| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,206.0 |
11,326.0 |
120.0 |
1.1% |
10,757.0 |
| High |
11,403.0 |
11,517.0 |
114.0 |
1.0% |
11,403.0 |
| Low |
11,147.5 |
11,254.0 |
106.5 |
1.0% |
10,650.0 |
| Close |
11,340.0 |
11,486.0 |
146.0 |
1.3% |
11,340.0 |
| Range |
255.5 |
263.0 |
7.5 |
2.9% |
753.0 |
| ATR |
282.3 |
280.9 |
-1.4 |
-0.5% |
0.0 |
| Volume |
101,876 |
70,077 |
-31,799 |
-31.2% |
606,046 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,208.0 |
12,110.0 |
11,630.7 |
|
| R3 |
11,945.0 |
11,847.0 |
11,558.3 |
|
| R2 |
11,682.0 |
11,682.0 |
11,534.2 |
|
| R1 |
11,584.0 |
11,584.0 |
11,510.1 |
11,633.0 |
| PP |
11,419.0 |
11,419.0 |
11,419.0 |
11,443.5 |
| S1 |
11,321.0 |
11,321.0 |
11,461.9 |
11,370.0 |
| S2 |
11,156.0 |
11,156.0 |
11,437.8 |
|
| S3 |
10,893.0 |
11,058.0 |
11,413.7 |
|
| S4 |
10,630.0 |
10,795.0 |
11,341.4 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,390.0 |
13,118.0 |
11,754.2 |
|
| R3 |
12,637.0 |
12,365.0 |
11,547.1 |
|
| R2 |
11,884.0 |
11,884.0 |
11,478.1 |
|
| R1 |
11,612.0 |
11,612.0 |
11,409.0 |
11,748.0 |
| PP |
11,131.0 |
11,131.0 |
11,131.0 |
11,199.0 |
| S1 |
10,859.0 |
10,859.0 |
11,271.0 |
10,995.0 |
| S2 |
10,378.0 |
10,378.0 |
11,202.0 |
|
| S3 |
9,625.0 |
10,106.0 |
11,132.9 |
|
| S4 |
8,872.0 |
9,353.0 |
10,925.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,517.0 |
10,650.0 |
867.0 |
7.5% |
243.9 |
2.1% |
96% |
True |
False |
107,279 |
| 10 |
11,517.0 |
10,650.0 |
867.0 |
7.5% |
265.3 |
2.3% |
96% |
True |
False |
111,286 |
| 20 |
11,643.0 |
10,650.0 |
993.0 |
8.6% |
257.9 |
2.2% |
84% |
False |
False |
110,291 |
| 40 |
11,934.0 |
10,650.0 |
1,284.0 |
11.2% |
234.4 |
2.0% |
65% |
False |
False |
57,861 |
| 60 |
12,250.0 |
10,650.0 |
1,600.0 |
13.9% |
246.7 |
2.1% |
52% |
False |
False |
38,786 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.5% |
228.2 |
2.0% |
47% |
False |
False |
29,172 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.5% |
204.8 |
1.8% |
47% |
False |
False |
23,351 |
| 120 |
12,428.5 |
10,175.0 |
2,253.5 |
19.6% |
185.8 |
1.6% |
58% |
False |
False |
19,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,634.8 |
|
2.618 |
12,205.5 |
|
1.618 |
11,942.5 |
|
1.000 |
11,780.0 |
|
0.618 |
11,679.5 |
|
HIGH |
11,517.0 |
|
0.618 |
11,416.5 |
|
0.500 |
11,385.5 |
|
0.382 |
11,354.5 |
|
LOW |
11,254.0 |
|
0.618 |
11,091.5 |
|
1.000 |
10,991.0 |
|
1.618 |
10,828.5 |
|
2.618 |
10,565.5 |
|
4.250 |
10,136.3 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,452.5 |
11,373.6 |
| PP |
11,419.0 |
11,261.2 |
| S1 |
11,385.5 |
11,148.8 |
|