| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,067.75 |
2,073.00 |
5.25 |
0.3% |
2,064.00 |
| High |
2,078.00 |
2,073.25 |
-4.75 |
-0.2% |
2,083.25 |
| Low |
2,035.00 |
2,036.25 |
1.25 |
0.1% |
2,046.75 |
| Close |
2,073.75 |
2,039.25 |
-34.50 |
-1.7% |
2,068.75 |
| Range |
43.00 |
37.00 |
-6.00 |
-14.0% |
36.50 |
| ATR |
24.32 |
25.26 |
0.94 |
3.9% |
0.00 |
| Volume |
2,531,662 |
2,393,226 |
-138,436 |
-5.5% |
7,423,044 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.50 |
2,137.00 |
2,059.50 |
|
| R3 |
2,123.50 |
2,100.00 |
2,049.50 |
|
| R2 |
2,086.50 |
2,086.50 |
2,046.00 |
|
| R1 |
2,063.00 |
2,063.00 |
2,042.75 |
2,056.25 |
| PP |
2,049.50 |
2,049.50 |
2,049.50 |
2,046.25 |
| S1 |
2,026.00 |
2,026.00 |
2,035.75 |
2,019.25 |
| S2 |
2,012.50 |
2,012.50 |
2,032.50 |
|
| S3 |
1,975.50 |
1,989.00 |
2,029.00 |
|
| S4 |
1,938.50 |
1,952.00 |
2,019.00 |
|
|
| 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% |
31.50 |
1.5% |
11% |
False |
False |
1,929,415 |
| 10 |
2,118.50 |
2,034.25 |
84.25 |
4.1% |
27.00 |
1.3% |
6% |
False |
False |
1,802,414 |
| 20 |
2,122.00 |
2,034.25 |
87.75 |
4.3% |
24.00 |
1.2% |
6% |
False |
False |
1,555,989 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.5% |
20.75 |
1.0% |
5% |
False |
False |
787,623 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.5% |
21.25 |
1.0% |
5% |
False |
False |
525,987 |
| 80 |
2,126.25 |
2,026.00 |
100.25 |
4.9% |
21.75 |
1.1% |
13% |
False |
False |
394,896 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
5.0% |
20.50 |
1.0% |
15% |
False |
False |
315,939 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.2% |
21.00 |
1.0% |
48% |
False |
False |
263,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.50 |
|
2.618 |
2,170.00 |
|
1.618 |
2,133.00 |
|
1.000 |
2,110.25 |
|
0.618 |
2,096.00 |
|
HIGH |
2,073.25 |
|
0.618 |
2,059.00 |
|
0.500 |
2,054.75 |
|
0.382 |
2,050.50 |
|
LOW |
2,036.25 |
|
0.618 |
2,013.50 |
|
1.000 |
1,999.25 |
|
1.618 |
1,976.50 |
|
2.618 |
1,939.50 |
|
4.250 |
1,879.00 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.75 |
2,056.00 |
| PP |
2,049.50 |
2,050.50 |
| S1 |
2,044.50 |
2,045.00 |
|