| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
17,412 |
17,659 |
247 |
1.4% |
17,689 |
| High |
17,671 |
17,726 |
55 |
0.3% |
17,757 |
| Low |
17,354 |
17,371 |
17 |
0.1% |
17,475 |
| Close |
17,627 |
17,680 |
53 |
0.3% |
17,649 |
| Range |
317 |
355 |
38 |
12.0% |
282 |
| ATR |
193 |
204 |
12 |
6.0% |
0 |
| Volume |
189,947 |
249,616 |
59,669 |
31.4% |
723,734 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,657 |
18,524 |
17,875 |
|
| R3 |
18,302 |
18,169 |
17,778 |
|
| R2 |
17,947 |
17,947 |
17,745 |
|
| R1 |
17,814 |
17,814 |
17,713 |
17,881 |
| PP |
17,592 |
17,592 |
17,592 |
17,626 |
| S1 |
17,459 |
17,459 |
17,648 |
17,526 |
| S2 |
17,237 |
17,237 |
17,615 |
|
| S3 |
16,882 |
17,104 |
17,583 |
|
| S4 |
16,527 |
16,749 |
17,485 |
|
|
| 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 |
17,737 |
17,354 |
383 |
2.2% |
234 |
1.3% |
85% |
False |
False |
187,554 |
| 10 |
18,108 |
17,354 |
754 |
4.3% |
206 |
1.2% |
43% |
False |
False |
161,497 |
| 20 |
18,108 |
17,354 |
754 |
4.3% |
198 |
1.1% |
43% |
False |
False |
126,941 |
| 40 |
18,250 |
17,354 |
896 |
5.1% |
167 |
0.9% |
36% |
False |
False |
63,896 |
| 60 |
18,250 |
17,354 |
896 |
5.1% |
168 |
0.9% |
36% |
False |
False |
42,608 |
| 80 |
18,250 |
17,354 |
896 |
5.1% |
163 |
0.9% |
36% |
False |
False |
31,958 |
| 100 |
18,250 |
17,354 |
896 |
5.1% |
138 |
0.8% |
36% |
False |
False |
25,567 |
| 120 |
18,250 |
16,932 |
1,318 |
7.5% |
120 |
0.7% |
57% |
False |
False |
21,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,235 |
|
2.618 |
18,656 |
|
1.618 |
18,301 |
|
1.000 |
18,081 |
|
0.618 |
17,946 |
|
HIGH |
17,726 |
|
0.618 |
17,591 |
|
0.500 |
17,549 |
|
0.382 |
17,507 |
|
LOW |
17,371 |
|
0.618 |
17,152 |
|
1.000 |
17,016 |
|
1.618 |
16,797 |
|
2.618 |
16,442 |
|
4.250 |
15,862 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,636 |
17,635 |
| PP |
17,592 |
17,590 |
| S1 |
17,549 |
17,546 |
|