| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
10,955.0 |
11,015.5 |
60.5 |
0.6% |
11,224.0 |
| High |
11,293.0 |
11,140.0 |
-153.0 |
-1.4% |
11,643.0 |
| Low |
10,841.0 |
10,897.5 |
56.5 |
0.5% |
11,214.5 |
| Close |
11,098.0 |
11,001.5 |
-96.5 |
-0.9% |
11,501.5 |
| Range |
452.0 |
242.5 |
-209.5 |
-46.3% |
428.5 |
| ATR |
284.5 |
281.5 |
-3.0 |
-1.1% |
0.0 |
| Volume |
168,822 |
135,294 |
-33,528 |
-19.9% |
602,931 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,740.5 |
11,613.5 |
11,134.9 |
|
| R3 |
11,498.0 |
11,371.0 |
11,068.2 |
|
| R2 |
11,255.5 |
11,255.5 |
11,046.0 |
|
| R1 |
11,128.5 |
11,128.5 |
11,023.7 |
11,070.8 |
| PP |
11,013.0 |
11,013.0 |
11,013.0 |
10,984.1 |
| S1 |
10,886.0 |
10,886.0 |
10,979.3 |
10,828.3 |
| S2 |
10,770.5 |
10,770.5 |
10,957.0 |
|
| S3 |
10,528.0 |
10,643.5 |
10,934.8 |
|
| S4 |
10,285.5 |
10,401.0 |
10,868.1 |
|
|
| 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 |
11,610.0 |
10,841.0 |
769.0 |
7.0% |
275.2 |
2.5% |
21% |
False |
False |
134,562 |
| 10 |
11,643.0 |
10,811.0 |
832.0 |
7.6% |
276.1 |
2.5% |
23% |
False |
False |
125,203 |
| 20 |
11,643.0 |
10,805.0 |
838.0 |
7.6% |
254.6 |
2.3% |
23% |
False |
False |
74,766 |
| 40 |
11,934.0 |
10,805.0 |
1,129.0 |
10.3% |
241.5 |
2.2% |
17% |
False |
False |
37,749 |
| 60 |
12,428.5 |
10,805.0 |
1,623.5 |
14.8% |
230.3 |
2.1% |
12% |
False |
False |
25,340 |
| 80 |
12,428.5 |
10,805.0 |
1,623.5 |
14.8% |
218.1 |
2.0% |
12% |
False |
False |
19,075 |
| 100 |
12,428.5 |
10,638.0 |
1,790.5 |
16.3% |
188.6 |
1.7% |
20% |
False |
False |
15,264 |
| 120 |
12,428.5 |
9,650.0 |
2,778.5 |
25.3% |
180.0 |
1.6% |
49% |
False |
False |
12,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,170.6 |
|
2.618 |
11,774.9 |
|
1.618 |
11,532.4 |
|
1.000 |
11,382.5 |
|
0.618 |
11,289.9 |
|
HIGH |
11,140.0 |
|
0.618 |
11,047.4 |
|
0.500 |
11,018.8 |
|
0.382 |
10,990.1 |
|
LOW |
10,897.5 |
|
0.618 |
10,747.6 |
|
1.000 |
10,655.0 |
|
1.618 |
10,505.1 |
|
2.618 |
10,262.6 |
|
4.250 |
9,866.9 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,018.8 |
11,203.5 |
| PP |
11,013.0 |
11,136.2 |
| S1 |
11,007.3 |
11,068.8 |
|