| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,176.5 |
10,757.0 |
-419.5 |
-3.8% |
10,955.0 |
| High |
11,231.0 |
10,997.0 |
-234.0 |
-2.1% |
11,293.0 |
| Low |
11,071.0 |
10,727.5 |
-343.5 |
-3.1% |
10,841.0 |
| Close |
11,100.0 |
10,878.0 |
-222.0 |
-2.0% |
11,100.0 |
| Range |
160.0 |
269.5 |
109.5 |
68.4% |
452.0 |
| ATR |
274.6 |
281.6 |
7.0 |
2.5% |
0.0 |
| Volume |
63,060 |
139,728 |
76,668 |
121.6% |
436,744 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,676.0 |
11,546.5 |
11,026.2 |
|
| R3 |
11,406.5 |
11,277.0 |
10,952.1 |
|
| R2 |
11,137.0 |
11,137.0 |
10,927.4 |
|
| R1 |
11,007.5 |
11,007.5 |
10,902.7 |
11,072.3 |
| PP |
10,867.5 |
10,867.5 |
10,867.5 |
10,899.9 |
| S1 |
10,738.0 |
10,738.0 |
10,853.3 |
10,802.8 |
| S2 |
10,598.0 |
10,598.0 |
10,828.6 |
|
| S3 |
10,328.5 |
10,468.5 |
10,803.9 |
|
| S4 |
10,059.0 |
10,199.0 |
10,729.8 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,434.0 |
12,219.0 |
11,348.6 |
|
| R3 |
11,982.0 |
11,767.0 |
11,224.3 |
|
| R2 |
11,530.0 |
11,530.0 |
11,182.9 |
|
| R1 |
11,315.0 |
11,315.0 |
11,141.4 |
11,422.5 |
| PP |
11,078.0 |
11,078.0 |
11,078.0 |
11,131.8 |
| S1 |
10,863.0 |
10,863.0 |
11,058.6 |
10,970.5 |
| S2 |
10,626.0 |
10,626.0 |
11,017.1 |
|
| S3 |
10,174.0 |
10,411.0 |
10,975.7 |
|
| S4 |
9,722.0 |
9,959.0 |
10,851.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,293.0 |
10,727.5 |
565.5 |
5.2% |
286.6 |
2.6% |
27% |
False |
True |
115,294 |
| 10 |
11,643.0 |
10,727.5 |
915.5 |
8.4% |
251.1 |
2.3% |
16% |
False |
True |
117,940 |
| 20 |
11,643.0 |
10,727.5 |
915.5 |
8.4% |
261.9 |
2.4% |
16% |
False |
True |
88,051 |
| 40 |
11,934.0 |
10,727.5 |
1,206.5 |
11.1% |
236.9 |
2.2% |
12% |
False |
True |
44,526 |
| 60 |
12,428.5 |
10,727.5 |
1,701.0 |
15.6% |
238.4 |
2.2% |
9% |
False |
True |
29,866 |
| 80 |
12,428.5 |
10,727.5 |
1,701.0 |
15.6% |
224.1 |
2.1% |
9% |
False |
True |
22,478 |
| 100 |
12,428.5 |
10,705.0 |
1,723.5 |
15.8% |
194.9 |
1.8% |
10% |
False |
False |
17,987 |
| 120 |
12,428.5 |
9,790.0 |
2,638.5 |
24.3% |
182.2 |
1.7% |
41% |
False |
False |
14,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,142.4 |
|
2.618 |
11,702.6 |
|
1.618 |
11,433.1 |
|
1.000 |
11,266.5 |
|
0.618 |
11,163.6 |
|
HIGH |
10,997.0 |
|
0.618 |
10,894.1 |
|
0.500 |
10,862.3 |
|
0.382 |
10,830.4 |
|
LOW |
10,727.5 |
|
0.618 |
10,560.9 |
|
1.000 |
10,458.0 |
|
1.618 |
10,291.4 |
|
2.618 |
10,021.9 |
|
4.250 |
9,582.1 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,872.8 |
11,007.5 |
| PP |
10,867.5 |
10,964.3 |
| S1 |
10,862.3 |
10,921.2 |
|