| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,737.5 |
11,758.0 |
20.5 |
0.2% |
11,326.0 |
| High |
11,767.0 |
11,807.0 |
40.0 |
0.3% |
11,791.5 |
| Low |
11,650.5 |
11,717.0 |
66.5 |
0.6% |
11,254.0 |
| Close |
11,675.0 |
11,756.0 |
81.0 |
0.7% |
11,675.0 |
| Range |
116.5 |
90.0 |
-26.5 |
-22.7% |
537.5 |
| ATR |
246.3 |
238.2 |
-8.2 |
-3.3% |
0.0 |
| Volume |
56,508 |
72,127 |
15,619 |
27.6% |
351,130 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,030.0 |
11,983.0 |
11,805.5 |
|
| R3 |
11,940.0 |
11,893.0 |
11,780.8 |
|
| R2 |
11,850.0 |
11,850.0 |
11,772.5 |
|
| R1 |
11,803.0 |
11,803.0 |
11,764.3 |
11,781.5 |
| PP |
11,760.0 |
11,760.0 |
11,760.0 |
11,749.3 |
| S1 |
11,713.0 |
11,713.0 |
11,747.8 |
11,691.5 |
| S2 |
11,670.0 |
11,670.0 |
11,739.5 |
|
| S3 |
11,580.0 |
11,623.0 |
11,731.3 |
|
| S4 |
11,490.0 |
11,533.0 |
11,706.5 |
|
|
| 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 |
11,807.0 |
11,415.5 |
391.5 |
3.3% |
124.2 |
1.1% |
87% |
True |
False |
70,636 |
| 10 |
11,807.0 |
10,650.0 |
1,157.0 |
9.8% |
184.1 |
1.6% |
96% |
True |
False |
88,957 |
| 20 |
11,807.0 |
10,650.0 |
1,157.0 |
9.8% |
217.6 |
1.9% |
96% |
True |
False |
103,448 |
| 40 |
11,934.0 |
10,650.0 |
1,284.0 |
10.9% |
226.8 |
1.9% |
86% |
False |
False |
66,601 |
| 60 |
12,080.0 |
10,650.0 |
1,430.0 |
12.2% |
236.7 |
2.0% |
77% |
False |
False |
44,640 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.1% |
223.4 |
1.9% |
62% |
False |
False |
33,560 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.1% |
207.3 |
1.8% |
62% |
False |
False |
26,882 |
| 120 |
12,428.5 |
10,638.0 |
1,790.5 |
15.2% |
184.4 |
1.6% |
62% |
False |
False |
22,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,189.5 |
|
2.618 |
12,042.6 |
|
1.618 |
11,952.6 |
|
1.000 |
11,897.0 |
|
0.618 |
11,862.6 |
|
HIGH |
11,807.0 |
|
0.618 |
11,772.6 |
|
0.500 |
11,762.0 |
|
0.382 |
11,751.4 |
|
LOW |
11,717.0 |
|
0.618 |
11,661.4 |
|
1.000 |
11,627.0 |
|
1.618 |
11,571.4 |
|
2.618 |
11,481.4 |
|
4.250 |
11,334.5 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,762.0 |
11,739.1 |
| PP |
11,760.0 |
11,722.2 |
| S1 |
11,758.0 |
11,705.3 |
|