| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
17,659 |
17,677 |
18 |
0.1% |
17,689 |
| High |
17,726 |
17,678 |
-48 |
-0.3% |
17,757 |
| Low |
17,371 |
17,404 |
33 |
0.2% |
17,475 |
| Close |
17,680 |
17,442 |
-238 |
-1.3% |
17,649 |
| Range |
355 |
274 |
-81 |
-22.8% |
282 |
| ATR |
204 |
209 |
5 |
2.5% |
0 |
| Volume |
249,616 |
253,841 |
4,225 |
1.7% |
723,734 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,330 |
18,160 |
17,593 |
|
| R3 |
18,056 |
17,886 |
17,517 |
|
| R2 |
17,782 |
17,782 |
17,492 |
|
| R1 |
17,612 |
17,612 |
17,467 |
17,560 |
| PP |
17,508 |
17,508 |
17,508 |
17,482 |
| S1 |
17,338 |
17,338 |
17,417 |
17,286 |
| S2 |
17,234 |
17,234 |
17,392 |
|
| S3 |
16,960 |
17,064 |
17,367 |
|
| S4 |
16,686 |
16,790 |
17,291 |
|
|
| 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% |
255 |
1.5% |
23% |
False |
False |
190,648 |
| 10 |
18,080 |
17,354 |
726 |
4.2% |
225 |
1.3% |
12% |
False |
False |
179,117 |
| 20 |
18,108 |
17,354 |
754 |
4.3% |
206 |
1.2% |
12% |
False |
False |
139,528 |
| 40 |
18,250 |
17,354 |
896 |
5.1% |
171 |
1.0% |
10% |
False |
False |
70,238 |
| 60 |
18,250 |
17,354 |
896 |
5.1% |
170 |
1.0% |
10% |
False |
False |
46,838 |
| 80 |
18,250 |
17,354 |
896 |
5.1% |
164 |
0.9% |
10% |
False |
False |
35,131 |
| 100 |
18,250 |
17,354 |
896 |
5.1% |
141 |
0.8% |
10% |
False |
False |
28,105 |
| 120 |
18,250 |
16,932 |
1,318 |
7.6% |
122 |
0.7% |
39% |
False |
False |
23,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,843 |
|
2.618 |
18,395 |
|
1.618 |
18,121 |
|
1.000 |
17,952 |
|
0.618 |
17,847 |
|
HIGH |
17,678 |
|
0.618 |
17,573 |
|
0.500 |
17,541 |
|
0.382 |
17,509 |
|
LOW |
17,404 |
|
0.618 |
17,235 |
|
1.000 |
17,130 |
|
1.618 |
16,961 |
|
2.618 |
16,687 |
|
4.250 |
16,240 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,541 |
17,540 |
| PP |
17,508 |
17,507 |
| S1 |
17,475 |
17,475 |
|