| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,079.0 |
11,176.5 |
97.5 |
0.9% |
11,224.0 |
| High |
11,287.5 |
11,231.0 |
-56.5 |
-0.5% |
11,643.0 |
| Low |
10,978.5 |
11,071.0 |
92.5 |
0.8% |
11,214.5 |
| Close |
11,167.5 |
11,100.0 |
-67.5 |
-0.6% |
11,501.5 |
| Range |
309.0 |
160.0 |
-149.0 |
-48.2% |
428.5 |
| ATR |
283.5 |
274.6 |
-8.8 |
-3.1% |
0.0 |
| Volume |
69,568 |
63,060 |
-6,508 |
-9.4% |
602,931 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,614.0 |
11,517.0 |
11,188.0 |
|
| R3 |
11,454.0 |
11,357.0 |
11,144.0 |
|
| R2 |
11,294.0 |
11,294.0 |
11,129.3 |
|
| R1 |
11,197.0 |
11,197.0 |
11,114.7 |
11,165.5 |
| PP |
11,134.0 |
11,134.0 |
11,134.0 |
11,118.3 |
| S1 |
11,037.0 |
11,037.0 |
11,085.3 |
11,005.5 |
| S2 |
10,974.0 |
10,974.0 |
11,070.7 |
|
| S3 |
10,814.0 |
10,877.0 |
11,056.0 |
|
| S4 |
10,654.0 |
10,717.0 |
11,012.0 |
|
|
| 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 |
11,566.0 |
10,841.0 |
725.0 |
6.5% |
271.5 |
2.4% |
36% |
False |
False |
119,160 |
| 10 |
11,643.0 |
10,841.0 |
802.0 |
7.2% |
249.7 |
2.2% |
32% |
False |
False |
118,800 |
| 20 |
11,643.0 |
10,805.0 |
838.0 |
7.5% |
255.4 |
2.3% |
35% |
False |
False |
81,219 |
| 40 |
11,934.0 |
10,805.0 |
1,129.0 |
10.2% |
236.8 |
2.1% |
26% |
False |
False |
41,044 |
| 60 |
12,428.5 |
10,805.0 |
1,623.5 |
14.6% |
235.4 |
2.1% |
18% |
False |
False |
27,540 |
| 80 |
12,428.5 |
10,805.0 |
1,623.5 |
14.6% |
221.6 |
2.0% |
18% |
False |
False |
20,732 |
| 100 |
12,428.5 |
10,638.0 |
1,790.5 |
16.1% |
192.8 |
1.7% |
26% |
False |
False |
16,590 |
| 120 |
12,428.5 |
9,650.0 |
2,778.5 |
25.0% |
181.4 |
1.6% |
52% |
False |
False |
13,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,911.0 |
|
2.618 |
11,649.9 |
|
1.618 |
11,489.9 |
|
1.000 |
11,391.0 |
|
0.618 |
11,329.9 |
|
HIGH |
11,231.0 |
|
0.618 |
11,169.9 |
|
0.500 |
11,151.0 |
|
0.382 |
11,132.1 |
|
LOW |
11,071.0 |
|
0.618 |
10,972.1 |
|
1.000 |
10,911.0 |
|
1.618 |
10,812.1 |
|
2.618 |
10,652.1 |
|
4.250 |
10,391.0 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,151.0 |
11,097.5 |
| PP |
11,134.0 |
11,095.0 |
| S1 |
11,117.0 |
11,092.5 |
|