| 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 |
2,085.75 |
2,094.00 |
8.25 |
0.4% |
2,061.00 |
| High |
2,097.50 |
2,099.50 |
2.00 |
0.1% |
2,070.00 |
| Low |
2,082.75 |
2,087.75 |
5.00 |
0.2% |
2,022.50 |
| Close |
2,094.25 |
2,096.50 |
2.25 |
0.1% |
2,061.25 |
| Range |
14.75 |
11.75 |
-3.00 |
-20.3% |
47.50 |
| ATR |
25.84 |
24.84 |
-1.01 |
-3.9% |
0.00 |
| Volume |
1,544 |
2,605 |
1,061 |
68.7% |
16,236 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.75 |
2,125.00 |
2,103.00 |
|
| R3 |
2,118.00 |
2,113.25 |
2,099.75 |
|
| R2 |
2,106.25 |
2,106.25 |
2,098.75 |
|
| R1 |
2,101.50 |
2,101.50 |
2,097.50 |
2,104.00 |
| PP |
2,094.50 |
2,094.50 |
2,094.50 |
2,095.75 |
| S1 |
2,089.75 |
2,089.75 |
2,095.50 |
2,092.00 |
| S2 |
2,082.75 |
2,082.75 |
2,094.25 |
|
| S3 |
2,071.00 |
2,078.00 |
2,093.25 |
|
| S4 |
2,059.25 |
2,066.25 |
2,090.00 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.75 |
2,175.00 |
2,087.50 |
|
| R3 |
2,146.25 |
2,127.50 |
2,074.25 |
|
| R2 |
2,098.75 |
2,098.75 |
2,070.00 |
|
| R1 |
2,080.00 |
2,080.00 |
2,065.50 |
2,089.50 |
| PP |
2,051.25 |
2,051.25 |
2,051.25 |
2,056.00 |
| S1 |
2,032.50 |
2,032.50 |
2,057.00 |
2,042.00 |
| S2 |
2,003.75 |
2,003.75 |
2,052.50 |
|
| S3 |
1,956.25 |
1,985.00 |
2,048.25 |
|
| S4 |
1,908.75 |
1,937.50 |
2,035.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,099.50 |
2,030.50 |
69.00 |
3.3% |
25.25 |
1.2% |
96% |
True |
False |
3,086 |
| 10 |
2,099.50 |
2,022.50 |
77.00 |
3.7% |
28.25 |
1.3% |
96% |
True |
False |
3,051 |
| 20 |
2,114.25 |
2,022.50 |
91.75 |
4.4% |
24.50 |
1.2% |
81% |
False |
False |
2,408 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
20.50 |
1.0% |
77% |
False |
False |
1,668 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.75 |
0.9% |
77% |
False |
False |
1,217 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.50 |
0.9% |
77% |
False |
False |
930 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
18.00 |
0.9% |
78% |
False |
False |
749 |
| 120 |
2,118.50 |
1,956.25 |
162.25 |
7.7% |
17.50 |
0.8% |
86% |
False |
False |
641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.50 |
|
2.618 |
2,130.25 |
|
1.618 |
2,118.50 |
|
1.000 |
2,111.25 |
|
0.618 |
2,106.75 |
|
HIGH |
2,099.50 |
|
0.618 |
2,095.00 |
|
0.500 |
2,093.50 |
|
0.382 |
2,092.25 |
|
LOW |
2,087.75 |
|
0.618 |
2,080.50 |
|
1.000 |
2,076.00 |
|
1.618 |
2,068.75 |
|
2.618 |
2,057.00 |
|
4.250 |
2,037.75 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.50 |
2,088.50 |
| PP |
2,094.50 |
2,080.50 |
| S1 |
2,093.50 |
2,072.50 |
|