| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
17,666 |
17,675 |
9 |
0.1% |
17,527 |
| High |
17,700 |
17,721 |
21 |
0.1% |
17,721 |
| Low |
17,555 |
17,592 |
37 |
0.2% |
17,319 |
| Close |
17,686 |
17,614 |
-72 |
-0.4% |
17,614 |
| Range |
145 |
129 |
-16 |
-11.0% |
402 |
| ATR |
188 |
184 |
-4 |
-2.2% |
0 |
| Volume |
115,910 |
119,936 |
4,026 |
3.5% |
693,324 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,029 |
17,951 |
17,685 |
|
| R3 |
17,900 |
17,822 |
17,650 |
|
| R2 |
17,771 |
17,771 |
17,638 |
|
| R1 |
17,693 |
17,693 |
17,626 |
17,668 |
| PP |
17,642 |
17,642 |
17,642 |
17,630 |
| S1 |
17,564 |
17,564 |
17,602 |
17,539 |
| S2 |
17,513 |
17,513 |
17,590 |
|
| S3 |
17,384 |
17,435 |
17,579 |
|
| S4 |
17,255 |
17,306 |
17,543 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,757 |
18,588 |
17,835 |
|
| R3 |
18,355 |
18,186 |
17,725 |
|
| R2 |
17,953 |
17,953 |
17,688 |
|
| R1 |
17,784 |
17,784 |
17,651 |
17,869 |
| PP |
17,551 |
17,551 |
17,551 |
17,594 |
| S1 |
17,382 |
17,382 |
17,577 |
17,467 |
| S2 |
17,149 |
17,149 |
17,540 |
|
| S3 |
16,747 |
16,980 |
17,504 |
|
| S4 |
16,345 |
16,578 |
17,393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,721 |
17,319 |
402 |
2.3% |
175 |
1.0% |
73% |
True |
False |
138,664 |
| 10 |
18,058 |
17,319 |
739 |
4.2% |
174 |
1.0% |
40% |
False |
False |
125,238 |
| 20 |
18,075 |
17,319 |
756 |
4.3% |
196 |
1.1% |
39% |
False |
False |
140,152 |
| 40 |
18,108 |
17,319 |
789 |
4.5% |
186 |
1.1% |
37% |
False |
False |
122,718 |
| 60 |
18,250 |
17,319 |
931 |
5.3% |
173 |
1.0% |
32% |
False |
False |
81,992 |
| 80 |
18,250 |
17,319 |
931 |
5.3% |
169 |
1.0% |
32% |
False |
False |
61,500 |
| 100 |
18,250 |
17,319 |
931 |
5.3% |
164 |
0.9% |
32% |
False |
False |
49,202 |
| 120 |
18,250 |
17,319 |
931 |
5.3% |
143 |
0.8% |
32% |
False |
False |
41,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,269 |
|
2.618 |
18,059 |
|
1.618 |
17,930 |
|
1.000 |
17,850 |
|
0.618 |
17,801 |
|
HIGH |
17,721 |
|
0.618 |
17,672 |
|
0.500 |
17,657 |
|
0.382 |
17,641 |
|
LOW |
17,592 |
|
0.618 |
17,512 |
|
1.000 |
17,463 |
|
1.618 |
17,383 |
|
2.618 |
17,254 |
|
4.250 |
17,044 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,657 |
17,623 |
| PP |
17,642 |
17,620 |
| S1 |
17,628 |
17,617 |
|