| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,567.0 |
11,589.0 |
22.0 |
0.2% |
11,326.0 |
| High |
11,595.5 |
11,630.0 |
34.5 |
0.3% |
11,791.5 |
| Low |
11,480.0 |
11,436.5 |
-43.5 |
-0.4% |
11,254.0 |
| Close |
11,521.5 |
11,504.0 |
-17.5 |
-0.2% |
11,675.0 |
| Range |
115.5 |
193.5 |
78.0 |
67.5% |
537.5 |
| ATR |
228.7 |
226.2 |
-2.5 |
-1.1% |
0.0 |
| Volume |
82,999 |
95,001 |
12,002 |
14.5% |
351,130 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,104.0 |
11,997.5 |
11,610.4 |
|
| R3 |
11,910.5 |
11,804.0 |
11,557.2 |
|
| R2 |
11,717.0 |
11,717.0 |
11,539.5 |
|
| R1 |
11,610.5 |
11,610.5 |
11,521.7 |
11,567.0 |
| PP |
11,523.5 |
11,523.5 |
11,523.5 |
11,501.8 |
| S1 |
11,417.0 |
11,417.0 |
11,486.3 |
11,373.5 |
| S2 |
11,330.0 |
11,330.0 |
11,468.5 |
|
| S3 |
11,136.5 |
11,223.5 |
11,450.8 |
|
| S4 |
10,943.0 |
11,030.0 |
11,397.6 |
|
|
| 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 |
11,436.5 |
370.5 |
3.2% |
145.7 |
1.3% |
18% |
False |
True |
77,012 |
| 10 |
11,807.0 |
11,147.5 |
659.5 |
5.7% |
166.2 |
1.4% |
54% |
False |
False |
78,155 |
| 20 |
11,807.0 |
10,650.0 |
1,157.0 |
10.1% |
212.5 |
1.8% |
74% |
False |
False |
98,767 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.1% |
224.7 |
2.0% |
74% |
False |
False |
72,974 |
| 60 |
12,080.0 |
10,650.0 |
1,430.0 |
12.4% |
233.4 |
2.0% |
60% |
False |
False |
48,834 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.5% |
221.6 |
1.9% |
48% |
False |
False |
36,751 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.5% |
210.2 |
1.8% |
48% |
False |
False |
29,446 |
| 120 |
12,428.5 |
10,638.0 |
1,790.5 |
15.6% |
186.8 |
1.6% |
48% |
False |
False |
24,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,452.4 |
|
2.618 |
12,136.6 |
|
1.618 |
11,943.1 |
|
1.000 |
11,823.5 |
|
0.618 |
11,749.6 |
|
HIGH |
11,630.0 |
|
0.618 |
11,556.1 |
|
0.500 |
11,533.3 |
|
0.382 |
11,510.4 |
|
LOW |
11,436.5 |
|
0.618 |
11,316.9 |
|
1.000 |
11,243.0 |
|
1.618 |
11,123.4 |
|
2.618 |
10,929.9 |
|
4.250 |
10,614.1 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,533.3 |
11,609.8 |
| PP |
11,523.5 |
11,574.5 |
| S1 |
11,513.8 |
11,539.3 |
|