| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3,340.0 |
3,483.0 |
143.0 |
4.3% |
3,340.0 |
| High |
3,433.0 |
3,560.0 |
127.0 |
3.7% |
3,560.0 |
| Low |
3,332.0 |
3,474.0 |
142.0 |
4.3% |
3,280.0 |
| Close |
3,419.0 |
3,535.0 |
116.0 |
3.4% |
3,535.0 |
| Range |
101.0 |
86.0 |
-15.0 |
-14.9% |
280.0 |
| ATR |
93.8 |
97.2 |
3.4 |
3.6% |
0.0 |
| Volume |
1,717,750 |
1,410,160 |
-307,590 |
-17.9% |
8,028,573 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,781.0 |
3,744.0 |
3,582.3 |
|
| R3 |
3,695.0 |
3,658.0 |
3,558.7 |
|
| R2 |
3,609.0 |
3,609.0 |
3,550.8 |
|
| R1 |
3,572.0 |
3,572.0 |
3,542.9 |
3,590.5 |
| PP |
3,523.0 |
3,523.0 |
3,523.0 |
3,532.3 |
| S1 |
3,486.0 |
3,486.0 |
3,527.1 |
3,504.5 |
| S2 |
3,437.0 |
3,437.0 |
3,519.2 |
|
| S3 |
3,351.0 |
3,400.0 |
3,511.4 |
|
| S4 |
3,265.0 |
3,314.0 |
3,487.7 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,298.3 |
4,196.7 |
3,689.0 |
|
| R3 |
4,018.3 |
3,916.7 |
3,612.0 |
|
| R2 |
3,738.3 |
3,738.3 |
3,586.3 |
|
| R1 |
3,636.7 |
3,636.7 |
3,560.7 |
3,687.5 |
| PP |
3,458.3 |
3,458.3 |
3,458.3 |
3,483.8 |
| S1 |
3,356.7 |
3,356.7 |
3,509.3 |
3,407.5 |
| S2 |
3,178.3 |
3,178.3 |
3,483.7 |
|
| S3 |
2,898.3 |
3,076.7 |
3,458.0 |
|
| S4 |
2,618.3 |
2,796.7 |
3,381.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,560.0 |
3,280.0 |
280.0 |
7.9% |
88.0 |
2.5% |
91% |
True |
False |
1,605,714 |
| 10 |
3,641.0 |
3,280.0 |
361.0 |
10.2% |
92.2 |
2.6% |
71% |
False |
False |
1,531,901 |
| 20 |
3,651.0 |
3,280.0 |
371.0 |
10.5% |
87.3 |
2.5% |
69% |
False |
False |
1,426,548 |
| 40 |
3,678.0 |
3,280.0 |
398.0 |
11.3% |
76.8 |
2.2% |
64% |
False |
False |
743,870 |
| 60 |
3,746.0 |
3,280.0 |
466.0 |
13.2% |
75.4 |
2.1% |
55% |
False |
False |
496,743 |
| 80 |
3,761.0 |
3,280.0 |
481.0 |
13.6% |
67.0 |
1.9% |
53% |
False |
False |
373,170 |
| 100 |
3,761.0 |
3,280.0 |
481.0 |
13.6% |
56.3 |
1.6% |
53% |
False |
False |
298,572 |
| 120 |
3,761.0 |
3,137.0 |
624.0 |
17.7% |
51.7 |
1.5% |
64% |
False |
False |
248,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,925.5 |
|
2.618 |
3,785.1 |
|
1.618 |
3,699.1 |
|
1.000 |
3,646.0 |
|
0.618 |
3,613.1 |
|
HIGH |
3,560.0 |
|
0.618 |
3,527.1 |
|
0.500 |
3,517.0 |
|
0.382 |
3,506.9 |
|
LOW |
3,474.0 |
|
0.618 |
3,420.9 |
|
1.000 |
3,388.0 |
|
1.618 |
3,334.9 |
|
2.618 |
3,248.9 |
|
4.250 |
3,108.5 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,529.0 |
3,496.7 |
| PP |
3,523.0 |
3,458.3 |
| S1 |
3,517.0 |
3,420.0 |
|