| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
4,487.25 |
4,519.25 |
32.00 |
0.7% |
4,366.00 |
| High |
4,529.75 |
4,539.50 |
9.75 |
0.2% |
4,448.00 |
| Low |
4,484.50 |
4,509.25 |
24.75 |
0.6% |
4,331.75 |
| Close |
4,517.50 |
4,536.50 |
19.00 |
0.4% |
4,408.25 |
| Range |
45.25 |
30.25 |
-15.00 |
-33.1% |
116.25 |
| ATR |
66.42 |
63.84 |
-2.58 |
-3.9% |
0.00 |
| Volume |
156,246 |
187,307 |
31,061 |
19.9% |
1,502,040 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,619.25 |
4,608.00 |
4,553.25 |
|
| R3 |
4,589.00 |
4,577.75 |
4,544.75 |
|
| R2 |
4,558.75 |
4,558.75 |
4,542.00 |
|
| R1 |
4,547.50 |
4,547.50 |
4,539.25 |
4,553.00 |
| PP |
4,528.50 |
4,528.50 |
4,528.50 |
4,531.25 |
| S1 |
4,517.25 |
4,517.25 |
4,533.75 |
4,523.00 |
| S2 |
4,498.25 |
4,498.25 |
4,531.00 |
|
| S3 |
4,468.00 |
4,487.00 |
4,528.25 |
|
| S4 |
4,437.75 |
4,456.75 |
4,519.75 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,744.75 |
4,692.75 |
4,472.25 |
|
| R3 |
4,628.50 |
4,576.50 |
4,440.25 |
|
| R2 |
4,512.25 |
4,512.25 |
4,429.50 |
|
| R1 |
4,460.25 |
4,460.25 |
4,419.00 |
4,486.25 |
| PP |
4,396.00 |
4,396.00 |
4,396.00 |
4,409.00 |
| S1 |
4,344.00 |
4,344.00 |
4,397.50 |
4,370.00 |
| S2 |
4,279.75 |
4,279.75 |
4,387.00 |
|
| S3 |
4,163.50 |
4,227.75 |
4,376.25 |
|
| S4 |
4,047.25 |
4,111.50 |
4,344.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,539.50 |
4,331.75 |
207.75 |
4.6% |
70.25 |
1.6% |
99% |
True |
False |
210,052 |
| 10 |
4,539.50 |
4,331.75 |
207.75 |
4.6% |
72.75 |
1.6% |
99% |
True |
False |
240,177 |
| 20 |
4,555.25 |
4,331.75 |
223.50 |
4.9% |
62.25 |
1.4% |
92% |
False |
False |
227,284 |
| 40 |
4,555.25 |
4,331.75 |
223.50 |
4.9% |
55.75 |
1.2% |
92% |
False |
False |
134,140 |
| 60 |
4,555.25 |
4,331.75 |
223.50 |
4.9% |
53.75 |
1.2% |
92% |
False |
False |
89,450 |
| 80 |
4,555.25 |
4,253.50 |
301.75 |
6.7% |
52.25 |
1.2% |
94% |
False |
False |
67,102 |
| 100 |
4,555.25 |
4,253.50 |
301.75 |
6.7% |
45.00 |
1.0% |
94% |
False |
False |
53,682 |
| 120 |
4,555.25 |
4,100.00 |
455.25 |
10.0% |
39.75 |
0.9% |
96% |
False |
False |
44,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,668.00 |
|
2.618 |
4,618.75 |
|
1.618 |
4,588.50 |
|
1.000 |
4,569.75 |
|
0.618 |
4,558.25 |
|
HIGH |
4,539.50 |
|
0.618 |
4,528.00 |
|
0.500 |
4,524.50 |
|
0.382 |
4,520.75 |
|
LOW |
4,509.25 |
|
0.618 |
4,490.50 |
|
1.000 |
4,479.00 |
|
1.618 |
4,460.25 |
|
2.618 |
4,430.00 |
|
4.250 |
4,380.75 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,532.50 |
4,509.75 |
| PP |
4,528.50 |
4,482.75 |
| S1 |
4,524.50 |
4,456.00 |
|