| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,535.0 |
11,623.0 |
88.0 |
0.8% |
10,757.0 |
| High |
11,571.5 |
11,791.5 |
220.0 |
1.9% |
11,403.0 |
| Low |
11,478.0 |
11,603.5 |
125.5 |
1.1% |
10,650.0 |
| Close |
11,553.5 |
11,730.5 |
177.0 |
1.5% |
11,340.0 |
| Range |
93.5 |
188.0 |
94.5 |
101.1% |
753.0 |
| ATR |
257.7 |
256.3 |
-1.4 |
-0.5% |
0.0 |
| Volume |
89,608 |
70,233 |
-19,375 |
-21.6% |
606,046 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,272.5 |
12,189.5 |
11,833.9 |
|
| R3 |
12,084.5 |
12,001.5 |
11,782.2 |
|
| R2 |
11,896.5 |
11,896.5 |
11,765.0 |
|
| R1 |
11,813.5 |
11,813.5 |
11,747.7 |
11,855.0 |
| PP |
11,708.5 |
11,708.5 |
11,708.5 |
11,729.3 |
| S1 |
11,625.5 |
11,625.5 |
11,713.3 |
11,667.0 |
| S2 |
11,520.5 |
11,520.5 |
11,696.0 |
|
| S3 |
11,332.5 |
11,437.5 |
11,678.8 |
|
| S4 |
11,144.5 |
11,249.5 |
11,627.1 |
|
|
| 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 |
11,791.5 |
11,147.5 |
644.0 |
5.5% |
186.6 |
1.6% |
91% |
True |
False |
79,299 |
| 10 |
11,791.5 |
10,650.0 |
1,141.5 |
9.7% |
206.4 |
1.8% |
95% |
True |
False |
96,372 |
| 20 |
11,791.5 |
10,650.0 |
1,141.5 |
9.7% |
244.3 |
2.1% |
95% |
True |
False |
110,307 |
| 40 |
11,934.0 |
10,650.0 |
1,284.0 |
10.9% |
227.2 |
1.9% |
84% |
False |
False |
63,433 |
| 60 |
12,099.5 |
10,650.0 |
1,449.5 |
12.4% |
239.8 |
2.0% |
75% |
False |
False |
42,512 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.2% |
225.3 |
1.9% |
61% |
False |
False |
31,961 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.2% |
207.4 |
1.8% |
61% |
False |
False |
25,596 |
| 120 |
12,428.5 |
10,580.0 |
1,848.5 |
15.8% |
185.8 |
1.6% |
62% |
False |
False |
21,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,590.5 |
|
2.618 |
12,283.7 |
|
1.618 |
12,095.7 |
|
1.000 |
11,979.5 |
|
0.618 |
11,907.7 |
|
HIGH |
11,791.5 |
|
0.618 |
11,719.7 |
|
0.500 |
11,697.5 |
|
0.382 |
11,675.3 |
|
LOW |
11,603.5 |
|
0.618 |
11,487.3 |
|
1.000 |
11,415.5 |
|
1.618 |
11,299.3 |
|
2.618 |
11,111.3 |
|
4.250 |
10,804.5 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,719.5 |
11,688.2 |
| PP |
11,708.5 |
11,645.8 |
| S1 |
11,697.5 |
11,603.5 |
|