| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,589.0 |
11,482.0 |
-107.0 |
-0.9% |
11,758.0 |
| High |
11,630.0 |
11,549.5 |
-80.5 |
-0.7% |
11,807.0 |
| Low |
11,436.5 |
11,282.0 |
-154.5 |
-1.4% |
11,282.0 |
| Close |
11,504.0 |
11,349.0 |
-155.0 |
-1.3% |
11,349.0 |
| Range |
193.5 |
267.5 |
74.0 |
38.2% |
525.0 |
| ATR |
226.2 |
229.2 |
2.9 |
1.3% |
0.0 |
| Volume |
95,001 |
132,895 |
37,894 |
39.9% |
461,448 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,196.0 |
12,040.0 |
11,496.1 |
|
| R3 |
11,928.5 |
11,772.5 |
11,422.6 |
|
| R2 |
11,661.0 |
11,661.0 |
11,398.0 |
|
| R1 |
11,505.0 |
11,505.0 |
11,373.5 |
11,449.3 |
| PP |
11,393.5 |
11,393.5 |
11,393.5 |
11,365.6 |
| S1 |
11,237.5 |
11,237.5 |
11,324.5 |
11,181.8 |
| S2 |
11,126.0 |
11,126.0 |
11,300.0 |
|
| S3 |
10,858.5 |
10,970.0 |
11,275.4 |
|
| S4 |
10,591.0 |
10,702.5 |
11,201.9 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,054.3 |
12,726.7 |
11,637.8 |
|
| R3 |
12,529.3 |
12,201.7 |
11,493.4 |
|
| R2 |
12,004.3 |
12,004.3 |
11,445.3 |
|
| R1 |
11,676.7 |
11,676.7 |
11,397.1 |
11,578.0 |
| PP |
11,479.3 |
11,479.3 |
11,479.3 |
11,430.0 |
| S1 |
11,151.7 |
11,151.7 |
11,300.9 |
11,053.0 |
| S2 |
10,954.3 |
10,954.3 |
11,252.8 |
|
| S3 |
10,429.3 |
10,626.7 |
11,204.6 |
|
| S4 |
9,904.3 |
10,101.7 |
11,060.3 |
|
|
| 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 |
11,282.0 |
525.0 |
4.6% |
175.9 |
1.5% |
13% |
False |
True |
92,289 |
| 10 |
11,807.0 |
11,254.0 |
553.0 |
4.9% |
167.4 |
1.5% |
17% |
False |
False |
81,257 |
| 20 |
11,807.0 |
10,650.0 |
1,157.0 |
10.2% |
212.9 |
1.9% |
60% |
False |
False |
100,721 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.2% |
227.9 |
2.0% |
60% |
False |
False |
76,287 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.3% |
232.9 |
2.1% |
54% |
False |
False |
51,046 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.7% |
223.3 |
2.0% |
39% |
False |
False |
38,409 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.7% |
212.0 |
1.9% |
39% |
False |
False |
30,775 |
| 120 |
12,428.5 |
10,638.0 |
1,790.5 |
15.8% |
188.1 |
1.7% |
40% |
False |
False |
25,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,686.4 |
|
2.618 |
12,249.8 |
|
1.618 |
11,982.3 |
|
1.000 |
11,817.0 |
|
0.618 |
11,714.8 |
|
HIGH |
11,549.5 |
|
0.618 |
11,447.3 |
|
0.500 |
11,415.8 |
|
0.382 |
11,384.2 |
|
LOW |
11,282.0 |
|
0.618 |
11,116.7 |
|
1.000 |
11,014.5 |
|
1.618 |
10,849.2 |
|
2.618 |
10,581.7 |
|
4.250 |
10,145.1 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,415.8 |
11,456.0 |
| PP |
11,393.5 |
11,420.3 |
| S1 |
11,371.3 |
11,384.7 |
|