| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,037.25 |
2,067.75 |
30.50 |
1.5% |
2,064.00 |
| High |
2,071.75 |
2,078.00 |
6.25 |
0.3% |
2,083.25 |
| Low |
2,034.25 |
2,035.00 |
0.75 |
0.0% |
2,046.75 |
| Close |
2,064.50 |
2,073.75 |
9.25 |
0.4% |
2,068.75 |
| Range |
37.50 |
43.00 |
5.50 |
14.7% |
36.50 |
| ATR |
22.89 |
24.32 |
1.44 |
6.3% |
0.00 |
| Volume |
1,973,058 |
2,531,662 |
558,604 |
28.3% |
7,423,044 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.25 |
2,175.50 |
2,097.50 |
|
| R3 |
2,148.25 |
2,132.50 |
2,085.50 |
|
| R2 |
2,105.25 |
2,105.25 |
2,081.75 |
|
| R1 |
2,089.50 |
2,089.50 |
2,077.75 |
2,097.50 |
| PP |
2,062.25 |
2,062.25 |
2,062.25 |
2,066.25 |
| S1 |
2,046.50 |
2,046.50 |
2,069.75 |
2,054.50 |
| S2 |
2,019.25 |
2,019.25 |
2,065.75 |
|
| S3 |
1,976.25 |
2,003.50 |
2,062.00 |
|
| S4 |
1,933.25 |
1,960.50 |
2,050.00 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.75 |
2,158.75 |
2,088.75 |
|
| R3 |
2,139.25 |
2,122.25 |
2,078.75 |
|
| R2 |
2,102.75 |
2,102.75 |
2,075.50 |
|
| R1 |
2,085.75 |
2,085.75 |
2,072.00 |
2,094.25 |
| PP |
2,066.25 |
2,066.25 |
2,066.25 |
2,070.50 |
| S1 |
2,049.25 |
2,049.25 |
2,065.50 |
2,057.75 |
| S2 |
2,029.75 |
2,029.75 |
2,062.00 |
|
| S3 |
1,993.25 |
2,012.75 |
2,058.75 |
|
| S4 |
1,956.75 |
1,976.25 |
2,048.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,079.00 |
2,034.25 |
44.75 |
2.2% |
28.50 |
1.4% |
88% |
False |
False |
1,927,084 |
| 10 |
2,120.50 |
2,034.25 |
86.25 |
4.2% |
24.25 |
1.2% |
46% |
False |
False |
1,646,805 |
| 20 |
2,122.00 |
2,034.25 |
87.75 |
4.2% |
23.00 |
1.1% |
45% |
False |
False |
1,443,626 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
20.25 |
1.0% |
43% |
False |
False |
727,839 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.00 |
1.0% |
43% |
False |
False |
486,113 |
| 80 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.75 |
1.0% |
48% |
False |
False |
364,982 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
20.00 |
1.0% |
49% |
False |
False |
292,007 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.1% |
21.25 |
1.0% |
69% |
False |
False |
243,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,260.75 |
|
2.618 |
2,190.50 |
|
1.618 |
2,147.50 |
|
1.000 |
2,121.00 |
|
0.618 |
2,104.50 |
|
HIGH |
2,078.00 |
|
0.618 |
2,061.50 |
|
0.500 |
2,056.50 |
|
0.382 |
2,051.50 |
|
LOW |
2,035.00 |
|
0.618 |
2,008.50 |
|
1.000 |
1,992.00 |
|
1.618 |
1,965.50 |
|
2.618 |
1,922.50 |
|
4.250 |
1,852.25 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,068.00 |
2,068.00 |
| PP |
2,062.25 |
2,062.25 |
| S1 |
2,056.50 |
2,056.50 |
|