| 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 |
3,452.0 |
3,489.0 |
37.0 |
1.1% |
3,506.0 |
| High |
3,531.0 |
3,508.0 |
-23.0 |
-0.7% |
3,651.0 |
| Low |
3,432.0 |
3,447.0 |
15.0 |
0.4% |
3,506.0 |
| Close |
3,490.0 |
3,458.0 |
-32.0 |
-0.9% |
3,623.0 |
| Range |
99.0 |
61.0 |
-38.0 |
-38.4% |
145.0 |
| ATR |
93.1 |
90.8 |
-2.3 |
-2.5% |
0.0 |
| Volume |
784,844 |
891,298 |
106,454 |
13.6% |
6,836,349 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,654.0 |
3,617.0 |
3,491.6 |
|
| R3 |
3,593.0 |
3,556.0 |
3,474.8 |
|
| R2 |
3,532.0 |
3,532.0 |
3,469.2 |
|
| R1 |
3,495.0 |
3,495.0 |
3,463.6 |
3,483.0 |
| PP |
3,471.0 |
3,471.0 |
3,471.0 |
3,465.0 |
| S1 |
3,434.0 |
3,434.0 |
3,452.4 |
3,422.0 |
| S2 |
3,410.0 |
3,410.0 |
3,446.8 |
|
| S3 |
3,349.0 |
3,373.0 |
3,441.2 |
|
| S4 |
3,288.0 |
3,312.0 |
3,424.5 |
|
|
| 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 |
3,641.0 |
3,370.0 |
271.0 |
7.8% |
96.4 |
2.8% |
32% |
False |
False |
1,458,087 |
| 10 |
3,651.0 |
3,370.0 |
281.0 |
8.1% |
83.1 |
2.4% |
31% |
False |
False |
1,396,194 |
| 20 |
3,651.0 |
3,368.0 |
283.0 |
8.2% |
84.0 |
2.4% |
32% |
False |
False |
1,073,698 |
| 40 |
3,678.0 |
3,368.0 |
310.0 |
9.0% |
74.9 |
2.2% |
29% |
False |
False |
543,210 |
| 60 |
3,761.0 |
3,368.0 |
393.0 |
11.4% |
71.2 |
2.1% |
23% |
False |
False |
363,136 |
| 80 |
3,761.0 |
3,368.0 |
393.0 |
11.4% |
62.4 |
1.8% |
23% |
False |
False |
272,815 |
| 100 |
3,761.0 |
3,263.0 |
498.0 |
14.4% |
52.5 |
1.5% |
39% |
False |
False |
218,286 |
| 120 |
3,761.0 |
2,979.0 |
782.0 |
22.6% |
50.2 |
1.5% |
61% |
False |
False |
181,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,767.3 |
|
2.618 |
3,667.7 |
|
1.618 |
3,606.7 |
|
1.000 |
3,569.0 |
|
0.618 |
3,545.7 |
|
HIGH |
3,508.0 |
|
0.618 |
3,484.7 |
|
0.500 |
3,477.5 |
|
0.382 |
3,470.3 |
|
LOW |
3,447.0 |
|
0.618 |
3,409.3 |
|
1.000 |
3,386.0 |
|
1.618 |
3,348.3 |
|
2.618 |
3,287.3 |
|
4.250 |
3,187.8 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,477.5 |
3,467.5 |
| PP |
3,471.0 |
3,464.3 |
| S1 |
3,464.5 |
3,461.2 |
|