| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,099.50 |
2,101.75 |
2.25 |
0.1% |
2,078.25 |
| High |
2,104.25 |
2,109.25 |
5.00 |
0.2% |
2,109.25 |
| Low |
2,087.75 |
2,095.25 |
7.50 |
0.4% |
2,056.50 |
| Close |
2,103.75 |
2,098.50 |
-5.25 |
-0.2% |
2,098.50 |
| Range |
16.50 |
14.00 |
-2.50 |
-15.2% |
52.75 |
| ATR |
22.28 |
21.69 |
-0.59 |
-2.7% |
0.00 |
| Volume |
1,286,157 |
1,602,805 |
316,648 |
24.6% |
7,793,788 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.00 |
2,134.75 |
2,106.25 |
|
| R3 |
2,129.00 |
2,120.75 |
2,102.25 |
|
| R2 |
2,115.00 |
2,115.00 |
2,101.00 |
|
| R1 |
2,106.75 |
2,106.75 |
2,099.75 |
2,104.00 |
| PP |
2,101.00 |
2,101.00 |
2,101.00 |
2,099.50 |
| S1 |
2,092.75 |
2,092.75 |
2,097.25 |
2,090.00 |
| S2 |
2,087.00 |
2,087.00 |
2,096.00 |
|
| S3 |
2,073.00 |
2,078.75 |
2,094.75 |
|
| S4 |
2,059.00 |
2,064.75 |
2,090.75 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,246.25 |
2,225.25 |
2,127.50 |
|
| R3 |
2,193.50 |
2,172.50 |
2,113.00 |
|
| R2 |
2,140.75 |
2,140.75 |
2,108.25 |
|
| R1 |
2,119.75 |
2,119.75 |
2,103.25 |
2,130.25 |
| PP |
2,088.00 |
2,088.00 |
2,088.00 |
2,093.50 |
| S1 |
2,067.00 |
2,067.00 |
2,093.75 |
2,077.50 |
| S2 |
2,035.25 |
2,035.25 |
2,088.75 |
|
| S3 |
1,982.50 |
2,014.25 |
2,084.00 |
|
| S4 |
1,929.75 |
1,961.50 |
2,069.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,109.25 |
2,056.50 |
52.75 |
2.5% |
20.50 |
1.0% |
80% |
True |
False |
1,558,757 |
| 10 |
2,126.25 |
2,056.50 |
69.75 |
3.3% |
19.50 |
0.9% |
60% |
False |
False |
1,427,208 |
| 20 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
23.25 |
1.1% |
70% |
False |
False |
1,508,681 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.00 |
1.1% |
70% |
False |
False |
1,365,708 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.00 |
1.0% |
70% |
False |
False |
913,131 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.00 |
1.0% |
70% |
False |
False |
685,503 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.75 |
1.0% |
73% |
False |
False |
548,676 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
20.50 |
1.0% |
73% |
False |
False |
457,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,168.75 |
|
2.618 |
2,146.00 |
|
1.618 |
2,132.00 |
|
1.000 |
2,123.25 |
|
0.618 |
2,118.00 |
|
HIGH |
2,109.25 |
|
0.618 |
2,104.00 |
|
0.500 |
2,102.25 |
|
0.382 |
2,100.50 |
|
LOW |
2,095.25 |
|
0.618 |
2,086.50 |
|
1.000 |
2,081.25 |
|
1.618 |
2,072.50 |
|
2.618 |
2,058.50 |
|
4.250 |
2,035.75 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,102.25 |
2,098.00 |
| PP |
2,101.00 |
2,097.50 |
| S1 |
2,099.75 |
2,097.00 |
|