| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,113.5 |
11,203.5 |
90.0 |
0.8% |
11,754.5 |
| High |
11,239.0 |
11,280.0 |
41.0 |
0.4% |
11,811.0 |
| Low |
11,075.0 |
11,145.0 |
70.0 |
0.6% |
11,291.0 |
| Close |
11,169.0 |
11,213.0 |
44.0 |
0.4% |
11,353.0 |
| Range |
164.0 |
135.0 |
-29.0 |
-17.7% |
520.0 |
| ATR |
212.9 |
207.3 |
-5.6 |
-2.6% |
0.0 |
| Volume |
268 |
1,955 |
1,687 |
629.5% |
1,502 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,617.7 |
11,550.3 |
11,287.3 |
|
| R3 |
11,482.7 |
11,415.3 |
11,250.1 |
|
| R2 |
11,347.7 |
11,347.7 |
11,237.8 |
|
| R1 |
11,280.3 |
11,280.3 |
11,225.4 |
11,314.0 |
| PP |
11,212.7 |
11,212.7 |
11,212.7 |
11,229.5 |
| S1 |
11,145.3 |
11,145.3 |
11,200.6 |
11,179.0 |
| S2 |
11,077.7 |
11,077.7 |
11,188.3 |
|
| S3 |
10,942.7 |
11,010.3 |
11,175.9 |
|
| S4 |
10,807.7 |
10,875.3 |
11,138.8 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,045.0 |
12,719.0 |
11,639.0 |
|
| R3 |
12,525.0 |
12,199.0 |
11,496.0 |
|
| R2 |
12,005.0 |
12,005.0 |
11,448.3 |
|
| R1 |
11,679.0 |
11,679.0 |
11,400.7 |
11,582.0 |
| PP |
11,485.0 |
11,485.0 |
11,485.0 |
11,436.5 |
| S1 |
11,159.0 |
11,159.0 |
11,305.3 |
11,062.0 |
| S2 |
10,965.0 |
10,965.0 |
11,257.7 |
|
| S3 |
10,445.0 |
10,639.0 |
11,210.0 |
|
| S4 |
9,925.0 |
10,119.0 |
11,067.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,608.5 |
11,039.0 |
569.5 |
5.1% |
197.5 |
1.8% |
31% |
False |
False |
777 |
| 10 |
11,811.0 |
11,039.0 |
772.0 |
6.9% |
164.8 |
1.5% |
23% |
False |
False |
494 |
| 20 |
11,811.0 |
10,661.0 |
1,150.0 |
10.3% |
175.2 |
1.6% |
48% |
False |
False |
344 |
| 40 |
11,811.0 |
10,661.0 |
1,150.0 |
10.3% |
204.3 |
1.8% |
48% |
False |
False |
373 |
| 60 |
11,900.5 |
10,661.0 |
1,239.5 |
11.1% |
193.4 |
1.7% |
45% |
False |
False |
266 |
| 80 |
12,421.0 |
10,661.0 |
1,760.0 |
15.7% |
190.8 |
1.7% |
31% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,853.8 |
|
2.618 |
11,633.4 |
|
1.618 |
11,498.4 |
|
1.000 |
11,415.0 |
|
0.618 |
11,363.4 |
|
HIGH |
11,280.0 |
|
0.618 |
11,228.4 |
|
0.500 |
11,212.5 |
|
0.382 |
11,196.6 |
|
LOW |
11,145.0 |
|
0.618 |
11,061.6 |
|
1.000 |
11,010.0 |
|
1.618 |
10,926.6 |
|
2.618 |
10,791.6 |
|
4.250 |
10,571.3 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,212.8 |
11,199.5 |
| PP |
11,212.7 |
11,186.0 |
| S1 |
11,212.5 |
11,172.5 |
|