| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,073.00 |
2,039.75 |
-33.25 |
-1.6% |
2,064.00 |
| High |
2,073.25 |
2,068.00 |
-5.25 |
-0.3% |
2,083.25 |
| Low |
2,036.25 |
2,038.25 |
2.00 |
0.1% |
2,046.75 |
| Close |
2,039.25 |
2,041.25 |
2.00 |
0.1% |
2,068.75 |
| Range |
37.00 |
29.75 |
-7.25 |
-19.6% |
36.50 |
| ATR |
25.26 |
25.59 |
0.32 |
1.3% |
0.00 |
| Volume |
2,393,226 |
1,981,972 |
-411,254 |
-17.2% |
7,423,044 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.50 |
2,119.50 |
2,057.50 |
|
| R3 |
2,108.75 |
2,089.75 |
2,049.50 |
|
| R2 |
2,079.00 |
2,079.00 |
2,046.75 |
|
| R1 |
2,060.00 |
2,060.00 |
2,044.00 |
2,069.50 |
| PP |
2,049.25 |
2,049.25 |
2,049.25 |
2,054.00 |
| S1 |
2,030.25 |
2,030.25 |
2,038.50 |
2,039.75 |
| S2 |
2,019.50 |
2,019.50 |
2,035.75 |
|
| S3 |
1,989.75 |
2,000.50 |
2,033.00 |
|
| S4 |
1,960.00 |
1,970.75 |
2,025.00 |
|
|
| 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% |
32.75 |
1.6% |
16% |
False |
False |
2,026,447 |
| 10 |
2,112.75 |
2,034.25 |
78.50 |
3.8% |
28.00 |
1.4% |
9% |
False |
False |
1,884,299 |
| 20 |
2,122.00 |
2,034.25 |
87.75 |
4.3% |
24.25 |
1.2% |
8% |
False |
False |
1,641,331 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.5% |
21.00 |
1.0% |
8% |
False |
False |
837,117 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.5% |
21.50 |
1.1% |
8% |
False |
False |
559,008 |
| 80 |
2,126.25 |
2,026.00 |
100.25 |
4.9% |
22.00 |
1.1% |
15% |
False |
False |
419,665 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
5.0% |
20.50 |
1.0% |
17% |
False |
False |
335,758 |
| 120 |
2,126.25 |
1,968.00 |
158.25 |
7.8% |
21.00 |
1.0% |
46% |
False |
False |
279,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.50 |
|
2.618 |
2,146.00 |
|
1.618 |
2,116.25 |
|
1.000 |
2,097.75 |
|
0.618 |
2,086.50 |
|
HIGH |
2,068.00 |
|
0.618 |
2,056.75 |
|
0.500 |
2,053.00 |
|
0.382 |
2,049.50 |
|
LOW |
2,038.25 |
|
0.618 |
2,019.75 |
|
1.000 |
2,008.50 |
|
1.618 |
1,990.00 |
|
2.618 |
1,960.25 |
|
4.250 |
1,911.75 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,053.00 |
2,056.50 |
| PP |
2,049.25 |
2,051.50 |
| S1 |
2,045.25 |
2,046.25 |
|