| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,015.5 |
11,079.0 |
63.5 |
0.6% |
11,224.0 |
| High |
11,140.0 |
11,287.5 |
147.5 |
1.3% |
11,643.0 |
| Low |
10,897.5 |
10,978.5 |
81.0 |
0.7% |
11,214.5 |
| Close |
11,001.5 |
11,167.5 |
166.0 |
1.5% |
11,501.5 |
| Range |
242.5 |
309.0 |
66.5 |
27.4% |
428.5 |
| ATR |
281.5 |
283.5 |
2.0 |
0.7% |
0.0 |
| Volume |
135,294 |
69,568 |
-65,726 |
-48.6% |
602,931 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,071.5 |
11,928.5 |
11,337.5 |
|
| R3 |
11,762.5 |
11,619.5 |
11,252.5 |
|
| R2 |
11,453.5 |
11,453.5 |
11,224.2 |
|
| R1 |
11,310.5 |
11,310.5 |
11,195.8 |
11,382.0 |
| PP |
11,144.5 |
11,144.5 |
11,144.5 |
11,180.3 |
| S1 |
11,001.5 |
11,001.5 |
11,139.2 |
11,073.0 |
| S2 |
10,835.5 |
10,835.5 |
11,110.9 |
|
| S3 |
10,526.5 |
10,692.5 |
11,082.5 |
|
| S4 |
10,217.5 |
10,383.5 |
10,997.6 |
|
|
| 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 |
6.9% |
291.4 |
2.6% |
42% |
False |
False |
125,311 |
| 10 |
11,643.0 |
10,811.0 |
832.0 |
7.5% |
282.3 |
2.5% |
43% |
False |
False |
124,242 |
| 20 |
11,643.0 |
10,805.0 |
838.0 |
7.5% |
260.4 |
2.3% |
43% |
False |
False |
78,168 |
| 40 |
11,934.0 |
10,805.0 |
1,129.0 |
10.1% |
238.0 |
2.1% |
32% |
False |
False |
39,478 |
| 60 |
12,428.5 |
10,805.0 |
1,623.5 |
14.5% |
234.2 |
2.1% |
22% |
False |
False |
26,492 |
| 80 |
12,428.5 |
10,805.0 |
1,623.5 |
14.5% |
220.6 |
2.0% |
22% |
False |
False |
19,944 |
| 100 |
12,428.5 |
10,638.0 |
1,790.5 |
16.0% |
191.3 |
1.7% |
30% |
False |
False |
15,959 |
| 120 |
12,428.5 |
9,650.0 |
2,778.5 |
24.9% |
181.3 |
1.6% |
55% |
False |
False |
13,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,600.8 |
|
2.618 |
12,096.5 |
|
1.618 |
11,787.5 |
|
1.000 |
11,596.5 |
|
0.618 |
11,478.5 |
|
HIGH |
11,287.5 |
|
0.618 |
11,169.5 |
|
0.500 |
11,133.0 |
|
0.382 |
11,096.5 |
|
LOW |
10,978.5 |
|
0.618 |
10,787.5 |
|
1.000 |
10,669.5 |
|
1.618 |
10,478.5 |
|
2.618 |
10,169.5 |
|
4.250 |
9,665.3 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,156.0 |
11,134.0 |
| PP |
11,144.5 |
11,100.5 |
| S1 |
11,133.0 |
11,067.0 |
|