| 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 |
3,489.0 |
3,340.0 |
-149.0 |
-4.3% |
3,400.0 |
| High |
3,508.0 |
3,408.0 |
-100.0 |
-2.9% |
3,531.0 |
| Low |
3,447.0 |
3,311.0 |
-136.0 |
-3.9% |
3,370.0 |
| Close |
3,458.0 |
3,358.0 |
-100.0 |
-2.9% |
3,458.0 |
| Range |
61.0 |
97.0 |
36.0 |
59.0% |
161.0 |
| ATR |
90.8 |
94.8 |
4.0 |
4.4% |
0.0 |
| Volume |
891,298 |
1,756,888 |
865,590 |
97.1% |
5,476,764 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,650.0 |
3,601.0 |
3,411.4 |
|
| R3 |
3,553.0 |
3,504.0 |
3,384.7 |
|
| R2 |
3,456.0 |
3,456.0 |
3,375.8 |
|
| R1 |
3,407.0 |
3,407.0 |
3,366.9 |
3,431.5 |
| PP |
3,359.0 |
3,359.0 |
3,359.0 |
3,371.3 |
| S1 |
3,310.0 |
3,310.0 |
3,349.1 |
3,334.5 |
| S2 |
3,262.0 |
3,262.0 |
3,340.2 |
|
| S3 |
3,165.0 |
3,213.0 |
3,331.3 |
|
| S4 |
3,068.0 |
3,116.0 |
3,304.7 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,936.0 |
3,858.0 |
3,546.6 |
|
| R3 |
3,775.0 |
3,697.0 |
3,502.3 |
|
| R2 |
3,614.0 |
3,614.0 |
3,487.5 |
|
| R1 |
3,536.0 |
3,536.0 |
3,472.8 |
3,575.0 |
| PP |
3,453.0 |
3,453.0 |
3,453.0 |
3,472.5 |
| S1 |
3,375.0 |
3,375.0 |
3,443.2 |
3,414.0 |
| S2 |
3,292.0 |
3,292.0 |
3,428.5 |
|
| S3 |
3,131.0 |
3,214.0 |
3,413.7 |
|
| S4 |
2,970.0 |
3,053.0 |
3,369.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,531.0 |
3,311.0 |
220.0 |
6.6% |
100.4 |
3.0% |
21% |
False |
True |
1,446,730 |
| 10 |
3,651.0 |
3,311.0 |
340.0 |
10.1% |
86.6 |
2.6% |
14% |
False |
True |
1,407,000 |
| 20 |
3,651.0 |
3,311.0 |
340.0 |
10.1% |
86.6 |
2.6% |
14% |
False |
True |
1,158,835 |
| 40 |
3,678.0 |
3,311.0 |
367.0 |
10.9% |
75.3 |
2.2% |
13% |
False |
True |
587,103 |
| 60 |
3,761.0 |
3,311.0 |
450.0 |
13.4% |
72.3 |
2.2% |
10% |
False |
True |
392,417 |
| 80 |
3,761.0 |
3,311.0 |
450.0 |
13.4% |
63.5 |
1.9% |
10% |
False |
True |
294,776 |
| 100 |
3,761.0 |
3,265.0 |
496.0 |
14.8% |
53.3 |
1.6% |
19% |
False |
False |
235,855 |
| 120 |
3,761.0 |
2,998.0 |
763.0 |
22.7% |
50.8 |
1.5% |
47% |
False |
False |
196,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,820.3 |
|
2.618 |
3,661.9 |
|
1.618 |
3,564.9 |
|
1.000 |
3,505.0 |
|
0.618 |
3,467.9 |
|
HIGH |
3,408.0 |
|
0.618 |
3,370.9 |
|
0.500 |
3,359.5 |
|
0.382 |
3,348.1 |
|
LOW |
3,311.0 |
|
0.618 |
3,251.1 |
|
1.000 |
3,214.0 |
|
1.618 |
3,154.1 |
|
2.618 |
3,057.1 |
|
4.250 |
2,898.8 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,359.5 |
3,421.0 |
| PP |
3,359.0 |
3,400.0 |
| S1 |
3,358.5 |
3,379.0 |
|