| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
17,443 |
17,479 |
36 |
0.2% |
17,412 |
| High |
17,678 |
17,712 |
34 |
0.2% |
17,726 |
| Low |
17,426 |
17,479 |
53 |
0.3% |
17,354 |
| Close |
17,452 |
17,669 |
217 |
1.2% |
17,669 |
| Range |
252 |
233 |
-19 |
-7.5% |
372 |
| ATR |
213 |
216 |
3 |
1.6% |
0 |
| Volume |
200,488 |
158,842 |
-41,646 |
-20.8% |
1,052,734 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,319 |
18,227 |
17,797 |
|
| R3 |
18,086 |
17,994 |
17,733 |
|
| R2 |
17,853 |
17,853 |
17,712 |
|
| R1 |
17,761 |
17,761 |
17,690 |
17,807 |
| PP |
17,620 |
17,620 |
17,620 |
17,643 |
| S1 |
17,528 |
17,528 |
17,648 |
17,574 |
| S2 |
17,387 |
17,387 |
17,626 |
|
| S3 |
17,154 |
17,295 |
17,605 |
|
| S4 |
16,921 |
17,062 |
17,541 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,699 |
18,556 |
17,874 |
|
| R3 |
18,327 |
18,184 |
17,771 |
|
| R2 |
17,955 |
17,955 |
17,737 |
|
| R1 |
17,812 |
17,812 |
17,703 |
17,884 |
| PP |
17,583 |
17,583 |
17,583 |
17,619 |
| S1 |
17,440 |
17,440 |
17,635 |
17,512 |
| S2 |
17,211 |
17,211 |
17,601 |
|
| S3 |
16,839 |
17,068 |
17,567 |
|
| S4 |
16,467 |
16,696 |
17,465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,726 |
17,354 |
372 |
2.1% |
286 |
1.6% |
85% |
False |
False |
210,546 |
| 10 |
17,924 |
17,354 |
570 |
3.2% |
233 |
1.3% |
55% |
False |
False |
190,088 |
| 20 |
18,108 |
17,354 |
754 |
4.3% |
211 |
1.2% |
42% |
False |
False |
155,469 |
| 40 |
18,250 |
17,354 |
896 |
5.1% |
176 |
1.0% |
35% |
False |
False |
79,216 |
| 60 |
18,250 |
17,354 |
896 |
5.1% |
175 |
1.0% |
35% |
False |
False |
52,827 |
| 80 |
18,250 |
17,354 |
896 |
5.1% |
166 |
0.9% |
35% |
False |
False |
39,623 |
| 100 |
18,250 |
17,354 |
896 |
5.1% |
144 |
0.8% |
35% |
False |
False |
31,699 |
| 120 |
18,250 |
16,932 |
1,318 |
7.5% |
124 |
0.7% |
56% |
False |
False |
26,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,702 |
|
2.618 |
18,322 |
|
1.618 |
18,089 |
|
1.000 |
17,945 |
|
0.618 |
17,856 |
|
HIGH |
17,712 |
|
0.618 |
17,623 |
|
0.500 |
17,596 |
|
0.382 |
17,568 |
|
LOW |
17,479 |
|
0.618 |
17,335 |
|
1.000 |
17,246 |
|
1.618 |
17,102 |
|
2.618 |
16,869 |
|
4.250 |
16,489 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,645 |
17,632 |
| PP |
17,620 |
17,595 |
| S1 |
17,596 |
17,558 |
|