| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
17,961 |
17,989 |
28 |
0.2% |
17,412 |
| High |
18,007 |
18,075 |
68 |
0.4% |
17,726 |
| Low |
17,923 |
17,978 |
55 |
0.3% |
17,354 |
| Close |
17,992 |
18,020 |
28 |
0.2% |
17,669 |
| Range |
84 |
97 |
13 |
15.5% |
372 |
| ATR |
209 |
201 |
-8 |
-3.8% |
0 |
| Volume |
96,843 |
93,486 |
-3,357 |
-3.5% |
1,052,734 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,315 |
18,265 |
18,073 |
|
| R3 |
18,218 |
18,168 |
18,047 |
|
| R2 |
18,121 |
18,121 |
18,038 |
|
| R1 |
18,071 |
18,071 |
18,029 |
18,096 |
| PP |
18,024 |
18,024 |
18,024 |
18,037 |
| S1 |
17,974 |
17,974 |
18,011 |
17,999 |
| S2 |
17,927 |
17,927 |
18,002 |
|
| S3 |
17,830 |
17,877 |
17,993 |
|
| S4 |
17,733 |
17,780 |
17,967 |
|
|
| 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 |
18,075 |
17,479 |
596 |
3.3% |
181 |
1.0% |
91% |
True |
False |
116,696 |
| 10 |
18,075 |
17,354 |
721 |
4.0% |
225 |
1.2% |
92% |
True |
False |
158,365 |
| 20 |
18,108 |
17,354 |
754 |
4.2% |
206 |
1.1% |
88% |
False |
False |
151,202 |
| 40 |
18,234 |
17,354 |
880 |
4.9% |
181 |
1.0% |
76% |
False |
False |
89,819 |
| 60 |
18,250 |
17,354 |
896 |
5.0% |
172 |
1.0% |
74% |
False |
False |
59,902 |
| 80 |
18,250 |
17,354 |
896 |
5.0% |
167 |
0.9% |
74% |
False |
False |
44,931 |
| 100 |
18,250 |
17,354 |
896 |
5.0% |
150 |
0.8% |
74% |
False |
False |
35,945 |
| 120 |
18,250 |
16,932 |
1,318 |
7.3% |
129 |
0.7% |
83% |
False |
False |
29,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,487 |
|
2.618 |
18,329 |
|
1.618 |
18,232 |
|
1.000 |
18,172 |
|
0.618 |
18,135 |
|
HIGH |
18,075 |
|
0.618 |
18,038 |
|
0.500 |
18,027 |
|
0.382 |
18,015 |
|
LOW |
17,978 |
|
0.618 |
17,918 |
|
1.000 |
17,881 |
|
1.618 |
17,821 |
|
2.618 |
17,724 |
|
4.250 |
17,566 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,027 |
18,003 |
| PP |
18,024 |
17,987 |
| S1 |
18,022 |
17,970 |
|