| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
10,761.0 |
10,806.0 |
45.0 |
0.4% |
10,955.0 |
| High |
10,806.0 |
11,035.5 |
229.5 |
2.1% |
11,293.0 |
| Low |
10,650.0 |
10,780.5 |
130.5 |
1.2% |
10,841.0 |
| Close |
10,751.0 |
11,013.0 |
262.0 |
2.4% |
11,100.0 |
| Range |
156.0 |
255.0 |
99.0 |
63.5% |
452.0 |
| ATR |
273.2 |
274.0 |
0.8 |
0.3% |
0.0 |
| Volume |
110,029 |
114,685 |
4,656 |
4.2% |
436,744 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,708.0 |
11,615.5 |
11,153.3 |
|
| R3 |
11,453.0 |
11,360.5 |
11,083.1 |
|
| R2 |
11,198.0 |
11,198.0 |
11,059.8 |
|
| R1 |
11,105.5 |
11,105.5 |
11,036.4 |
11,151.8 |
| PP |
10,943.0 |
10,943.0 |
10,943.0 |
10,966.1 |
| S1 |
10,850.5 |
10,850.5 |
10,989.6 |
10,896.8 |
| S2 |
10,688.0 |
10,688.0 |
10,966.3 |
|
| S3 |
10,433.0 |
10,595.5 |
10,942.9 |
|
| S4 |
10,178.0 |
10,340.5 |
10,872.8 |
|
|
| 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 |
11,231.0 |
10,650.0 |
581.0 |
5.3% |
226.1 |
2.1% |
62% |
False |
False |
113,446 |
| 10 |
11,610.0 |
10,650.0 |
960.0 |
8.7% |
258.8 |
2.3% |
38% |
False |
False |
119,378 |
| 20 |
11,643.0 |
10,650.0 |
993.0 |
9.0% |
257.3 |
2.3% |
37% |
False |
False |
105,129 |
| 40 |
11,934.0 |
10,650.0 |
1,284.0 |
11.7% |
237.4 |
2.2% |
28% |
False |
False |
53,591 |
| 60 |
12,368.5 |
10,650.0 |
1,718.5 |
15.6% |
242.3 |
2.2% |
21% |
False |
False |
35,928 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
16.1% |
227.7 |
2.1% |
20% |
False |
False |
27,026 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
16.1% |
200.4 |
1.8% |
20% |
False |
False |
21,631 |
| 120 |
12,428.5 |
10,030.0 |
2,398.5 |
21.8% |
183.7 |
1.7% |
41% |
False |
False |
18,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,119.3 |
|
2.618 |
11,703.1 |
|
1.618 |
11,448.1 |
|
1.000 |
11,290.5 |
|
0.618 |
11,193.1 |
|
HIGH |
11,035.5 |
|
0.618 |
10,938.1 |
|
0.500 |
10,908.0 |
|
0.382 |
10,877.9 |
|
LOW |
10,780.5 |
|
0.618 |
10,622.9 |
|
1.000 |
10,525.5 |
|
1.618 |
10,367.9 |
|
2.618 |
10,112.9 |
|
4.250 |
9,696.8 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,978.0 |
10,956.3 |
| PP |
10,943.0 |
10,899.5 |
| S1 |
10,908.0 |
10,842.8 |
|