| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1,157.5 |
1,149.9 |
-7.6 |
-0.7% |
1,174.2 |
| High |
1,157.9 |
1,149.9 |
-8.0 |
-0.7% |
1,175.7 |
| Low |
1,144.0 |
1,142.7 |
-1.3 |
-0.1% |
1,148.5 |
| Close |
1,149.6 |
1,146.0 |
-3.6 |
-0.3% |
1,160.2 |
| Range |
13.9 |
7.2 |
-6.7 |
-48.2% |
27.2 |
| ATR |
12.9 |
12.5 |
-0.4 |
-3.1% |
0.0 |
| Volume |
16,576 |
30,533 |
13,957 |
84.2% |
65,707 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,167.8 |
1,164.1 |
1,150.0 |
|
| R3 |
1,160.6 |
1,156.9 |
1,148.0 |
|
| R2 |
1,153.4 |
1,153.4 |
1,147.3 |
|
| R1 |
1,149.7 |
1,149.7 |
1,146.7 |
1,148.0 |
| PP |
1,146.2 |
1,146.2 |
1,146.2 |
1,145.3 |
| S1 |
1,142.5 |
1,142.5 |
1,145.3 |
1,140.8 |
| S2 |
1,139.0 |
1,139.0 |
1,144.7 |
|
| S3 |
1,131.8 |
1,135.3 |
1,144.0 |
|
| S4 |
1,124.6 |
1,128.1 |
1,142.0 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,243.1 |
1,228.8 |
1,175.2 |
|
| R3 |
1,215.9 |
1,201.6 |
1,167.7 |
|
| R2 |
1,188.7 |
1,188.7 |
1,165.2 |
|
| R1 |
1,174.4 |
1,174.4 |
1,162.7 |
1,168.0 |
| PP |
1,161.5 |
1,161.5 |
1,161.5 |
1,158.2 |
| S1 |
1,147.2 |
1,147.2 |
1,157.7 |
1,140.8 |
| S2 |
1,134.3 |
1,134.3 |
1,155.2 |
|
| S3 |
1,107.1 |
1,120.0 |
1,152.7 |
|
| S4 |
1,079.9 |
1,092.8 |
1,145.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,166.8 |
1,142.7 |
24.1 |
2.1% |
9.8 |
0.9% |
14% |
False |
True |
22,030 |
| 10 |
1,175.7 |
1,142.7 |
33.0 |
2.9% |
12.4 |
1.1% |
10% |
False |
True |
16,229 |
| 20 |
1,207.3 |
1,142.7 |
64.6 |
5.6% |
12.1 |
1.1% |
5% |
False |
True |
9,772 |
| 40 |
1,217.0 |
1,142.7 |
74.3 |
6.5% |
12.2 |
1.1% |
4% |
False |
True |
6,597 |
| 60 |
1,234.0 |
1,142.7 |
91.3 |
8.0% |
13.4 |
1.2% |
4% |
False |
True |
5,429 |
| 80 |
1,234.0 |
1,142.7 |
91.3 |
8.0% |
13.4 |
1.2% |
4% |
False |
True |
4,727 |
| 100 |
1,234.0 |
1,142.7 |
91.3 |
8.0% |
13.6 |
1.2% |
4% |
False |
True |
4,217 |
| 120 |
1,302.1 |
1,142.7 |
159.4 |
13.9% |
14.4 |
1.3% |
2% |
False |
True |
3,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,180.5 |
|
2.618 |
1,168.7 |
|
1.618 |
1,161.5 |
|
1.000 |
1,157.1 |
|
0.618 |
1,154.3 |
|
HIGH |
1,149.9 |
|
0.618 |
1,147.1 |
|
0.500 |
1,146.3 |
|
0.382 |
1,145.5 |
|
LOW |
1,142.7 |
|
0.618 |
1,138.3 |
|
1.000 |
1,135.5 |
|
1.618 |
1,131.1 |
|
2.618 |
1,123.9 |
|
4.250 |
1,112.1 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,146.3 |
1,151.9 |
| PP |
1,146.2 |
1,149.9 |
| S1 |
1,146.1 |
1,148.0 |
|