| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
10,757.0 |
10,905.5 |
148.5 |
1.4% |
10,955.0 |
| High |
10,997.0 |
10,949.5 |
-47.5 |
-0.4% |
11,293.0 |
| Low |
10,727.5 |
10,659.5 |
-68.0 |
-0.6% |
10,841.0 |
| Close |
10,878.0 |
10,668.0 |
-210.0 |
-1.9% |
11,100.0 |
| Range |
269.5 |
290.0 |
20.5 |
7.6% |
452.0 |
| ATR |
281.6 |
282.2 |
0.6 |
0.2% |
0.0 |
| Volume |
139,728 |
139,728 |
0 |
0.0% |
436,744 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,629.0 |
11,438.5 |
10,827.5 |
|
| R3 |
11,339.0 |
11,148.5 |
10,747.8 |
|
| R2 |
11,049.0 |
11,049.0 |
10,721.2 |
|
| R1 |
10,858.5 |
10,858.5 |
10,694.6 |
10,808.8 |
| PP |
10,759.0 |
10,759.0 |
10,759.0 |
10,734.1 |
| S1 |
10,568.5 |
10,568.5 |
10,641.4 |
10,518.8 |
| S2 |
10,469.0 |
10,469.0 |
10,614.8 |
|
| S3 |
10,179.0 |
10,278.5 |
10,588.3 |
|
| S4 |
9,889.0 |
9,988.5 |
10,508.5 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,434.0 |
12,219.0 |
11,348.6 |
|
| R3 |
11,982.0 |
11,767.0 |
11,224.3 |
|
| R2 |
11,530.0 |
11,530.0 |
11,182.9 |
|
| R1 |
11,315.0 |
11,315.0 |
11,141.4 |
11,422.5 |
| PP |
11,078.0 |
11,078.0 |
11,078.0 |
11,131.8 |
| S1 |
10,863.0 |
10,863.0 |
11,058.6 |
10,970.5 |
| S2 |
10,626.0 |
10,626.0 |
11,017.1 |
|
| S3 |
10,174.0 |
10,411.0 |
10,975.7 |
|
| S4 |
9,722.0 |
9,959.0 |
10,851.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,287.5 |
10,659.5 |
628.0 |
5.9% |
254.2 |
2.4% |
1% |
False |
True |
109,475 |
| 10 |
11,643.0 |
10,659.5 |
983.5 |
9.2% |
252.6 |
2.4% |
1% |
False |
True |
120,470 |
| 20 |
11,643.0 |
10,659.5 |
983.5 |
9.2% |
265.0 |
2.5% |
1% |
False |
True |
94,923 |
| 40 |
11,934.0 |
10,659.5 |
1,274.5 |
11.9% |
236.4 |
2.2% |
1% |
False |
True |
48,009 |
| 60 |
12,428.5 |
10,659.5 |
1,769.0 |
16.6% |
240.4 |
2.3% |
0% |
False |
True |
32,191 |
| 80 |
12,428.5 |
10,659.5 |
1,769.0 |
16.6% |
226.1 |
2.1% |
0% |
False |
True |
24,224 |
| 100 |
12,428.5 |
10,659.5 |
1,769.0 |
16.6% |
196.8 |
1.8% |
0% |
False |
True |
19,384 |
| 120 |
12,428.5 |
9,790.0 |
2,638.5 |
24.7% |
183.3 |
1.7% |
33% |
False |
False |
16,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,182.0 |
|
2.618 |
11,708.7 |
|
1.618 |
11,418.7 |
|
1.000 |
11,239.5 |
|
0.618 |
11,128.7 |
|
HIGH |
10,949.5 |
|
0.618 |
10,838.7 |
|
0.500 |
10,804.5 |
|
0.382 |
10,770.3 |
|
LOW |
10,659.5 |
|
0.618 |
10,480.3 |
|
1.000 |
10,369.5 |
|
1.618 |
10,190.3 |
|
2.618 |
9,900.3 |
|
4.250 |
9,427.0 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,804.5 |
10,945.3 |
| PP |
10,759.0 |
10,852.8 |
| S1 |
10,713.5 |
10,760.4 |
|