| 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 |
3,439.0 |
3,452.0 |
13.0 |
0.4% |
3,506.0 |
| High |
3,492.0 |
3,531.0 |
39.0 |
1.1% |
3,651.0 |
| Low |
3,404.0 |
3,432.0 |
28.0 |
0.8% |
3,506.0 |
| Close |
3,436.0 |
3,490.0 |
54.0 |
1.6% |
3,623.0 |
| Range |
88.0 |
99.0 |
11.0 |
12.5% |
145.0 |
| ATR |
92.7 |
93.1 |
0.5 |
0.5% |
0.0 |
| Volume |
1,615,142 |
784,844 |
-830,298 |
-51.4% |
6,836,349 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,781.3 |
3,734.7 |
3,544.5 |
|
| R3 |
3,682.3 |
3,635.7 |
3,517.2 |
|
| R2 |
3,583.3 |
3,583.3 |
3,508.2 |
|
| R1 |
3,536.7 |
3,536.7 |
3,499.1 |
3,560.0 |
| PP |
3,484.3 |
3,484.3 |
3,484.3 |
3,496.0 |
| S1 |
3,437.7 |
3,437.7 |
3,480.9 |
3,461.0 |
| S2 |
3,385.3 |
3,385.3 |
3,471.9 |
|
| S3 |
3,286.3 |
3,338.7 |
3,462.8 |
|
| S4 |
3,187.3 |
3,239.7 |
3,435.6 |
|
|
| 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 |
8.1% |
101.0 |
2.9% |
43% |
False |
False |
1,499,423 |
| 10 |
3,651.0 |
3,368.0 |
283.0 |
8.1% |
93.7 |
2.7% |
43% |
False |
False |
1,436,089 |
| 20 |
3,651.0 |
3,368.0 |
283.0 |
8.1% |
85.2 |
2.4% |
43% |
False |
False |
1,030,360 |
| 40 |
3,678.0 |
3,368.0 |
310.0 |
8.9% |
74.8 |
2.1% |
39% |
False |
False |
520,946 |
| 60 |
3,761.0 |
3,368.0 |
393.0 |
11.3% |
70.8 |
2.0% |
31% |
False |
False |
348,283 |
| 80 |
3,761.0 |
3,368.0 |
393.0 |
11.3% |
62.0 |
1.8% |
31% |
False |
False |
261,702 |
| 100 |
3,761.0 |
3,263.0 |
498.0 |
14.3% |
51.9 |
1.5% |
46% |
False |
False |
209,373 |
| 120 |
3,761.0 |
2,954.0 |
807.0 |
23.1% |
50.3 |
1.4% |
66% |
False |
False |
174,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,951.8 |
|
2.618 |
3,790.2 |
|
1.618 |
3,691.2 |
|
1.000 |
3,630.0 |
|
0.618 |
3,592.2 |
|
HIGH |
3,531.0 |
|
0.618 |
3,493.2 |
|
0.500 |
3,481.5 |
|
0.382 |
3,469.8 |
|
LOW |
3,432.0 |
|
0.618 |
3,370.8 |
|
1.000 |
3,333.0 |
|
1.618 |
3,271.8 |
|
2.618 |
3,172.8 |
|
4.250 |
3,011.3 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,487.2 |
3,476.8 |
| PP |
3,484.3 |
3,463.7 |
| S1 |
3,481.5 |
3,450.5 |
|