| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
17,677 |
17,443 |
-234 |
-1.3% |
17,689 |
| High |
17,678 |
17,678 |
0 |
0.0% |
17,757 |
| Low |
17,404 |
17,426 |
22 |
0.1% |
17,475 |
| Close |
17,442 |
17,452 |
10 |
0.1% |
17,649 |
| Range |
274 |
252 |
-22 |
-8.0% |
282 |
| ATR |
209 |
213 |
3 |
1.5% |
0 |
| Volume |
253,841 |
200,488 |
-53,353 |
-21.0% |
723,734 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,275 |
18,115 |
17,591 |
|
| R3 |
18,023 |
17,863 |
17,521 |
|
| R2 |
17,771 |
17,771 |
17,498 |
|
| R1 |
17,611 |
17,611 |
17,475 |
17,691 |
| PP |
17,519 |
17,519 |
17,519 |
17,559 |
| S1 |
17,359 |
17,359 |
17,429 |
17,439 |
| S2 |
17,267 |
17,267 |
17,406 |
|
| S3 |
17,015 |
17,107 |
17,383 |
|
| S4 |
16,763 |
16,855 |
17,314 |
|
|
| 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% |
269 |
1.5% |
26% |
False |
False |
200,035 |
| 10 |
17,997 |
17,354 |
643 |
3.7% |
230 |
1.3% |
15% |
False |
False |
186,798 |
| 20 |
18,108 |
17,354 |
754 |
4.3% |
205 |
1.2% |
13% |
False |
False |
148,945 |
| 40 |
18,250 |
17,354 |
896 |
5.1% |
172 |
1.0% |
11% |
False |
False |
75,248 |
| 60 |
18,250 |
17,354 |
896 |
5.1% |
172 |
1.0% |
11% |
False |
False |
50,180 |
| 80 |
18,250 |
17,354 |
896 |
5.1% |
166 |
1.0% |
11% |
False |
False |
37,638 |
| 100 |
18,250 |
17,354 |
896 |
5.1% |
143 |
0.8% |
11% |
False |
False |
30,110 |
| 120 |
18,250 |
16,932 |
1,318 |
7.6% |
122 |
0.7% |
39% |
False |
False |
25,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,749 |
|
2.618 |
18,338 |
|
1.618 |
18,086 |
|
1.000 |
17,930 |
|
0.618 |
17,834 |
|
HIGH |
17,678 |
|
0.618 |
17,582 |
|
0.500 |
17,552 |
|
0.382 |
17,522 |
|
LOW |
17,426 |
|
0.618 |
17,270 |
|
1.000 |
17,174 |
|
1.618 |
17,018 |
|
2.618 |
16,766 |
|
4.250 |
16,355 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,552 |
17,549 |
| PP |
17,519 |
17,516 |
| S1 |
17,485 |
17,484 |
|