| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,623.0 |
11,737.5 |
114.5 |
1.0% |
11,326.0 |
| High |
11,791.5 |
11,767.0 |
-24.5 |
-0.2% |
11,791.5 |
| Low |
11,603.5 |
11,650.5 |
47.0 |
0.4% |
11,254.0 |
| Close |
11,730.5 |
11,675.0 |
-55.5 |
-0.5% |
11,675.0 |
| Range |
188.0 |
116.5 |
-71.5 |
-38.0% |
537.5 |
| ATR |
256.3 |
246.3 |
-10.0 |
-3.9% |
0.0 |
| Volume |
70,233 |
56,508 |
-13,725 |
-19.5% |
351,130 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,047.0 |
11,977.5 |
11,739.1 |
|
| R3 |
11,930.5 |
11,861.0 |
11,707.0 |
|
| R2 |
11,814.0 |
11,814.0 |
11,696.4 |
|
| R1 |
11,744.5 |
11,744.5 |
11,685.7 |
11,721.0 |
| PP |
11,697.5 |
11,697.5 |
11,697.5 |
11,685.8 |
| S1 |
11,628.0 |
11,628.0 |
11,664.3 |
11,604.5 |
| S2 |
11,581.0 |
11,581.0 |
11,653.6 |
|
| S3 |
11,464.5 |
11,511.5 |
11,643.0 |
|
| S4 |
11,348.0 |
11,395.0 |
11,610.9 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,186.0 |
12,968.0 |
11,970.6 |
|
| R3 |
12,648.5 |
12,430.5 |
11,822.8 |
|
| R2 |
12,111.0 |
12,111.0 |
11,773.5 |
|
| R1 |
11,893.0 |
11,893.0 |
11,724.3 |
12,002.0 |
| PP |
11,573.5 |
11,573.5 |
11,573.5 |
11,628.0 |
| S1 |
11,355.5 |
11,355.5 |
11,625.7 |
11,464.5 |
| S2 |
11,036.0 |
11,036.0 |
11,576.5 |
|
| S3 |
10,498.5 |
10,818.0 |
11,527.2 |
|
| S4 |
9,961.0 |
10,280.5 |
11,379.4 |
|
|
| 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 |
11,254.0 |
537.5 |
4.6% |
158.8 |
1.4% |
78% |
False |
False |
70,226 |
| 10 |
11,791.5 |
10,650.0 |
1,141.5 |
9.8% |
202.0 |
1.7% |
90% |
False |
False |
95,717 |
| 20 |
11,791.5 |
10,650.0 |
1,141.5 |
9.8% |
225.8 |
1.9% |
90% |
False |
False |
107,259 |
| 40 |
11,934.0 |
10,650.0 |
1,284.0 |
11.0% |
227.7 |
2.0% |
80% |
False |
False |
64,805 |
| 60 |
12,080.0 |
10,650.0 |
1,430.0 |
12.2% |
239.4 |
2.1% |
72% |
False |
False |
43,443 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.2% |
224.8 |
1.9% |
58% |
False |
False |
32,662 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.2% |
206.9 |
1.8% |
58% |
False |
False |
26,161 |
| 120 |
12,428.5 |
10,617.0 |
1,811.5 |
15.5% |
185.8 |
1.6% |
58% |
False |
False |
21,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,262.1 |
|
2.618 |
12,072.0 |
|
1.618 |
11,955.5 |
|
1.000 |
11,883.5 |
|
0.618 |
11,839.0 |
|
HIGH |
11,767.0 |
|
0.618 |
11,722.5 |
|
0.500 |
11,708.8 |
|
0.382 |
11,695.0 |
|
LOW |
11,650.5 |
|
0.618 |
11,578.5 |
|
1.000 |
11,534.0 |
|
1.618 |
11,462.0 |
|
2.618 |
11,345.5 |
|
4.250 |
11,155.4 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,708.8 |
11,661.6 |
| PP |
11,697.5 |
11,648.2 |
| S1 |
11,686.3 |
11,634.8 |
|