| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,243.5 |
11,282.0 |
38.5 |
0.3% |
11,315.0 |
| High |
11,314.0 |
11,329.0 |
15.0 |
0.1% |
11,329.0 |
| Low |
11,137.5 |
11,169.5 |
32.0 |
0.3% |
11,029.5 |
| Close |
11,247.5 |
11,306.0 |
58.5 |
0.5% |
11,306.0 |
| Range |
176.5 |
159.5 |
-17.0 |
-9.6% |
299.5 |
| ATR |
223.1 |
218.6 |
-4.5 |
-2.0% |
0.0 |
| Volume |
88,619 |
105,015 |
16,396 |
18.5% |
517,940 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,746.7 |
11,685.8 |
11,393.7 |
|
| R3 |
11,587.2 |
11,526.3 |
11,349.9 |
|
| R2 |
11,427.7 |
11,427.7 |
11,335.2 |
|
| R1 |
11,366.8 |
11,366.8 |
11,320.6 |
11,397.3 |
| PP |
11,268.2 |
11,268.2 |
11,268.2 |
11,283.4 |
| S1 |
11,207.3 |
11,207.3 |
11,291.4 |
11,237.8 |
| S2 |
11,108.7 |
11,108.7 |
11,276.8 |
|
| S3 |
10,949.2 |
11,047.8 |
11,262.1 |
|
| S4 |
10,789.7 |
10,888.3 |
11,218.3 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,120.0 |
12,012.5 |
11,470.7 |
|
| R3 |
11,820.5 |
11,713.0 |
11,388.4 |
|
| R2 |
11,521.0 |
11,521.0 |
11,360.9 |
|
| R1 |
11,413.5 |
11,413.5 |
11,333.5 |
11,317.5 |
| PP |
11,221.5 |
11,221.5 |
11,221.5 |
11,173.5 |
| S1 |
11,114.0 |
11,114.0 |
11,278.5 |
11,018.0 |
| S2 |
10,922.0 |
10,922.0 |
11,251.1 |
|
| S3 |
10,622.5 |
10,814.5 |
11,223.6 |
|
| S4 |
10,323.0 |
10,515.0 |
11,141.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,329.0 |
11,029.5 |
299.5 |
2.6% |
193.9 |
1.7% |
92% |
True |
False |
103,588 |
| 10 |
11,807.0 |
11,029.5 |
777.5 |
6.9% |
184.9 |
1.6% |
36% |
False |
False |
97,938 |
| 20 |
11,807.0 |
10,650.0 |
1,157.0 |
10.2% |
193.5 |
1.7% |
57% |
False |
False |
96,828 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.2% |
224.4 |
2.0% |
57% |
False |
False |
89,023 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.4% |
222.4 |
2.0% |
51% |
False |
False |
59,639 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.7% |
224.9 |
2.0% |
37% |
False |
False |
44,862 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.7% |
216.0 |
1.9% |
37% |
False |
False |
35,951 |
| 120 |
12,428.5 |
10,638.0 |
1,790.5 |
15.8% |
192.9 |
1.7% |
37% |
False |
False |
29,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,006.9 |
|
2.618 |
11,746.6 |
|
1.618 |
11,587.1 |
|
1.000 |
11,488.5 |
|
0.618 |
11,427.6 |
|
HIGH |
11,329.0 |
|
0.618 |
11,268.1 |
|
0.500 |
11,249.3 |
|
0.382 |
11,230.4 |
|
LOW |
11,169.5 |
|
0.618 |
11,070.9 |
|
1.000 |
11,010.0 |
|
1.618 |
10,911.4 |
|
2.618 |
10,751.9 |
|
4.250 |
10,491.6 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,287.1 |
11,278.8 |
| PP |
11,268.2 |
11,251.5 |
| S1 |
11,249.3 |
11,224.3 |
|