| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,783.0 |
11,567.0 |
-216.0 |
-1.8% |
11,326.0 |
| High |
11,783.0 |
11,595.5 |
-187.5 |
-1.6% |
11,791.5 |
| Low |
11,570.0 |
11,480.0 |
-90.0 |
-0.8% |
11,254.0 |
| Close |
11,609.5 |
11,521.5 |
-88.0 |
-0.8% |
11,675.0 |
| Range |
213.0 |
115.5 |
-97.5 |
-45.8% |
537.5 |
| ATR |
236.4 |
228.7 |
-7.6 |
-3.2% |
0.0 |
| Volume |
78,426 |
82,999 |
4,573 |
5.8% |
351,130 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,878.8 |
11,815.7 |
11,585.0 |
|
| R3 |
11,763.3 |
11,700.2 |
11,553.3 |
|
| R2 |
11,647.8 |
11,647.8 |
11,542.7 |
|
| R1 |
11,584.7 |
11,584.7 |
11,532.1 |
11,558.5 |
| PP |
11,532.3 |
11,532.3 |
11,532.3 |
11,519.3 |
| S1 |
11,469.2 |
11,469.2 |
11,510.9 |
11,443.0 |
| S2 |
11,416.8 |
11,416.8 |
11,500.3 |
|
| S3 |
11,301.3 |
11,353.7 |
11,489.7 |
|
| S4 |
11,185.8 |
11,238.2 |
11,458.0 |
|
|
| 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 |
11,480.0 |
327.0 |
2.8% |
144.6 |
1.3% |
13% |
False |
True |
72,058 |
| 10 |
11,807.0 |
10,780.5 |
1,026.5 |
8.9% |
172.3 |
1.5% |
72% |
False |
False |
80,124 |
| 20 |
11,807.0 |
10,650.0 |
1,157.0 |
10.0% |
214.2 |
1.9% |
75% |
False |
False |
99,808 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.0% |
224.5 |
1.9% |
75% |
False |
False |
70,609 |
| 60 |
12,080.0 |
10,650.0 |
1,430.0 |
12.4% |
235.1 |
2.0% |
61% |
False |
False |
47,254 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.4% |
222.5 |
1.9% |
49% |
False |
False |
35,569 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.4% |
209.3 |
1.8% |
49% |
False |
False |
28,496 |
| 120 |
12,428.5 |
10,638.0 |
1,790.5 |
15.5% |
185.8 |
1.6% |
49% |
False |
False |
23,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,086.4 |
|
2.618 |
11,897.9 |
|
1.618 |
11,782.4 |
|
1.000 |
11,711.0 |
|
0.618 |
11,666.9 |
|
HIGH |
11,595.5 |
|
0.618 |
11,551.4 |
|
0.500 |
11,537.8 |
|
0.382 |
11,524.1 |
|
LOW |
11,480.0 |
|
0.618 |
11,408.6 |
|
1.000 |
11,364.5 |
|
1.618 |
11,293.1 |
|
2.618 |
11,177.6 |
|
4.250 |
10,989.1 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,537.8 |
11,643.5 |
| PP |
11,532.3 |
11,602.8 |
| S1 |
11,526.9 |
11,562.2 |
|