| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,326.0 |
11,514.0 |
188.0 |
1.7% |
10,757.0 |
| High |
11,517.0 |
11,548.5 |
31.5 |
0.3% |
11,403.0 |
| Low |
11,254.0 |
11,415.5 |
161.5 |
1.4% |
10,650.0 |
| Close |
11,486.0 |
11,511.0 |
25.0 |
0.2% |
11,340.0 |
| Range |
263.0 |
133.0 |
-130.0 |
-49.4% |
753.0 |
| ATR |
280.9 |
270.4 |
-10.6 |
-3.8% |
0.0 |
| Volume |
70,077 |
64,704 |
-5,373 |
-7.7% |
606,046 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,890.7 |
11,833.8 |
11,584.2 |
|
| R3 |
11,757.7 |
11,700.8 |
11,547.6 |
|
| R2 |
11,624.7 |
11,624.7 |
11,535.4 |
|
| R1 |
11,567.8 |
11,567.8 |
11,523.2 |
11,529.8 |
| PP |
11,491.7 |
11,491.7 |
11,491.7 |
11,472.6 |
| S1 |
11,434.8 |
11,434.8 |
11,498.8 |
11,396.8 |
| S2 |
11,358.7 |
11,358.7 |
11,486.6 |
|
| S3 |
11,225.7 |
11,301.8 |
11,474.4 |
|
| S4 |
11,092.7 |
11,168.8 |
11,437.9 |
|
|
| 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 |
11,548.5 |
10,650.0 |
898.5 |
7.8% |
212.5 |
1.8% |
96% |
True |
False |
92,274 |
| 10 |
11,548.5 |
10,650.0 |
898.5 |
7.8% |
233.4 |
2.0% |
96% |
True |
False |
100,874 |
| 20 |
11,643.0 |
10,650.0 |
993.0 |
8.6% |
256.5 |
2.2% |
87% |
False |
False |
109,917 |
| 40 |
11,934.0 |
10,650.0 |
1,284.0 |
11.2% |
231.9 |
2.0% |
67% |
False |
False |
59,473 |
| 60 |
12,099.5 |
10,650.0 |
1,449.5 |
12.6% |
244.7 |
2.1% |
59% |
False |
False |
39,857 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.5% |
226.6 |
2.0% |
48% |
False |
False |
29,978 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.5% |
204.9 |
1.8% |
48% |
False |
False |
23,998 |
| 120 |
12,428.5 |
10,175.0 |
2,253.5 |
19.6% |
186.7 |
1.6% |
59% |
False |
False |
20,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,113.8 |
|
2.618 |
11,896.7 |
|
1.618 |
11,763.7 |
|
1.000 |
11,681.5 |
|
0.618 |
11,630.7 |
|
HIGH |
11,548.5 |
|
0.618 |
11,497.7 |
|
0.500 |
11,482.0 |
|
0.382 |
11,466.3 |
|
LOW |
11,415.5 |
|
0.618 |
11,333.3 |
|
1.000 |
11,282.5 |
|
1.618 |
11,200.3 |
|
2.618 |
11,067.3 |
|
4.250 |
10,850.3 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,501.3 |
11,456.7 |
| PP |
11,491.7 |
11,402.3 |
| S1 |
11,482.0 |
11,348.0 |
|