| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,194.0 |
11,243.5 |
49.5 |
0.4% |
11,758.0 |
| High |
11,280.0 |
11,314.0 |
34.0 |
0.3% |
11,807.0 |
| Low |
11,119.5 |
11,137.5 |
18.0 |
0.2% |
11,282.0 |
| Close |
11,209.0 |
11,247.5 |
38.5 |
0.3% |
11,349.0 |
| Range |
160.5 |
176.5 |
16.0 |
10.0% |
525.0 |
| ATR |
226.7 |
223.1 |
-3.6 |
-1.6% |
0.0 |
| Volume |
103,958 |
88,619 |
-15,339 |
-14.8% |
461,448 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,762.5 |
11,681.5 |
11,344.6 |
|
| R3 |
11,586.0 |
11,505.0 |
11,296.0 |
|
| R2 |
11,409.5 |
11,409.5 |
11,279.9 |
|
| R1 |
11,328.5 |
11,328.5 |
11,263.7 |
11,369.0 |
| PP |
11,233.0 |
11,233.0 |
11,233.0 |
11,253.3 |
| S1 |
11,152.0 |
11,152.0 |
11,231.3 |
11,192.5 |
| S2 |
11,056.5 |
11,056.5 |
11,215.1 |
|
| S3 |
10,880.0 |
10,975.5 |
11,199.0 |
|
| S4 |
10,703.5 |
10,799.0 |
11,150.4 |
|
|
| 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 |
11,549.5 |
11,029.5 |
520.0 |
4.6% |
215.5 |
1.9% |
42% |
False |
False |
109,164 |
| 10 |
11,807.0 |
11,029.5 |
777.5 |
6.9% |
180.6 |
1.6% |
28% |
False |
False |
93,088 |
| 20 |
11,807.0 |
10,650.0 |
1,157.0 |
10.3% |
193.5 |
1.7% |
52% |
False |
False |
94,730 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.3% |
226.9 |
2.0% |
52% |
False |
False |
86,449 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.4% |
223.2 |
2.0% |
47% |
False |
False |
57,895 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.8% |
224.1 |
2.0% |
34% |
False |
False |
43,552 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.8% |
215.2 |
1.9% |
34% |
False |
False |
34,901 |
| 120 |
12,428.5 |
10,638.0 |
1,790.5 |
15.9% |
191.7 |
1.7% |
34% |
False |
False |
29,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,064.1 |
|
2.618 |
11,776.1 |
|
1.618 |
11,599.6 |
|
1.000 |
11,490.5 |
|
0.618 |
11,423.1 |
|
HIGH |
11,314.0 |
|
0.618 |
11,246.6 |
|
0.500 |
11,225.8 |
|
0.382 |
11,204.9 |
|
LOW |
11,137.5 |
|
0.618 |
11,028.4 |
|
1.000 |
10,961.0 |
|
1.618 |
10,851.9 |
|
2.618 |
10,675.4 |
|
4.250 |
10,387.4 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,240.3 |
11,228.3 |
| PP |
11,233.0 |
11,209.2 |
| S1 |
11,225.8 |
11,190.0 |
|