| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
10,905.5 |
10,761.0 |
-144.5 |
-1.3% |
10,955.0 |
| High |
10,949.5 |
10,806.0 |
-143.5 |
-1.3% |
11,293.0 |
| Low |
10,659.5 |
10,650.0 |
-9.5 |
-0.1% |
10,841.0 |
| Close |
10,668.0 |
10,751.0 |
83.0 |
0.8% |
11,100.0 |
| Range |
290.0 |
156.0 |
-134.0 |
-46.2% |
452.0 |
| ATR |
282.2 |
273.2 |
-9.0 |
-3.2% |
0.0 |
| Volume |
139,728 |
110,029 |
-29,699 |
-21.3% |
436,744 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,203.7 |
11,133.3 |
10,836.8 |
|
| R3 |
11,047.7 |
10,977.3 |
10,793.9 |
|
| R2 |
10,891.7 |
10,891.7 |
10,779.6 |
|
| R1 |
10,821.3 |
10,821.3 |
10,765.3 |
10,778.5 |
| PP |
10,735.7 |
10,735.7 |
10,735.7 |
10,714.3 |
| S1 |
10,665.3 |
10,665.3 |
10,736.7 |
10,622.5 |
| S2 |
10,579.7 |
10,579.7 |
10,722.4 |
|
| S3 |
10,423.7 |
10,509.3 |
10,708.1 |
|
| S4 |
10,267.7 |
10,353.3 |
10,665.2 |
|
|
| 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 |
10,650.0 |
637.5 |
5.9% |
236.9 |
2.2% |
16% |
False |
True |
104,422 |
| 10 |
11,610.0 |
10,650.0 |
960.0 |
8.9% |
256.1 |
2.4% |
11% |
False |
True |
119,492 |
| 20 |
11,643.0 |
10,650.0 |
993.0 |
9.2% |
262.7 |
2.4% |
10% |
False |
True |
100,310 |
| 40 |
11,934.0 |
10,650.0 |
1,284.0 |
11.9% |
237.5 |
2.2% |
8% |
False |
True |
50,754 |
| 60 |
12,428.5 |
10,650.0 |
1,778.5 |
16.5% |
239.9 |
2.2% |
6% |
False |
True |
34,021 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
16.5% |
225.1 |
2.1% |
6% |
False |
True |
25,594 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
16.5% |
198.4 |
1.8% |
6% |
False |
True |
20,485 |
| 120 |
12,428.5 |
9,790.0 |
2,638.5 |
24.5% |
183.7 |
1.7% |
36% |
False |
False |
17,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,469.0 |
|
2.618 |
11,214.4 |
|
1.618 |
11,058.4 |
|
1.000 |
10,962.0 |
|
0.618 |
10,902.4 |
|
HIGH |
10,806.0 |
|
0.618 |
10,746.4 |
|
0.500 |
10,728.0 |
|
0.382 |
10,709.6 |
|
LOW |
10,650.0 |
|
0.618 |
10,553.6 |
|
1.000 |
10,494.0 |
|
1.618 |
10,397.6 |
|
2.618 |
10,241.6 |
|
4.250 |
9,987.0 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,743.3 |
10,823.5 |
| PP |
10,735.7 |
10,799.3 |
| S1 |
10,728.0 |
10,775.2 |
|