| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
17,677 |
17,412 |
-265 |
-1.5% |
17,689 |
| High |
17,737 |
17,671 |
-66 |
-0.4% |
17,757 |
| Low |
17,593 |
17,354 |
-239 |
-1.4% |
17,475 |
| Close |
17,649 |
17,627 |
-22 |
-0.1% |
17,649 |
| Range |
144 |
317 |
173 |
120.1% |
282 |
| ATR |
183 |
193 |
10 |
5.2% |
0 |
| Volume |
106,283 |
189,947 |
83,664 |
78.7% |
723,734 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,502 |
18,381 |
17,801 |
|
| R3 |
18,185 |
18,064 |
17,714 |
|
| R2 |
17,868 |
17,868 |
17,685 |
|
| R1 |
17,747 |
17,747 |
17,656 |
17,808 |
| PP |
17,551 |
17,551 |
17,551 |
17,581 |
| S1 |
17,430 |
17,430 |
17,598 |
17,491 |
| S2 |
17,234 |
17,234 |
17,569 |
|
| S3 |
16,917 |
17,113 |
17,540 |
|
| S4 |
16,600 |
16,796 |
17,453 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,473 |
18,343 |
17,804 |
|
| R3 |
18,191 |
18,061 |
17,727 |
|
| R2 |
17,909 |
17,909 |
17,701 |
|
| R1 |
17,779 |
17,779 |
17,675 |
17,703 |
| PP |
17,627 |
17,627 |
17,627 |
17,589 |
| S1 |
17,497 |
17,497 |
17,623 |
17,421 |
| S2 |
17,345 |
17,345 |
17,597 |
|
| S3 |
17,063 |
17,215 |
17,572 |
|
| S4 |
16,781 |
16,933 |
17,494 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,757 |
17,354 |
403 |
2.3% |
216 |
1.2% |
68% |
False |
True |
182,736 |
| 10 |
18,108 |
17,354 |
754 |
4.3% |
184 |
1.0% |
36% |
False |
True |
147,023 |
| 20 |
18,108 |
17,354 |
754 |
4.3% |
185 |
1.1% |
36% |
False |
True |
114,579 |
| 40 |
18,250 |
17,354 |
896 |
5.1% |
163 |
0.9% |
30% |
False |
True |
57,659 |
| 60 |
18,250 |
17,354 |
896 |
5.1% |
164 |
0.9% |
30% |
False |
True |
38,448 |
| 80 |
18,250 |
17,354 |
896 |
5.1% |
160 |
0.9% |
30% |
False |
True |
28,838 |
| 100 |
18,250 |
17,354 |
896 |
5.1% |
134 |
0.8% |
30% |
False |
True |
23,071 |
| 120 |
18,250 |
16,932 |
1,318 |
7.5% |
117 |
0.7% |
53% |
False |
False |
19,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,018 |
|
2.618 |
18,501 |
|
1.618 |
18,184 |
|
1.000 |
17,988 |
|
0.618 |
17,867 |
|
HIGH |
17,671 |
|
0.618 |
17,550 |
|
0.500 |
17,513 |
|
0.382 |
17,475 |
|
LOW |
17,354 |
|
0.618 |
17,158 |
|
1.000 |
17,037 |
|
1.618 |
16,841 |
|
2.618 |
16,524 |
|
4.250 |
16,007 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,589 |
17,600 |
| PP |
17,551 |
17,573 |
| S1 |
17,513 |
17,546 |
|