| 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 |
1,172.4 |
1,168.1 |
-4.3 |
-0.4% |
1,199.7 |
| High |
1,174.4 |
1,169.2 |
-5.2 |
-0.4% |
1,200.8 |
| Low |
1,166.7 |
1,155.8 |
-10.9 |
-0.9% |
1,167.1 |
| Close |
1,169.3 |
1,163.5 |
-5.8 |
-0.5% |
1,173.2 |
| Range |
7.7 |
13.4 |
5.7 |
74.0% |
33.7 |
| ATR |
13.4 |
13.4 |
0.0 |
0.1% |
0.0 |
| Volume |
95,179 |
144,729 |
49,550 |
52.1% |
564,614 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,203.0 |
1,196.7 |
1,170.9 |
|
| R3 |
1,189.6 |
1,183.3 |
1,167.2 |
|
| R2 |
1,176.2 |
1,176.2 |
1,166.0 |
|
| R1 |
1,169.9 |
1,169.9 |
1,164.7 |
1,166.4 |
| PP |
1,162.8 |
1,162.8 |
1,162.8 |
1,161.1 |
| S1 |
1,156.5 |
1,156.5 |
1,162.3 |
1,153.0 |
| S2 |
1,149.4 |
1,149.4 |
1,161.0 |
|
| S3 |
1,136.0 |
1,143.1 |
1,159.8 |
|
| S4 |
1,122.6 |
1,129.7 |
1,156.1 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.5 |
1,261.0 |
1,191.7 |
|
| R3 |
1,247.8 |
1,227.3 |
1,182.5 |
|
| R2 |
1,214.1 |
1,214.1 |
1,179.4 |
|
| R1 |
1,193.6 |
1,193.6 |
1,176.3 |
1,187.0 |
| PP |
1,180.4 |
1,180.4 |
1,180.4 |
1,177.1 |
| S1 |
1,159.9 |
1,159.9 |
1,170.1 |
1,153.3 |
| S2 |
1,146.7 |
1,146.7 |
1,167.0 |
|
| S3 |
1,113.0 |
1,126.2 |
1,163.9 |
|
| S4 |
1,079.3 |
1,092.5 |
1,154.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,187.6 |
1,155.8 |
31.8 |
2.7% |
12.1 |
1.0% |
24% |
False |
True |
128,346 |
| 10 |
1,204.0 |
1,155.8 |
48.2 |
4.1% |
11.6 |
1.0% |
16% |
False |
True |
118,447 |
| 20 |
1,205.7 |
1,155.8 |
49.9 |
4.3% |
12.9 |
1.1% |
15% |
False |
True |
119,105 |
| 40 |
1,232.8 |
1,155.8 |
77.0 |
6.6% |
13.7 |
1.2% |
10% |
False |
True |
93,227 |
| 60 |
1,232.8 |
1,155.8 |
77.0 |
6.6% |
14.3 |
1.2% |
10% |
False |
True |
63,426 |
| 80 |
1,232.8 |
1,143.8 |
89.0 |
7.6% |
14.4 |
1.2% |
22% |
False |
False |
48,418 |
| 100 |
1,240.4 |
1,143.8 |
96.6 |
8.3% |
14.4 |
1.2% |
20% |
False |
False |
39,107 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
14.2% |
15.1 |
1.3% |
12% |
False |
False |
32,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,226.2 |
|
2.618 |
1,204.3 |
|
1.618 |
1,190.9 |
|
1.000 |
1,182.6 |
|
0.618 |
1,177.5 |
|
HIGH |
1,169.2 |
|
0.618 |
1,164.1 |
|
0.500 |
1,162.5 |
|
0.382 |
1,160.9 |
|
LOW |
1,155.8 |
|
0.618 |
1,147.5 |
|
1.000 |
1,142.4 |
|
1.618 |
1,134.1 |
|
2.618 |
1,120.7 |
|
4.250 |
1,098.9 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,163.2 |
1,167.9 |
| PP |
1,162.8 |
1,166.4 |
| S1 |
1,162.5 |
1,165.0 |
|