| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,054.50 |
2,054.50 |
0.00 |
0.0% |
2,105.75 |
| High |
2,069.00 |
2,077.50 |
8.50 |
0.4% |
2,122.00 |
| Low |
2,046.75 |
2,054.50 |
7.75 |
0.4% |
2,086.25 |
| Close |
2,054.50 |
2,071.00 |
16.50 |
0.8% |
2,095.75 |
| Range |
22.25 |
23.00 |
0.75 |
3.4% |
35.75 |
| ATR |
22.08 |
22.15 |
0.07 |
0.3% |
0.00 |
| Volume |
2,381,572 |
1,496,815 |
-884,757 |
-37.2% |
5,635,999 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.75 |
2,126.75 |
2,083.75 |
|
| R3 |
2,113.75 |
2,103.75 |
2,077.25 |
|
| R2 |
2,090.75 |
2,090.75 |
2,075.25 |
|
| R1 |
2,080.75 |
2,080.75 |
2,073.00 |
2,085.75 |
| PP |
2,067.75 |
2,067.75 |
2,067.75 |
2,070.00 |
| S1 |
2,057.75 |
2,057.75 |
2,069.00 |
2,062.75 |
| S2 |
2,044.75 |
2,044.75 |
2,066.75 |
|
| S3 |
2,021.75 |
2,034.75 |
2,064.75 |
|
| S4 |
1,998.75 |
2,011.75 |
2,058.25 |
|
|
| 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 |
2,112.75 |
2,046.75 |
66.00 |
3.2% |
23.25 |
1.1% |
37% |
False |
False |
1,742,152 |
| 10 |
2,122.00 |
2,046.75 |
75.25 |
3.6% |
22.25 |
1.1% |
32% |
False |
False |
1,494,812 |
| 20 |
2,122.00 |
2,046.75 |
75.25 |
3.6% |
21.25 |
1.0% |
32% |
False |
False |
1,161,504 |
| 40 |
2,126.25 |
2,046.75 |
79.50 |
3.8% |
20.25 |
1.0% |
31% |
False |
False |
584,106 |
| 60 |
2,126.25 |
2,046.75 |
79.50 |
3.8% |
20.25 |
1.0% |
31% |
False |
False |
390,265 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.25 |
1.0% |
46% |
False |
False |
293,027 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
19.75 |
1.0% |
46% |
False |
False |
234,444 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.1% |
21.00 |
1.0% |
67% |
False |
False |
195,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,175.25 |
|
2.618 |
2,137.75 |
|
1.618 |
2,114.75 |
|
1.000 |
2,100.50 |
|
0.618 |
2,091.75 |
|
HIGH |
2,077.50 |
|
0.618 |
2,068.75 |
|
0.500 |
2,066.00 |
|
0.382 |
2,063.25 |
|
LOW |
2,054.50 |
|
0.618 |
2,040.25 |
|
1.000 |
2,031.50 |
|
1.618 |
2,017.25 |
|
2.618 |
1,994.25 |
|
4.250 |
1,956.75 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,069.25 |
2,069.00 |
| PP |
2,067.75 |
2,067.00 |
| S1 |
2,066.00 |
2,065.00 |
|