| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,400.0 |
10,955.0 |
-445.0 |
-3.9% |
11,224.0 |
| High |
11,566.0 |
11,293.0 |
-273.0 |
-2.4% |
11,643.0 |
| Low |
11,372.0 |
10,841.0 |
-531.0 |
-4.7% |
11,214.5 |
| Close |
11,501.5 |
11,098.0 |
-403.5 |
-3.5% |
11,501.5 |
| Range |
194.0 |
452.0 |
258.0 |
133.0% |
428.5 |
| ATR |
255.6 |
284.5 |
28.9 |
11.3% |
0.0 |
| Volume |
159,056 |
168,822 |
9,766 |
6.1% |
602,931 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,433.3 |
12,217.7 |
11,346.6 |
|
| R3 |
11,981.3 |
11,765.7 |
11,222.3 |
|
| R2 |
11,529.3 |
11,529.3 |
11,180.9 |
|
| R1 |
11,313.7 |
11,313.7 |
11,139.4 |
11,421.5 |
| PP |
11,077.3 |
11,077.3 |
11,077.3 |
11,131.3 |
| S1 |
10,861.7 |
10,861.7 |
11,056.6 |
10,969.5 |
| S2 |
10,625.3 |
10,625.3 |
11,015.1 |
|
| S3 |
10,173.3 |
10,409.7 |
10,973.7 |
|
| S4 |
9,721.3 |
9,957.7 |
10,849.4 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,738.5 |
12,548.5 |
11,737.2 |
|
| R3 |
12,310.0 |
12,120.0 |
11,619.3 |
|
| R2 |
11,881.5 |
11,881.5 |
11,580.1 |
|
| R1 |
11,691.5 |
11,691.5 |
11,540.8 |
11,786.5 |
| PP |
11,453.0 |
11,453.0 |
11,453.0 |
11,500.5 |
| S1 |
11,263.0 |
11,263.0 |
11,462.2 |
11,358.0 |
| S2 |
11,024.5 |
11,024.5 |
11,422.9 |
|
| S3 |
10,596.0 |
10,834.5 |
11,383.7 |
|
| S4 |
10,167.5 |
10,406.0 |
11,265.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,643.0 |
10,841.0 |
802.0 |
7.2% |
250.9 |
2.3% |
32% |
False |
True |
131,466 |
| 10 |
11,643.0 |
10,805.0 |
838.0 |
7.6% |
279.7 |
2.5% |
35% |
False |
False |
118,960 |
| 20 |
11,643.0 |
10,805.0 |
838.0 |
7.6% |
252.9 |
2.3% |
35% |
False |
False |
68,093 |
| 40 |
11,934.0 |
10,805.0 |
1,129.0 |
10.2% |
241.4 |
2.2% |
26% |
False |
False |
34,370 |
| 60 |
12,428.5 |
10,805.0 |
1,623.5 |
14.6% |
230.5 |
2.1% |
18% |
False |
False |
23,091 |
| 80 |
12,428.5 |
10,805.0 |
1,623.5 |
14.6% |
217.0 |
2.0% |
18% |
False |
False |
17,386 |
| 100 |
12,428.5 |
10,638.0 |
1,790.5 |
16.1% |
187.2 |
1.7% |
26% |
False |
False |
13,911 |
| 120 |
12,428.5 |
9,524.5 |
2,904.0 |
26.2% |
178.0 |
1.6% |
54% |
False |
False |
11,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,214.0 |
|
2.618 |
12,476.3 |
|
1.618 |
12,024.3 |
|
1.000 |
11,745.0 |
|
0.618 |
11,572.3 |
|
HIGH |
11,293.0 |
|
0.618 |
11,120.3 |
|
0.500 |
11,067.0 |
|
0.382 |
11,013.7 |
|
LOW |
10,841.0 |
|
0.618 |
10,561.7 |
|
1.000 |
10,389.0 |
|
1.618 |
10,109.7 |
|
2.618 |
9,657.7 |
|
4.250 |
8,920.0 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,087.7 |
11,225.5 |
| PP |
11,077.3 |
11,183.0 |
| S1 |
11,067.0 |
11,140.5 |
|