| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1,161.1 |
1,164.5 |
3.4 |
0.3% |
1,174.2 |
| High |
1,166.8 |
1,165.4 |
-1.4 |
-0.1% |
1,175.7 |
| Low |
1,159.0 |
1,152.1 |
-6.9 |
-0.6% |
1,148.5 |
| Close |
1,160.2 |
1,157.7 |
-2.5 |
-0.2% |
1,160.2 |
| Range |
7.8 |
13.3 |
5.5 |
70.5% |
27.2 |
| ATR |
13.3 |
13.3 |
0.0 |
0.0% |
0.0 |
| Volume |
17,632 |
17,979 |
347 |
2.0% |
65,707 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.3 |
1,191.3 |
1,165.0 |
|
| R3 |
1,185.0 |
1,178.0 |
1,161.4 |
|
| R2 |
1,171.7 |
1,171.7 |
1,160.1 |
|
| R1 |
1,164.7 |
1,164.7 |
1,158.9 |
1,161.6 |
| PP |
1,158.4 |
1,158.4 |
1,158.4 |
1,156.8 |
| S1 |
1,151.4 |
1,151.4 |
1,156.5 |
1,148.3 |
| S2 |
1,145.1 |
1,145.1 |
1,155.3 |
|
| S3 |
1,131.8 |
1,138.1 |
1,154.0 |
|
| S4 |
1,118.5 |
1,124.8 |
1,150.4 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,243.1 |
1,228.8 |
1,175.2 |
|
| R3 |
1,215.9 |
1,201.6 |
1,167.7 |
|
| R2 |
1,188.7 |
1,188.7 |
1,165.2 |
|
| R1 |
1,174.4 |
1,174.4 |
1,162.7 |
1,168.0 |
| PP |
1,161.5 |
1,161.5 |
1,161.5 |
1,158.2 |
| S1 |
1,147.2 |
1,147.2 |
1,157.7 |
1,140.8 |
| S2 |
1,134.3 |
1,134.3 |
1,155.2 |
|
| S3 |
1,107.1 |
1,120.0 |
1,152.7 |
|
| S4 |
1,079.9 |
1,092.8 |
1,145.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,171.5 |
1,148.5 |
23.0 |
2.0% |
14.6 |
1.3% |
40% |
False |
False |
14,602 |
| 10 |
1,189.0 |
1,148.5 |
40.5 |
3.5% |
13.1 |
1.1% |
23% |
False |
False |
9,927 |
| 20 |
1,207.3 |
1,148.5 |
58.8 |
5.1% |
12.9 |
1.1% |
16% |
False |
False |
6,449 |
| 40 |
1,234.0 |
1,148.5 |
85.5 |
7.4% |
12.6 |
1.1% |
11% |
False |
False |
4,954 |
| 60 |
1,234.0 |
1,148.5 |
85.5 |
7.4% |
13.5 |
1.2% |
11% |
False |
False |
4,315 |
| 80 |
1,234.0 |
1,148.5 |
85.5 |
7.4% |
13.6 |
1.2% |
11% |
False |
False |
3,863 |
| 100 |
1,234.0 |
1,145.5 |
88.5 |
7.6% |
13.8 |
1.2% |
14% |
False |
False |
3,493 |
| 120 |
1,309.5 |
1,145.5 |
164.0 |
14.2% |
14.7 |
1.3% |
7% |
False |
False |
3,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,221.9 |
|
2.618 |
1,200.2 |
|
1.618 |
1,186.9 |
|
1.000 |
1,178.7 |
|
0.618 |
1,173.6 |
|
HIGH |
1,165.4 |
|
0.618 |
1,160.3 |
|
0.500 |
1,158.8 |
|
0.382 |
1,157.2 |
|
LOW |
1,152.1 |
|
0.618 |
1,143.9 |
|
1.000 |
1,138.8 |
|
1.618 |
1,130.6 |
|
2.618 |
1,117.3 |
|
4.250 |
1,095.6 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,158.8 |
1,160.6 |
| PP |
1,158.4 |
1,159.6 |
| S1 |
1,158.1 |
1,158.7 |
|