| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1,262.6 |
1,257.3 |
-5.3 |
-0.4% |
1,236.2 |
| High |
1,266.5 |
1,264.3 |
-2.2 |
-0.2% |
1,274.2 |
| Low |
1,253.8 |
1,247.1 |
-6.7 |
-0.5% |
1,233.0 |
| Close |
1,258.1 |
1,251.6 |
-6.5 |
-0.5% |
1,263.0 |
| Range |
12.7 |
17.2 |
4.5 |
35.4% |
41.2 |
| ATR |
16.8 |
16.9 |
0.0 |
0.2% |
0.0 |
| Volume |
68,899 |
79,786 |
10,887 |
15.8% |
321,538 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,306.0 |
1,296.0 |
1,261.0 |
|
| R3 |
1,288.8 |
1,278.8 |
1,256.3 |
|
| R2 |
1,271.5 |
1,271.5 |
1,254.8 |
|
| R1 |
1,261.5 |
1,261.5 |
1,253.3 |
1,258.0 |
| PP |
1,254.3 |
1,254.3 |
1,254.3 |
1,252.5 |
| S1 |
1,244.3 |
1,244.3 |
1,250.0 |
1,240.8 |
| S2 |
1,237.3 |
1,237.3 |
1,248.5 |
|
| S3 |
1,220.0 |
1,227.3 |
1,246.8 |
|
| S4 |
1,202.8 |
1,210.0 |
1,242.3 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.3 |
1,362.8 |
1,285.8 |
|
| R3 |
1,339.3 |
1,321.8 |
1,274.3 |
|
| R2 |
1,298.0 |
1,298.0 |
1,270.5 |
|
| R1 |
1,280.5 |
1,280.5 |
1,266.8 |
1,289.3 |
| PP |
1,256.8 |
1,256.8 |
1,256.8 |
1,261.0 |
| S1 |
1,239.3 |
1,239.3 |
1,259.3 |
1,248.0 |
| S2 |
1,215.5 |
1,215.5 |
1,255.5 |
|
| S3 |
1,174.3 |
1,198.0 |
1,251.8 |
|
| S4 |
1,133.3 |
1,156.8 |
1,240.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,274.2 |
1,247.1 |
27.1 |
2.2% |
13.3 |
1.0% |
17% |
False |
True |
68,521 |
| 10 |
1,274.2 |
1,218.1 |
56.1 |
4.5% |
16.3 |
1.3% |
60% |
False |
False |
78,959 |
| 20 |
1,292.3 |
1,218.1 |
74.2 |
5.9% |
17.5 |
1.4% |
45% |
False |
False |
86,710 |
| 40 |
1,292.3 |
1,218.1 |
74.2 |
5.9% |
15.8 |
1.3% |
45% |
False |
False |
67,428 |
| 60 |
1,292.3 |
1,201.0 |
91.3 |
7.3% |
13.0 |
1.0% |
55% |
False |
False |
44,958 |
| 80 |
1,292.3 |
1,201.0 |
91.3 |
7.3% |
10.3 |
0.8% |
55% |
False |
False |
33,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,337.5 |
|
2.618 |
1,309.3 |
|
1.618 |
1,292.3 |
|
1.000 |
1,281.5 |
|
0.618 |
1,275.0 |
|
HIGH |
1,264.3 |
|
0.618 |
1,257.8 |
|
0.500 |
1,255.8 |
|
0.382 |
1,253.8 |
|
LOW |
1,247.0 |
|
0.618 |
1,236.5 |
|
1.000 |
1,230.0 |
|
1.618 |
1,219.3 |
|
2.618 |
1,202.0 |
|
4.250 |
1,174.0 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,255.8 |
1,259.8 |
| PP |
1,254.3 |
1,257.0 |
| S1 |
1,253.0 |
1,254.3 |
|