| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,088.00 |
2,099.50 |
11.50 |
0.6% |
2,118.00 |
| High |
2,104.25 |
2,104.25 |
0.00 |
0.0% |
2,126.25 |
| Low |
2,084.50 |
2,087.75 |
3.25 |
0.2% |
2,069.75 |
| Close |
2,101.50 |
2,103.75 |
2.25 |
0.1% |
2,077.50 |
| Range |
19.75 |
16.50 |
-3.25 |
-16.5% |
56.50 |
| ATR |
22.73 |
22.28 |
-0.44 |
-2.0% |
0.00 |
| Volume |
1,397,228 |
1,286,157 |
-111,071 |
-7.9% |
6,478,297 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.00 |
2,142.50 |
2,112.75 |
|
| R3 |
2,131.50 |
2,126.00 |
2,108.25 |
|
| R2 |
2,115.00 |
2,115.00 |
2,106.75 |
|
| R1 |
2,109.50 |
2,109.50 |
2,105.25 |
2,112.25 |
| PP |
2,098.50 |
2,098.50 |
2,098.50 |
2,100.00 |
| S1 |
2,093.00 |
2,093.00 |
2,102.25 |
2,095.75 |
| S2 |
2,082.00 |
2,082.00 |
2,100.75 |
|
| S3 |
2,065.50 |
2,076.50 |
2,099.25 |
|
| S4 |
2,049.00 |
2,060.00 |
2,094.75 |
|
|
| 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 |
2,104.25 |
2,056.50 |
47.75 |
2.3% |
24.50 |
1.2% |
99% |
True |
False |
1,572,141 |
| 10 |
2,126.25 |
2,056.50 |
69.75 |
3.3% |
19.00 |
0.9% |
68% |
False |
False |
1,357,296 |
| 20 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
23.50 |
1.1% |
76% |
False |
False |
1,491,156 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.25 |
1.1% |
76% |
False |
False |
1,326,330 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.25 |
1.0% |
76% |
False |
False |
886,456 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.00 |
1.0% |
76% |
False |
False |
665,488 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.75 |
1.0% |
78% |
False |
False |
532,653 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
20.50 |
1.0% |
78% |
False |
False |
443,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,174.50 |
|
2.618 |
2,147.50 |
|
1.618 |
2,131.00 |
|
1.000 |
2,120.75 |
|
0.618 |
2,114.50 |
|
HIGH |
2,104.25 |
|
0.618 |
2,098.00 |
|
0.500 |
2,096.00 |
|
0.382 |
2,094.00 |
|
LOW |
2,087.75 |
|
0.618 |
2,077.50 |
|
1.000 |
2,071.25 |
|
1.618 |
2,061.00 |
|
2.618 |
2,044.50 |
|
4.250 |
2,017.50 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,101.25 |
2,096.75 |
| PP |
2,098.50 |
2,089.75 |
| S1 |
2,096.00 |
2,083.00 |
|