Trading Metrics calculated at close of trading on 02-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
207.73 |
208.07 |
0.34 |
0.2% |
211.91 |
High |
208.03 |
208.27 |
0.24 |
0.1% |
212.59 |
Low |
206.56 |
206.81 |
0.25 |
0.1% |
209.16 |
Close |
207.50 |
207.31 |
-0.19 |
-0.1% |
209.82 |
Range |
1.47 |
1.46 |
-0.01 |
-0.7% |
3.43 |
ATR |
1.98 |
1.94 |
-0.04 |
-1.9% |
0.00 |
Volume |
135,979,813 |
104,373,594 |
-31,606,219 |
-23.2% |
432,762,172 |
|
Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
211.84 |
211.04 |
208.11 |
|
R3 |
210.38 |
209.58 |
207.71 |
|
R2 |
208.92 |
208.92 |
207.58 |
|
R1 |
208.12 |
208.12 |
207.44 |
207.79 |
PP |
207.46 |
207.46 |
207.46 |
207.30 |
S1 |
206.66 |
206.66 |
207.18 |
206.33 |
S2 |
206.00 |
206.00 |
207.04 |
|
S3 |
204.54 |
205.20 |
206.91 |
|
S4 |
203.08 |
203.74 |
206.51 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
220.81 |
218.75 |
211.71 |
|
R3 |
217.38 |
215.32 |
210.76 |
|
R2 |
213.95 |
213.95 |
210.45 |
|
R1 |
211.89 |
211.89 |
210.13 |
211.21 |
PP |
210.52 |
210.52 |
210.52 |
210.18 |
S1 |
208.46 |
208.46 |
209.51 |
207.78 |
S2 |
207.09 |
207.09 |
209.19 |
|
S3 |
203.66 |
205.03 |
208.88 |
|
S4 |
200.23 |
201.60 |
207.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
210.58 |
205.28 |
5.30 |
2.6% |
2.18 |
1.1% |
38% |
False |
False |
146,014,922 |
10 |
212.59 |
205.28 |
7.31 |
3.5% |
1.71 |
0.8% |
28% |
False |
False |
118,914,058 |
20 |
213.34 |
205.28 |
8.06 |
3.9% |
1.71 |
0.8% |
25% |
False |
False |
117,636,724 |
40 |
213.78 |
205.28 |
8.50 |
4.1% |
1.60 |
0.8% |
24% |
False |
False |
106,177,841 |
60 |
213.78 |
205.28 |
8.50 |
4.1% |
1.66 |
0.8% |
24% |
False |
False |
103,289,170 |
80 |
213.78 |
204.12 |
9.66 |
4.7% |
1.76 |
0.8% |
33% |
False |
False |
107,902,215 |
100 |
213.78 |
204.12 |
9.66 |
4.7% |
1.70 |
0.8% |
33% |
False |
False |
106,255,988 |
120 |
213.78 |
197.86 |
15.92 |
7.7% |
1.88 |
0.9% |
59% |
False |
False |
113,418,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
214.48 |
2.618 |
212.09 |
1.618 |
210.63 |
1.000 |
209.73 |
0.618 |
209.17 |
HIGH |
208.27 |
0.618 |
207.71 |
0.500 |
207.54 |
0.382 |
207.37 |
LOW |
206.81 |
0.618 |
205.91 |
1.000 |
205.35 |
1.618 |
204.45 |
2.618 |
202.99 |
4.250 |
200.61 |
|
|
Fisher Pivots for day following 02-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
207.54 |
207.13 |
PP |
207.46 |
206.95 |
S1 |
207.39 |
206.78 |
|