| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
17,565 |
17,892 |
327 |
1.9% |
17,412 |
| High |
17,903 |
17,986 |
83 |
0.5% |
17,726 |
| Low |
17,536 |
17,865 |
329 |
1.9% |
17,354 |
| Close |
17,900 |
17,961 |
61 |
0.3% |
17,669 |
| Range |
367 |
121 |
-246 |
-67.0% |
372 |
| ATR |
227 |
219 |
-8 |
-3.3% |
0 |
| Volume |
147,320 |
86,991 |
-60,329 |
-41.0% |
1,052,734 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,300 |
18,252 |
18,028 |
|
| R3 |
18,179 |
18,131 |
17,994 |
|
| R2 |
18,058 |
18,058 |
17,983 |
|
| R1 |
18,010 |
18,010 |
17,972 |
18,034 |
| PP |
17,937 |
17,937 |
17,937 |
17,950 |
| S1 |
17,889 |
17,889 |
17,950 |
17,913 |
| S2 |
17,816 |
17,816 |
17,939 |
|
| S3 |
17,695 |
17,768 |
17,928 |
|
| S4 |
17,574 |
17,647 |
17,895 |
|
|
| 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 |
17,986 |
17,404 |
582 |
3.2% |
250 |
1.4% |
96% |
True |
False |
169,496 |
| 10 |
17,986 |
17,354 |
632 |
3.5% |
242 |
1.3% |
96% |
True |
False |
178,525 |
| 20 |
18,108 |
17,354 |
754 |
4.2% |
217 |
1.2% |
81% |
False |
False |
154,391 |
| 40 |
18,250 |
17,354 |
896 |
5.0% |
181 |
1.0% |
68% |
False |
False |
85,067 |
| 60 |
18,250 |
17,354 |
896 |
5.0% |
176 |
1.0% |
68% |
False |
False |
56,731 |
| 80 |
18,250 |
17,354 |
896 |
5.0% |
168 |
0.9% |
68% |
False |
False |
42,552 |
| 100 |
18,250 |
17,354 |
896 |
5.0% |
148 |
0.8% |
68% |
False |
False |
34,042 |
| 120 |
18,250 |
16,932 |
1,318 |
7.3% |
128 |
0.7% |
78% |
False |
False |
28,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,500 |
|
2.618 |
18,303 |
|
1.618 |
18,182 |
|
1.000 |
18,107 |
|
0.618 |
18,061 |
|
HIGH |
17,986 |
|
0.618 |
17,940 |
|
0.500 |
17,926 |
|
0.382 |
17,911 |
|
LOW |
17,865 |
|
0.618 |
17,790 |
|
1.000 |
17,744 |
|
1.618 |
17,669 |
|
2.618 |
17,548 |
|
4.250 |
17,351 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,949 |
17,885 |
| PP |
17,937 |
17,809 |
| S1 |
17,926 |
17,733 |
|