| 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 |
3,555.0 |
3,585.0 |
30.0 |
0.8% |
3,680.0 |
| High |
3,597.0 |
3,601.0 |
4.0 |
0.1% |
3,714.0 |
| Low |
3,543.0 |
3,551.0 |
8.0 |
0.2% |
3,575.0 |
| Close |
3,572.0 |
3,578.0 |
6.0 |
0.2% |
3,599.0 |
| Range |
54.0 |
50.0 |
-4.0 |
-7.4% |
139.0 |
| ATR |
74.3 |
72.5 |
-1.7 |
-2.3% |
0.0 |
| Volume |
814,053 |
822,498 |
8,445 |
1.0% |
4,288,943 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,726.7 |
3,702.3 |
3,605.5 |
|
| R3 |
3,676.7 |
3,652.3 |
3,591.8 |
|
| R2 |
3,626.7 |
3,626.7 |
3,587.2 |
|
| R1 |
3,602.3 |
3,602.3 |
3,582.6 |
3,589.5 |
| PP |
3,576.7 |
3,576.7 |
3,576.7 |
3,570.3 |
| S1 |
3,552.3 |
3,552.3 |
3,573.4 |
3,539.5 |
| S2 |
3,526.7 |
3,526.7 |
3,568.8 |
|
| S3 |
3,476.7 |
3,502.3 |
3,564.3 |
|
| S4 |
3,426.7 |
3,452.3 |
3,550.5 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,046.3 |
3,961.7 |
3,675.5 |
|
| R3 |
3,907.3 |
3,822.7 |
3,637.2 |
|
| R2 |
3,768.3 |
3,768.3 |
3,624.5 |
|
| R1 |
3,683.7 |
3,683.7 |
3,611.7 |
3,656.5 |
| PP |
3,629.3 |
3,629.3 |
3,629.3 |
3,615.8 |
| S1 |
3,544.7 |
3,544.7 |
3,586.3 |
3,517.5 |
| S2 |
3,490.3 |
3,490.3 |
3,573.5 |
|
| S3 |
3,351.3 |
3,405.7 |
3,560.8 |
|
| S4 |
3,212.3 |
3,266.7 |
3,522.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,652.0 |
3,502.0 |
150.0 |
4.2% |
63.4 |
1.8% |
51% |
False |
False |
904,224 |
| 10 |
3,714.0 |
3,502.0 |
212.0 |
5.9% |
54.3 |
1.5% |
36% |
False |
False |
824,683 |
| 20 |
3,714.0 |
3,280.0 |
434.0 |
12.1% |
65.1 |
1.8% |
69% |
False |
False |
1,062,733 |
| 40 |
3,714.0 |
3,280.0 |
434.0 |
12.1% |
75.1 |
2.1% |
69% |
False |
False |
1,046,547 |
| 60 |
3,714.0 |
3,280.0 |
434.0 |
12.1% |
71.6 |
2.0% |
69% |
False |
False |
701,542 |
| 80 |
3,761.0 |
3,280.0 |
481.0 |
13.4% |
69.4 |
1.9% |
62% |
False |
False |
526,895 |
| 100 |
3,761.0 |
3,280.0 |
481.0 |
13.4% |
62.6 |
1.7% |
62% |
False |
False |
421,908 |
| 120 |
3,761.0 |
3,263.0 |
498.0 |
13.9% |
54.1 |
1.5% |
63% |
False |
False |
351,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,813.5 |
|
2.618 |
3,731.9 |
|
1.618 |
3,681.9 |
|
1.000 |
3,651.0 |
|
0.618 |
3,631.9 |
|
HIGH |
3,601.0 |
|
0.618 |
3,581.9 |
|
0.500 |
3,576.0 |
|
0.382 |
3,570.1 |
|
LOW |
3,551.0 |
|
0.618 |
3,520.1 |
|
1.000 |
3,501.0 |
|
1.618 |
3,470.1 |
|
2.618 |
3,420.1 |
|
4.250 |
3,338.5 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,577.3 |
3,572.2 |
| PP |
3,576.7 |
3,566.3 |
| S1 |
3,576.0 |
3,560.5 |
|