| 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 |
3,400.0 |
3,439.0 |
39.0 |
1.1% |
3,506.0 |
| High |
3,527.0 |
3,492.0 |
-35.0 |
-1.0% |
3,651.0 |
| Low |
3,370.0 |
3,404.0 |
34.0 |
1.0% |
3,506.0 |
| Close |
3,466.0 |
3,436.0 |
-30.0 |
-0.9% |
3,623.0 |
| Range |
157.0 |
88.0 |
-69.0 |
-43.9% |
145.0 |
| ATR |
93.0 |
92.7 |
-0.4 |
-0.4% |
0.0 |
| Volume |
2,185,480 |
1,615,142 |
-570,338 |
-26.1% |
6,836,349 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,708.0 |
3,660.0 |
3,484.4 |
|
| R3 |
3,620.0 |
3,572.0 |
3,460.2 |
|
| R2 |
3,532.0 |
3,532.0 |
3,452.1 |
|
| R1 |
3,484.0 |
3,484.0 |
3,444.1 |
3,464.0 |
| PP |
3,444.0 |
3,444.0 |
3,444.0 |
3,434.0 |
| S1 |
3,396.0 |
3,396.0 |
3,427.9 |
3,376.0 |
| S2 |
3,356.0 |
3,356.0 |
3,419.9 |
|
| S3 |
3,268.0 |
3,308.0 |
3,411.8 |
|
| S4 |
3,180.0 |
3,220.0 |
3,387.6 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,028.3 |
3,970.7 |
3,702.8 |
|
| R3 |
3,883.3 |
3,825.7 |
3,662.9 |
|
| R2 |
3,738.3 |
3,738.3 |
3,649.6 |
|
| R1 |
3,680.7 |
3,680.7 |
3,636.3 |
3,709.5 |
| PP |
3,593.3 |
3,593.3 |
3,593.3 |
3,607.8 |
| S1 |
3,535.7 |
3,535.7 |
3,609.7 |
3,564.5 |
| S2 |
3,448.3 |
3,448.3 |
3,596.4 |
|
| S3 |
3,303.3 |
3,390.7 |
3,583.1 |
|
| S4 |
3,158.3 |
3,245.7 |
3,543.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,651.0 |
3,370.0 |
281.0 |
8.2% |
94.6 |
2.8% |
23% |
False |
False |
1,604,234 |
| 10 |
3,651.0 |
3,368.0 |
283.0 |
8.2% |
91.2 |
2.7% |
24% |
False |
False |
1,487,050 |
| 20 |
3,651.0 |
3,368.0 |
283.0 |
8.2% |
83.6 |
2.4% |
24% |
False |
False |
991,702 |
| 40 |
3,678.0 |
3,368.0 |
310.0 |
9.0% |
75.5 |
2.2% |
22% |
False |
False |
501,349 |
| 60 |
3,761.0 |
3,368.0 |
393.0 |
11.4% |
69.5 |
2.0% |
17% |
False |
False |
335,224 |
| 80 |
3,761.0 |
3,368.0 |
393.0 |
11.4% |
61.1 |
1.8% |
17% |
False |
False |
251,896 |
| 100 |
3,761.0 |
3,263.0 |
498.0 |
14.5% |
50.9 |
1.5% |
35% |
False |
False |
201,525 |
| 120 |
3,761.0 |
2,954.0 |
807.0 |
23.5% |
49.9 |
1.5% |
60% |
False |
False |
167,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,866.0 |
|
2.618 |
3,722.4 |
|
1.618 |
3,634.4 |
|
1.000 |
3,580.0 |
|
0.618 |
3,546.4 |
|
HIGH |
3,492.0 |
|
0.618 |
3,458.4 |
|
0.500 |
3,448.0 |
|
0.382 |
3,437.6 |
|
LOW |
3,404.0 |
|
0.618 |
3,349.6 |
|
1.000 |
3,316.0 |
|
1.618 |
3,261.6 |
|
2.618 |
3,173.6 |
|
4.250 |
3,030.0 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,448.0 |
3,505.5 |
| PP |
3,444.0 |
3,482.3 |
| S1 |
3,440.0 |
3,459.2 |
|