| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,100.0 |
11,194.0 |
94.0 |
0.8% |
11,758.0 |
| High |
11,248.5 |
11,280.0 |
31.5 |
0.3% |
11,807.0 |
| Low |
11,066.0 |
11,119.5 |
53.5 |
0.5% |
11,282.0 |
| Close |
11,165.0 |
11,209.0 |
44.0 |
0.4% |
11,349.0 |
| Range |
182.5 |
160.5 |
-22.0 |
-12.1% |
525.0 |
| ATR |
231.8 |
226.7 |
-5.1 |
-2.2% |
0.0 |
| Volume |
103,497 |
103,958 |
461 |
0.4% |
461,448 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,684.3 |
11,607.2 |
11,297.3 |
|
| R3 |
11,523.8 |
11,446.7 |
11,253.1 |
|
| R2 |
11,363.3 |
11,363.3 |
11,238.4 |
|
| R1 |
11,286.2 |
11,286.2 |
11,223.7 |
11,324.8 |
| PP |
11,202.8 |
11,202.8 |
11,202.8 |
11,222.1 |
| S1 |
11,125.7 |
11,125.7 |
11,194.3 |
11,164.3 |
| S2 |
11,042.3 |
11,042.3 |
11,179.6 |
|
| S3 |
10,881.8 |
10,965.2 |
11,164.9 |
|
| S4 |
10,721.3 |
10,804.7 |
11,120.7 |
|
|
| 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 |
11,630.0 |
11,029.5 |
600.5 |
5.4% |
218.9 |
2.0% |
30% |
False |
False |
110,440 |
| 10 |
11,807.0 |
11,029.5 |
777.5 |
6.9% |
181.8 |
1.6% |
23% |
False |
False |
91,249 |
| 20 |
11,807.0 |
10,650.0 |
1,157.0 |
10.3% |
200.1 |
1.8% |
48% |
False |
False |
93,777 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.3% |
227.4 |
2.0% |
48% |
False |
False |
84,272 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.5% |
227.7 |
2.0% |
44% |
False |
False |
56,425 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.9% |
222.7 |
2.0% |
31% |
False |
False |
42,449 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.9% |
214.5 |
1.9% |
31% |
False |
False |
34,015 |
| 120 |
12,428.5 |
10,638.0 |
1,790.5 |
16.0% |
190.5 |
1.7% |
32% |
False |
False |
28,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,962.1 |
|
2.618 |
11,700.2 |
|
1.618 |
11,539.7 |
|
1.000 |
11,440.5 |
|
0.618 |
11,379.2 |
|
HIGH |
11,280.0 |
|
0.618 |
11,218.7 |
|
0.500 |
11,199.8 |
|
0.382 |
11,180.8 |
|
LOW |
11,119.5 |
|
0.618 |
11,020.3 |
|
1.000 |
10,959.0 |
|
1.618 |
10,859.8 |
|
2.618 |
10,699.3 |
|
4.250 |
10,437.4 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,205.9 |
11,197.6 |
| PP |
11,202.8 |
11,186.2 |
| S1 |
11,199.8 |
11,174.8 |
|