| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,514.0 |
11,535.0 |
21.0 |
0.2% |
10,757.0 |
| High |
11,548.5 |
11,571.5 |
23.0 |
0.2% |
11,403.0 |
| Low |
11,415.5 |
11,478.0 |
62.5 |
0.5% |
10,650.0 |
| Close |
11,511.0 |
11,553.5 |
42.5 |
0.4% |
11,340.0 |
| Range |
133.0 |
93.5 |
-39.5 |
-29.7% |
753.0 |
| ATR |
270.4 |
257.7 |
-12.6 |
-4.7% |
0.0 |
| Volume |
64,704 |
89,608 |
24,904 |
38.5% |
606,046 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,814.8 |
11,777.7 |
11,604.9 |
|
| R3 |
11,721.3 |
11,684.2 |
11,579.2 |
|
| R2 |
11,627.8 |
11,627.8 |
11,570.6 |
|
| R1 |
11,590.7 |
11,590.7 |
11,562.1 |
11,609.3 |
| PP |
11,534.3 |
11,534.3 |
11,534.3 |
11,543.6 |
| S1 |
11,497.2 |
11,497.2 |
11,544.9 |
11,515.8 |
| S2 |
11,440.8 |
11,440.8 |
11,536.4 |
|
| S3 |
11,347.3 |
11,403.7 |
11,527.8 |
|
| S4 |
11,253.8 |
11,310.2 |
11,502.1 |
|
|
| 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 |
11,571.5 |
10,780.5 |
791.0 |
6.8% |
200.0 |
1.7% |
98% |
True |
False |
88,190 |
| 10 |
11,571.5 |
10,650.0 |
921.5 |
8.0% |
218.5 |
1.9% |
98% |
True |
False |
96,306 |
| 20 |
11,643.0 |
10,650.0 |
993.0 |
8.6% |
247.3 |
2.1% |
91% |
False |
False |
110,754 |
| 40 |
11,934.0 |
10,650.0 |
1,284.0 |
11.1% |
228.0 |
2.0% |
70% |
False |
False |
61,701 |
| 60 |
12,099.5 |
10,650.0 |
1,449.5 |
12.5% |
240.1 |
2.1% |
62% |
False |
False |
41,345 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.4% |
225.5 |
2.0% |
51% |
False |
False |
31,087 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.4% |
205.8 |
1.8% |
51% |
False |
False |
24,894 |
| 120 |
12,428.5 |
10,288.0 |
2,140.5 |
18.5% |
186.2 |
1.6% |
59% |
False |
False |
20,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,968.9 |
|
2.618 |
11,816.3 |
|
1.618 |
11,722.8 |
|
1.000 |
11,665.0 |
|
0.618 |
11,629.3 |
|
HIGH |
11,571.5 |
|
0.618 |
11,535.8 |
|
0.500 |
11,524.8 |
|
0.382 |
11,513.7 |
|
LOW |
11,478.0 |
|
0.618 |
11,420.2 |
|
1.000 |
11,384.5 |
|
1.618 |
11,326.7 |
|
2.618 |
11,233.2 |
|
4.250 |
11,080.6 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,543.9 |
11,506.6 |
| PP |
11,534.3 |
11,459.7 |
| S1 |
11,524.8 |
11,412.8 |
|