| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,482.0 |
11,315.0 |
-167.0 |
-1.5% |
11,758.0 |
| High |
11,549.5 |
11,320.0 |
-229.5 |
-2.0% |
11,807.0 |
| Low |
11,282.0 |
11,029.5 |
-252.5 |
-2.2% |
11,282.0 |
| Close |
11,349.0 |
11,076.5 |
-272.5 |
-2.4% |
11,349.0 |
| Range |
267.5 |
290.5 |
23.0 |
8.6% |
525.0 |
| ATR |
229.2 |
235.6 |
6.5 |
2.8% |
0.0 |
| Volume |
132,895 |
116,851 |
-16,044 |
-12.1% |
461,448 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,013.5 |
11,835.5 |
11,236.3 |
|
| R3 |
11,723.0 |
11,545.0 |
11,156.4 |
|
| R2 |
11,432.5 |
11,432.5 |
11,129.8 |
|
| R1 |
11,254.5 |
11,254.5 |
11,103.1 |
11,198.3 |
| PP |
11,142.0 |
11,142.0 |
11,142.0 |
11,113.9 |
| S1 |
10,964.0 |
10,964.0 |
11,049.9 |
10,907.8 |
| S2 |
10,851.5 |
10,851.5 |
11,023.2 |
|
| S3 |
10,561.0 |
10,673.5 |
10,996.6 |
|
| S4 |
10,270.5 |
10,383.0 |
10,916.7 |
|
|
| 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 |
11,783.0 |
11,029.5 |
753.5 |
6.8% |
216.0 |
2.0% |
6% |
False |
True |
101,234 |
| 10 |
11,807.0 |
11,029.5 |
777.5 |
7.0% |
170.1 |
1.5% |
6% |
False |
True |
85,935 |
| 20 |
11,807.0 |
10,650.0 |
1,157.0 |
10.4% |
217.7 |
2.0% |
37% |
False |
False |
98,610 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.4% |
227.8 |
2.1% |
37% |
False |
False |
79,171 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.6% |
229.6 |
2.1% |
33% |
False |
False |
52,989 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
16.1% |
224.0 |
2.0% |
24% |
False |
False |
39,867 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
16.1% |
214.1 |
1.9% |
24% |
False |
False |
31,943 |
| 120 |
12,428.5 |
10,638.0 |
1,790.5 |
16.2% |
189.4 |
1.7% |
24% |
False |
False |
26,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,554.6 |
|
2.618 |
12,080.5 |
|
1.618 |
11,790.0 |
|
1.000 |
11,610.5 |
|
0.618 |
11,499.5 |
|
HIGH |
11,320.0 |
|
0.618 |
11,209.0 |
|
0.500 |
11,174.8 |
|
0.382 |
11,140.5 |
|
LOW |
11,029.5 |
|
0.618 |
10,850.0 |
|
1.000 |
10,739.0 |
|
1.618 |
10,559.5 |
|
2.618 |
10,269.0 |
|
4.250 |
9,794.9 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,174.8 |
11,329.8 |
| PP |
11,142.0 |
11,245.3 |
| S1 |
11,109.3 |
11,160.9 |
|