| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
17,892 |
17,961 |
69 |
0.4% |
17,412 |
| High |
17,986 |
18,007 |
21 |
0.1% |
17,726 |
| Low |
17,865 |
17,923 |
58 |
0.3% |
17,354 |
| Close |
17,961 |
17,992 |
31 |
0.2% |
17,669 |
| Range |
121 |
84 |
-37 |
-30.6% |
372 |
| ATR |
219 |
209 |
-10 |
-4.4% |
0 |
| Volume |
86,991 |
96,843 |
9,852 |
11.3% |
1,052,734 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,226 |
18,193 |
18,038 |
|
| R3 |
18,142 |
18,109 |
18,015 |
|
| R2 |
18,058 |
18,058 |
18,008 |
|
| R1 |
18,025 |
18,025 |
18,000 |
18,042 |
| PP |
17,974 |
17,974 |
17,974 |
17,982 |
| S1 |
17,941 |
17,941 |
17,984 |
17,958 |
| S2 |
17,890 |
17,890 |
17,977 |
|
| S3 |
17,806 |
17,857 |
17,969 |
|
| S4 |
17,722 |
17,773 |
17,946 |
|
|
| 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 |
18,007 |
17,426 |
581 |
3.2% |
212 |
1.2% |
97% |
True |
False |
138,096 |
| 10 |
18,007 |
17,354 |
653 |
3.6% |
233 |
1.3% |
98% |
True |
False |
164,372 |
| 20 |
18,108 |
17,354 |
754 |
4.2% |
209 |
1.2% |
85% |
False |
False |
153,238 |
| 40 |
18,250 |
17,354 |
896 |
5.0% |
181 |
1.0% |
71% |
False |
False |
87,483 |
| 60 |
18,250 |
17,354 |
896 |
5.0% |
174 |
1.0% |
71% |
False |
False |
58,345 |
| 80 |
18,250 |
17,354 |
896 |
5.0% |
167 |
0.9% |
71% |
False |
False |
43,762 |
| 100 |
18,250 |
17,354 |
896 |
5.0% |
149 |
0.8% |
71% |
False |
False |
35,010 |
| 120 |
18,250 |
16,932 |
1,318 |
7.3% |
129 |
0.7% |
80% |
False |
False |
29,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,364 |
|
2.618 |
18,227 |
|
1.618 |
18,143 |
|
1.000 |
18,091 |
|
0.618 |
18,059 |
|
HIGH |
18,007 |
|
0.618 |
17,975 |
|
0.500 |
17,965 |
|
0.382 |
17,955 |
|
LOW |
17,923 |
|
0.618 |
17,871 |
|
1.000 |
17,839 |
|
1.618 |
17,787 |
|
2.618 |
17,703 |
|
4.250 |
17,566 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,983 |
17,919 |
| PP |
17,974 |
17,845 |
| S1 |
17,965 |
17,772 |
|