| 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 |
11,203.5 |
11,270.5 |
67.0 |
0.6% |
11,754.5 |
| High |
11,280.0 |
11,310.0 |
30.0 |
0.3% |
11,811.0 |
| Low |
11,145.0 |
11,148.5 |
3.5 |
0.0% |
11,291.0 |
| Close |
11,213.0 |
11,251.5 |
38.5 |
0.3% |
11,353.0 |
| Range |
135.0 |
161.5 |
26.5 |
19.6% |
520.0 |
| ATR |
207.3 |
204.0 |
-3.3 |
-1.6% |
0.0 |
| Volume |
1,955 |
198 |
-1,757 |
-89.9% |
1,502 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,721.2 |
11,647.8 |
11,340.3 |
|
| R3 |
11,559.7 |
11,486.3 |
11,295.9 |
|
| R2 |
11,398.2 |
11,398.2 |
11,281.1 |
|
| R1 |
11,324.8 |
11,324.8 |
11,266.3 |
11,280.8 |
| PP |
11,236.7 |
11,236.7 |
11,236.7 |
11,214.6 |
| S1 |
11,163.3 |
11,163.3 |
11,236.7 |
11,119.3 |
| S2 |
11,075.2 |
11,075.2 |
11,221.9 |
|
| S3 |
10,913.7 |
11,001.8 |
11,207.1 |
|
| S4 |
10,752.2 |
10,840.3 |
11,162.7 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,045.0 |
12,719.0 |
11,639.0 |
|
| R3 |
12,525.0 |
12,199.0 |
11,496.0 |
|
| R2 |
12,005.0 |
12,005.0 |
11,448.3 |
|
| R1 |
11,679.0 |
11,679.0 |
11,400.7 |
11,582.0 |
| PP |
11,485.0 |
11,485.0 |
11,485.0 |
11,436.5 |
| S1 |
11,159.0 |
11,159.0 |
11,305.3 |
11,062.0 |
| S2 |
10,965.0 |
10,965.0 |
11,257.7 |
|
| S3 |
10,445.0 |
10,639.0 |
11,210.0 |
|
| S4 |
9,925.0 |
10,119.0 |
11,067.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,547.5 |
11,039.0 |
508.5 |
4.5% |
196.8 |
1.7% |
42% |
False |
False |
660 |
| 10 |
11,811.0 |
11,039.0 |
772.0 |
6.9% |
163.8 |
1.5% |
28% |
False |
False |
470 |
| 20 |
11,811.0 |
10,661.0 |
1,150.0 |
10.2% |
176.8 |
1.6% |
51% |
False |
False |
346 |
| 40 |
11,811.0 |
10,661.0 |
1,150.0 |
10.2% |
203.1 |
1.8% |
51% |
False |
False |
371 |
| 60 |
11,900.5 |
10,661.0 |
1,239.5 |
11.0% |
192.8 |
1.7% |
48% |
False |
False |
268 |
| 80 |
12,421.0 |
10,661.0 |
1,760.0 |
15.6% |
191.8 |
1.7% |
34% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,996.4 |
|
2.618 |
11,732.8 |
|
1.618 |
11,571.3 |
|
1.000 |
11,471.5 |
|
0.618 |
11,409.8 |
|
HIGH |
11,310.0 |
|
0.618 |
11,248.3 |
|
0.500 |
11,229.3 |
|
0.382 |
11,210.2 |
|
LOW |
11,148.5 |
|
0.618 |
11,048.7 |
|
1.000 |
10,987.0 |
|
1.618 |
10,887.2 |
|
2.618 |
10,725.7 |
|
4.250 |
10,462.1 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,244.1 |
11,231.8 |
| PP |
11,236.7 |
11,212.2 |
| S1 |
11,229.3 |
11,192.5 |
|