| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
10,806.0 |
11,206.0 |
400.0 |
3.7% |
10,757.0 |
| High |
11,035.5 |
11,403.0 |
367.5 |
3.3% |
11,403.0 |
| Low |
10,780.5 |
11,147.5 |
367.0 |
3.4% |
10,650.0 |
| Close |
11,013.0 |
11,340.0 |
327.0 |
3.0% |
11,340.0 |
| Range |
255.0 |
255.5 |
0.5 |
0.2% |
753.0 |
| ATR |
274.0 |
282.3 |
8.3 |
3.0% |
0.0 |
| Volume |
114,685 |
101,876 |
-12,809 |
-11.2% |
606,046 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,063.3 |
11,957.2 |
11,480.5 |
|
| R3 |
11,807.8 |
11,701.7 |
11,410.3 |
|
| R2 |
11,552.3 |
11,552.3 |
11,386.8 |
|
| R1 |
11,446.2 |
11,446.2 |
11,363.4 |
11,499.3 |
| PP |
11,296.8 |
11,296.8 |
11,296.8 |
11,323.4 |
| S1 |
11,190.7 |
11,190.7 |
11,316.6 |
11,243.8 |
| S2 |
11,041.3 |
11,041.3 |
11,293.2 |
|
| S3 |
10,785.8 |
10,935.2 |
11,269.7 |
|
| S4 |
10,530.3 |
10,679.7 |
11,199.5 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,390.0 |
13,118.0 |
11,754.2 |
|
| R3 |
12,637.0 |
12,365.0 |
11,547.1 |
|
| R2 |
11,884.0 |
11,884.0 |
11,478.1 |
|
| R1 |
11,612.0 |
11,612.0 |
11,409.0 |
11,748.0 |
| PP |
11,131.0 |
11,131.0 |
11,131.0 |
11,199.0 |
| S1 |
10,859.0 |
10,859.0 |
11,271.0 |
10,995.0 |
| S2 |
10,378.0 |
10,378.0 |
11,202.0 |
|
| S3 |
9,625.0 |
10,106.0 |
11,132.9 |
|
| S4 |
8,872.0 |
9,353.0 |
10,925.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,403.0 |
10,650.0 |
753.0 |
6.6% |
245.2 |
2.2% |
92% |
True |
False |
121,209 |
| 10 |
11,566.0 |
10,650.0 |
916.0 |
8.1% |
258.4 |
2.3% |
75% |
False |
False |
120,184 |
| 20 |
11,643.0 |
10,650.0 |
993.0 |
8.8% |
259.3 |
2.3% |
69% |
False |
False |
109,308 |
| 40 |
11,934.0 |
10,650.0 |
1,284.0 |
11.3% |
236.4 |
2.1% |
54% |
False |
False |
56,123 |
| 60 |
12,353.0 |
10,650.0 |
1,703.0 |
15.0% |
244.1 |
2.2% |
41% |
False |
False |
37,622 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.7% |
228.3 |
2.0% |
39% |
False |
False |
28,299 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.7% |
202.5 |
1.8% |
39% |
False |
False |
22,650 |
| 120 |
12,428.5 |
10,175.0 |
2,253.5 |
19.9% |
184.2 |
1.6% |
52% |
False |
False |
18,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,488.9 |
|
2.618 |
12,071.9 |
|
1.618 |
11,816.4 |
|
1.000 |
11,658.5 |
|
0.618 |
11,560.9 |
|
HIGH |
11,403.0 |
|
0.618 |
11,305.4 |
|
0.500 |
11,275.3 |
|
0.382 |
11,245.1 |
|
LOW |
11,147.5 |
|
0.618 |
10,989.6 |
|
1.000 |
10,892.0 |
|
1.618 |
10,734.1 |
|
2.618 |
10,478.6 |
|
4.250 |
10,061.6 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,318.4 |
11,235.5 |
| PP |
11,296.8 |
11,131.0 |
| S1 |
11,275.3 |
11,026.5 |
|