| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,315.0 |
11,100.0 |
-215.0 |
-1.9% |
11,758.0 |
| High |
11,320.0 |
11,248.5 |
-71.5 |
-0.6% |
11,807.0 |
| Low |
11,029.5 |
11,066.0 |
36.5 |
0.3% |
11,282.0 |
| Close |
11,076.5 |
11,165.0 |
88.5 |
0.8% |
11,349.0 |
| Range |
290.5 |
182.5 |
-108.0 |
-37.2% |
525.0 |
| ATR |
235.6 |
231.8 |
-3.8 |
-1.6% |
0.0 |
| Volume |
116,851 |
103,497 |
-13,354 |
-11.4% |
461,448 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,707.3 |
11,618.7 |
11,265.4 |
|
| R3 |
11,524.8 |
11,436.2 |
11,215.2 |
|
| R2 |
11,342.3 |
11,342.3 |
11,198.5 |
|
| R1 |
11,253.7 |
11,253.7 |
11,181.7 |
11,298.0 |
| PP |
11,159.8 |
11,159.8 |
11,159.8 |
11,182.0 |
| S1 |
11,071.2 |
11,071.2 |
11,148.3 |
11,115.5 |
| S2 |
10,977.3 |
10,977.3 |
11,131.5 |
|
| S3 |
10,794.8 |
10,888.7 |
11,114.8 |
|
| S4 |
10,612.3 |
10,706.2 |
11,064.6 |
|
|
| 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 |
11,630.0 |
11,029.5 |
600.5 |
5.4% |
209.9 |
1.9% |
23% |
False |
False |
106,248 |
| 10 |
11,807.0 |
11,029.5 |
777.5 |
7.0% |
175.1 |
1.6% |
17% |
False |
False |
89,814 |
| 20 |
11,807.0 |
10,650.0 |
1,157.0 |
10.4% |
204.2 |
1.8% |
45% |
False |
False |
95,344 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.4% |
228.6 |
2.0% |
45% |
False |
False |
81,718 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.5% |
229.0 |
2.1% |
40% |
False |
False |
54,695 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.9% |
223.9 |
2.0% |
29% |
False |
False |
41,154 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.9% |
214.4 |
1.9% |
29% |
False |
False |
32,978 |
| 120 |
12,428.5 |
10,638.0 |
1,790.5 |
16.0% |
190.0 |
1.7% |
29% |
False |
False |
27,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,024.1 |
|
2.618 |
11,726.3 |
|
1.618 |
11,543.8 |
|
1.000 |
11,431.0 |
|
0.618 |
11,361.3 |
|
HIGH |
11,248.5 |
|
0.618 |
11,178.8 |
|
0.500 |
11,157.3 |
|
0.382 |
11,135.7 |
|
LOW |
11,066.0 |
|
0.618 |
10,953.2 |
|
1.000 |
10,883.5 |
|
1.618 |
10,770.7 |
|
2.618 |
10,588.2 |
|
4.250 |
10,290.4 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,162.4 |
11,289.5 |
| PP |
11,159.8 |
11,248.0 |
| S1 |
11,157.3 |
11,206.5 |
|