| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,758.0 |
11,783.0 |
25.0 |
0.2% |
11,326.0 |
| High |
11,807.0 |
11,783.0 |
-24.0 |
-0.2% |
11,791.5 |
| Low |
11,717.0 |
11,570.0 |
-147.0 |
-1.3% |
11,254.0 |
| Close |
11,756.0 |
11,609.5 |
-146.5 |
-1.2% |
11,675.0 |
| Range |
90.0 |
213.0 |
123.0 |
136.7% |
537.5 |
| ATR |
238.2 |
236.4 |
-1.8 |
-0.8% |
0.0 |
| Volume |
72,127 |
78,426 |
6,299 |
8.7% |
351,130 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,293.2 |
12,164.3 |
11,726.7 |
|
| R3 |
12,080.2 |
11,951.3 |
11,668.1 |
|
| R2 |
11,867.2 |
11,867.2 |
11,648.6 |
|
| R1 |
11,738.3 |
11,738.3 |
11,629.0 |
11,696.3 |
| PP |
11,654.2 |
11,654.2 |
11,654.2 |
11,633.1 |
| S1 |
11,525.3 |
11,525.3 |
11,590.0 |
11,483.3 |
| S2 |
11,441.2 |
11,441.2 |
11,570.5 |
|
| S3 |
11,228.2 |
11,312.3 |
11,550.9 |
|
| S4 |
11,015.2 |
11,099.3 |
11,492.4 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,186.0 |
12,968.0 |
11,970.6 |
|
| R3 |
12,648.5 |
12,430.5 |
11,822.8 |
|
| R2 |
12,111.0 |
12,111.0 |
11,773.5 |
|
| R1 |
11,893.0 |
11,893.0 |
11,724.3 |
12,002.0 |
| PP |
11,573.5 |
11,573.5 |
11,573.5 |
11,628.0 |
| S1 |
11,355.5 |
11,355.5 |
11,625.7 |
11,464.5 |
| S2 |
11,036.0 |
11,036.0 |
11,576.5 |
|
| S3 |
10,498.5 |
10,818.0 |
11,527.2 |
|
| S4 |
9,961.0 |
10,280.5 |
11,379.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,807.0 |
11,478.0 |
329.0 |
2.8% |
140.2 |
1.2% |
40% |
False |
False |
73,380 |
| 10 |
11,807.0 |
10,650.0 |
1,157.0 |
10.0% |
176.4 |
1.5% |
83% |
False |
False |
82,827 |
| 20 |
11,807.0 |
10,650.0 |
1,157.0 |
10.0% |
214.5 |
1.8% |
83% |
False |
False |
101,649 |
| 40 |
11,934.0 |
10,650.0 |
1,284.0 |
11.1% |
230.0 |
2.0% |
75% |
False |
False |
68,547 |
| 60 |
12,080.0 |
10,650.0 |
1,430.0 |
12.3% |
235.9 |
2.0% |
67% |
False |
False |
45,875 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.3% |
223.3 |
1.9% |
54% |
False |
False |
34,536 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.3% |
208.4 |
1.8% |
54% |
False |
False |
27,666 |
| 120 |
12,428.5 |
10,638.0 |
1,790.5 |
15.4% |
185.0 |
1.6% |
54% |
False |
False |
23,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,688.3 |
|
2.618 |
12,340.6 |
|
1.618 |
12,127.6 |
|
1.000 |
11,996.0 |
|
0.618 |
11,914.6 |
|
HIGH |
11,783.0 |
|
0.618 |
11,701.6 |
|
0.500 |
11,676.5 |
|
0.382 |
11,651.4 |
|
LOW |
11,570.0 |
|
0.618 |
11,438.4 |
|
1.000 |
11,357.0 |
|
1.618 |
11,225.4 |
|
2.618 |
11,012.4 |
|
4.250 |
10,664.8 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,676.5 |
11,688.5 |
| PP |
11,654.2 |
11,662.2 |
| S1 |
11,631.8 |
11,635.8 |
|