| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,064.00 |
2,054.50 |
-9.50 |
-0.5% |
2,105.75 |
| High |
2,083.25 |
2,069.00 |
-14.25 |
-0.7% |
2,122.00 |
| Low |
2,047.25 |
2,046.75 |
-0.50 |
0.0% |
2,086.25 |
| Close |
2,050.50 |
2,054.50 |
4.00 |
0.2% |
2,095.75 |
| Range |
36.00 |
22.25 |
-13.75 |
-38.2% |
35.75 |
| ATR |
22.07 |
22.08 |
0.01 |
0.1% |
0.00 |
| Volume |
2,292,340 |
2,381,572 |
89,232 |
3.9% |
5,635,999 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.50 |
2,111.25 |
2,066.75 |
|
| R3 |
2,101.25 |
2,089.00 |
2,060.50 |
|
| R2 |
2,079.00 |
2,079.00 |
2,058.50 |
|
| R1 |
2,066.75 |
2,066.75 |
2,056.50 |
2,065.50 |
| PP |
2,056.75 |
2,056.75 |
2,056.75 |
2,056.25 |
| S1 |
2,044.50 |
2,044.50 |
2,052.50 |
2,043.50 |
| S2 |
2,034.50 |
2,034.50 |
2,050.50 |
|
| S3 |
2,012.25 |
2,022.25 |
2,048.50 |
|
| S4 |
1,990.00 |
2,000.00 |
2,042.25 |
|
|
| 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 |
2,118.50 |
2,046.75 |
71.75 |
3.5% |
22.50 |
1.1% |
11% |
False |
True |
1,675,413 |
| 10 |
2,122.00 |
2,046.75 |
75.25 |
3.7% |
22.00 |
1.1% |
10% |
False |
True |
1,503,027 |
| 20 |
2,122.00 |
2,046.75 |
75.25 |
3.7% |
20.75 |
1.0% |
10% |
False |
True |
1,088,221 |
| 40 |
2,126.25 |
2,046.75 |
79.50 |
3.9% |
20.25 |
1.0% |
10% |
False |
True |
546,716 |
| 60 |
2,126.25 |
2,046.75 |
79.50 |
3.9% |
20.00 |
1.0% |
10% |
False |
True |
365,359 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
5.0% |
21.50 |
1.0% |
30% |
False |
False |
274,323 |
| 100 |
2,126.25 |
2,023.00 |
103.25 |
5.0% |
19.75 |
1.0% |
31% |
False |
False |
219,476 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.2% |
21.00 |
1.0% |
57% |
False |
False |
182,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.50 |
|
2.618 |
2,127.25 |
|
1.618 |
2,105.00 |
|
1.000 |
2,091.25 |
|
0.618 |
2,082.75 |
|
HIGH |
2,069.00 |
|
0.618 |
2,060.50 |
|
0.500 |
2,058.00 |
|
0.382 |
2,055.25 |
|
LOW |
2,046.75 |
|
0.618 |
2,033.00 |
|
1.000 |
2,024.50 |
|
1.618 |
2,010.75 |
|
2.618 |
1,988.50 |
|
4.250 |
1,952.25 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,058.00 |
2,073.75 |
| PP |
2,056.75 |
2,067.25 |
| S1 |
2,055.50 |
2,061.00 |
|