| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
17,691 |
17,527 |
-164 |
-0.9% |
17,993 |
| High |
17,711 |
17,547 |
-164 |
-0.9% |
18,058 |
| Low |
17,473 |
17,319 |
-154 |
-0.9% |
17,473 |
| Close |
17,523 |
17,396 |
-127 |
-0.7% |
17,523 |
| Range |
238 |
228 |
-10 |
-4.2% |
585 |
| ATR |
189 |
192 |
3 |
1.5% |
0 |
| Volume |
123,764 |
165,139 |
41,375 |
33.4% |
559,063 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,105 |
17,978 |
17,522 |
|
| R3 |
17,877 |
17,750 |
17,459 |
|
| R2 |
17,649 |
17,649 |
17,438 |
|
| R1 |
17,522 |
17,522 |
17,417 |
17,472 |
| PP |
17,421 |
17,421 |
17,421 |
17,395 |
| S1 |
17,294 |
17,294 |
17,375 |
17,244 |
| S2 |
17,193 |
17,193 |
17,354 |
|
| S3 |
16,965 |
17,066 |
17,333 |
|
| S4 |
16,737 |
16,838 |
17,271 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,440 |
19,066 |
17,845 |
|
| R3 |
18,855 |
18,481 |
17,684 |
|
| R2 |
18,270 |
18,270 |
17,630 |
|
| R1 |
17,896 |
17,896 |
17,577 |
17,791 |
| PP |
17,685 |
17,685 |
17,685 |
17,632 |
| S1 |
17,311 |
17,311 |
17,470 |
17,206 |
| S2 |
17,100 |
17,100 |
17,416 |
|
| S3 |
16,515 |
16,726 |
17,362 |
|
| S4 |
15,930 |
16,141 |
17,201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,020 |
17,319 |
701 |
4.0% |
203 |
1.2% |
11% |
False |
True |
128,549 |
| 10 |
18,075 |
17,319 |
756 |
4.3% |
147 |
0.8% |
10% |
False |
True |
107,481 |
| 20 |
18,075 |
17,319 |
756 |
4.3% |
201 |
1.2% |
10% |
False |
True |
149,929 |
| 40 |
18,108 |
17,319 |
789 |
4.5% |
187 |
1.1% |
10% |
False |
True |
109,727 |
| 60 |
18,250 |
17,319 |
931 |
5.4% |
173 |
1.0% |
8% |
False |
True |
73,191 |
| 80 |
18,250 |
17,319 |
931 |
5.4% |
169 |
1.0% |
8% |
False |
True |
54,898 |
| 100 |
18,250 |
17,319 |
931 |
5.4% |
159 |
0.9% |
8% |
False |
True |
43,920 |
| 120 |
18,250 |
17,319 |
931 |
5.4% |
138 |
0.8% |
8% |
False |
True |
36,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,516 |
|
2.618 |
18,144 |
|
1.618 |
17,916 |
|
1.000 |
17,775 |
|
0.618 |
17,688 |
|
HIGH |
17,547 |
|
0.618 |
17,460 |
|
0.500 |
17,433 |
|
0.382 |
17,406 |
|
LOW |
17,319 |
|
0.618 |
17,178 |
|
1.000 |
17,091 |
|
1.618 |
16,950 |
|
2.618 |
16,722 |
|
4.250 |
16,350 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,433 |
17,576 |
| PP |
17,421 |
17,516 |
| S1 |
17,408 |
17,456 |
|