| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,094.75 |
2,064.00 |
-30.75 |
-1.5% |
2,105.75 |
| High |
2,100.75 |
2,083.25 |
-17.50 |
-0.8% |
2,122.00 |
| Low |
2,086.25 |
2,047.25 |
-39.00 |
-1.9% |
2,086.25 |
| Close |
2,095.75 |
2,050.50 |
-45.25 |
-2.2% |
2,095.75 |
| Range |
14.50 |
36.00 |
21.50 |
148.3% |
35.75 |
| ATR |
20.04 |
22.07 |
2.03 |
10.1% |
0.00 |
| Volume |
1,321,884 |
2,292,340 |
970,456 |
73.4% |
5,635,999 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.25 |
2,145.50 |
2,070.25 |
|
| R3 |
2,132.25 |
2,109.50 |
2,060.50 |
|
| R2 |
2,096.25 |
2,096.25 |
2,057.00 |
|
| R1 |
2,073.50 |
2,073.50 |
2,053.75 |
2,067.00 |
| PP |
2,060.25 |
2,060.25 |
2,060.25 |
2,057.00 |
| S1 |
2,037.50 |
2,037.50 |
2,047.25 |
2,031.00 |
| S2 |
2,024.25 |
2,024.25 |
2,044.00 |
|
| S3 |
1,988.25 |
2,001.50 |
2,040.50 |
|
| S4 |
1,952.25 |
1,965.50 |
2,030.75 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.50 |
2,188.00 |
2,115.50 |
|
| R3 |
2,172.75 |
2,152.25 |
2,105.50 |
|
| R2 |
2,137.00 |
2,137.00 |
2,102.25 |
|
| R1 |
2,116.50 |
2,116.50 |
2,099.00 |
2,109.00 |
| PP |
2,101.25 |
2,101.25 |
2,101.25 |
2,097.50 |
| S1 |
2,080.75 |
2,080.75 |
2,092.50 |
2,073.00 |
| S2 |
2,065.50 |
2,065.50 |
2,089.25 |
|
| S3 |
2,029.75 |
2,045.00 |
2,086.00 |
|
| S4 |
1,994.00 |
2,009.25 |
2,076.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,120.50 |
2,047.25 |
73.25 |
3.6% |
20.00 |
1.0% |
4% |
False |
True |
1,366,526 |
| 10 |
2,122.00 |
2,047.25 |
74.75 |
3.6% |
22.50 |
1.1% |
4% |
False |
True |
1,430,617 |
| 20 |
2,122.00 |
2,047.25 |
74.75 |
3.6% |
20.75 |
1.0% |
4% |
False |
True |
970,132 |
| 40 |
2,126.25 |
2,047.25 |
79.00 |
3.9% |
20.25 |
1.0% |
4% |
False |
True |
487,200 |
| 60 |
2,126.25 |
2,032.25 |
94.00 |
4.6% |
20.25 |
1.0% |
19% |
False |
False |
325,669 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
5.0% |
21.25 |
1.0% |
26% |
False |
False |
244,555 |
| 100 |
2,126.25 |
2,023.00 |
103.25 |
5.0% |
19.75 |
1.0% |
27% |
False |
False |
195,661 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.2% |
21.25 |
1.0% |
55% |
False |
False |
163,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,236.25 |
|
2.618 |
2,177.50 |
|
1.618 |
2,141.50 |
|
1.000 |
2,119.25 |
|
0.618 |
2,105.50 |
|
HIGH |
2,083.25 |
|
0.618 |
2,069.50 |
|
0.500 |
2,065.25 |
|
0.382 |
2,061.00 |
|
LOW |
2,047.25 |
|
0.618 |
2,025.00 |
|
1.000 |
2,011.25 |
|
1.618 |
1,989.00 |
|
2.618 |
1,953.00 |
|
4.250 |
1,894.25 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,065.25 |
2,080.00 |
| PP |
2,060.25 |
2,070.25 |
| S1 |
2,055.50 |
2,060.25 |
|