| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,086.25 |
2,063.25 |
-23.00 |
-1.1% |
2,096.75 |
| High |
2,093.00 |
2,075.00 |
-18.00 |
-0.9% |
2,114.25 |
| Low |
2,079.25 |
2,039.75 |
-39.50 |
-1.9% |
2,079.25 |
| Close |
2,088.00 |
2,042.75 |
-45.25 |
-2.2% |
2,088.00 |
| Range |
13.75 |
35.25 |
21.50 |
156.4% |
35.00 |
| ATR |
18.86 |
20.96 |
2.10 |
11.1% |
0.00 |
| Volume |
2,742 |
3,363 |
621 |
22.6% |
8,292 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.25 |
2,135.75 |
2,062.25 |
|
| R3 |
2,123.00 |
2,100.50 |
2,052.50 |
|
| R2 |
2,087.75 |
2,087.75 |
2,049.25 |
|
| R1 |
2,065.25 |
2,065.25 |
2,046.00 |
2,059.00 |
| PP |
2,052.50 |
2,052.50 |
2,052.50 |
2,049.25 |
| S1 |
2,030.00 |
2,030.00 |
2,039.50 |
2,023.50 |
| S2 |
2,017.25 |
2,017.25 |
2,036.25 |
|
| S3 |
1,982.00 |
1,994.75 |
2,033.00 |
|
| S4 |
1,946.75 |
1,959.50 |
2,023.25 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,198.75 |
2,178.50 |
2,107.25 |
|
| R3 |
2,163.75 |
2,143.50 |
2,097.50 |
|
| R2 |
2,128.75 |
2,128.75 |
2,094.50 |
|
| R1 |
2,108.50 |
2,108.50 |
2,091.25 |
2,101.00 |
| PP |
2,093.75 |
2,093.75 |
2,093.75 |
2,090.25 |
| S1 |
2,073.50 |
2,073.50 |
2,084.75 |
2,066.00 |
| S2 |
2,058.75 |
2,058.75 |
2,081.50 |
|
| S3 |
2,023.75 |
2,038.50 |
2,078.50 |
|
| S4 |
1,988.75 |
2,003.50 |
2,068.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,112.50 |
2,039.75 |
72.75 |
3.6% |
19.25 |
0.9% |
4% |
False |
True |
2,216 |
| 10 |
2,114.25 |
2,039.75 |
74.50 |
3.6% |
21.50 |
1.0% |
4% |
False |
True |
1,554 |
| 20 |
2,114.25 |
2,039.75 |
74.50 |
3.6% |
19.00 |
0.9% |
4% |
False |
True |
1,500 |
| 40 |
2,118.50 |
2,039.75 |
78.75 |
3.9% |
18.25 |
0.9% |
4% |
False |
True |
900 |
| 60 |
2,118.50 |
2,030.75 |
87.75 |
4.3% |
17.75 |
0.9% |
14% |
False |
False |
665 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.9% |
18.00 |
0.9% |
24% |
False |
False |
511 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.9% |
15.75 |
0.8% |
24% |
False |
False |
419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,224.75 |
|
2.618 |
2,167.25 |
|
1.618 |
2,132.00 |
|
1.000 |
2,110.25 |
|
0.618 |
2,096.75 |
|
HIGH |
2,075.00 |
|
0.618 |
2,061.50 |
|
0.500 |
2,057.50 |
|
0.382 |
2,053.25 |
|
LOW |
2,039.75 |
|
0.618 |
2,018.00 |
|
1.000 |
2,004.50 |
|
1.618 |
1,982.75 |
|
2.618 |
1,947.50 |
|
4.250 |
1,890.00 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,057.50 |
2,072.25 |
| PP |
2,052.50 |
2,062.50 |
| S1 |
2,047.50 |
2,052.50 |
|