,126.25 |
2,023.00 |
103.25 |
4.9% |
20.50 |
1.0% |
76% |
False |
False |
433,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,188.25 |
|
2.618 |
2,156.00 |
|
1.618 |
2,136.25 |
|
1.000 |
2,124.00 |
|
0.618 |
2,116.50 |
|
HIGH |
2,104.25 |
|
0.618 |
2,096.75 |
|
0.500 |
2,094.50 |
|
0.382 |
2,092.00 |
|
LOW |
2,084.50 |
|
0.618 |
2,072.25 |
|
1.000 |
2,064.75 |
|
1.618 |
2,052.50 |
|
2.618 |
2,032.75 |
|
4.250 |
2,000.50 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,099.00 |
2,094.50 |
| PP |
2,096.75 |
2,087.50 |
| S1 |
2,094.50 |
2,080.50 |
|