| 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 |
2,063.25 |
2,045.50 |
-17.75 |
-0.9% |
2,096.75 |
| High |
2,075.00 |
2,060.75 |
-14.25 |
-0.7% |
2,114.25 |
| Low |
2,039.75 |
2,039.75 |
0.00 |
0.0% |
2,079.25 |
| Close |
2,042.75 |
2,046.50 |
3.75 |
0.2% |
2,088.00 |
| Range |
35.25 |
21.00 |
-14.25 |
-40.4% |
35.00 |
| ATR |
20.96 |
20.96 |
0.00 |
0.0% |
0.00 |
| Volume |
3,363 |
3,498 |
135 |
4.0% |
8,292 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,112.00 |
2,100.25 |
2,058.00 |
|
| R3 |
2,091.00 |
2,079.25 |
2,052.25 |
|
| R2 |
2,070.00 |
2,070.00 |
2,050.25 |
|
| R1 |
2,058.25 |
2,058.25 |
2,048.50 |
2,064.00 |
| PP |
2,049.00 |
2,049.00 |
2,049.00 |
2,052.00 |
| S1 |
2,037.25 |
2,037.25 |
2,044.50 |
2,043.00 |
| S2 |
2,028.00 |
2,028.00 |
2,042.75 |
|
| S3 |
2,007.00 |
2,016.25 |
2,040.75 |
|
| S4 |
1,986.00 |
1,995.25 |
2,035.00 |
|
|
| 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 |
2,110.50 |
2,039.75 |
70.75 |
3.5% |
21.75 |
1.1% |
10% |
False |
True |
2,713 |
| 10 |
2,114.25 |
2,039.75 |
74.50 |
3.6% |
20.75 |
1.0% |
9% |
False |
True |
1,766 |
| 20 |
2,114.25 |
2,039.75 |
74.50 |
3.6% |
19.00 |
0.9% |
9% |
False |
True |
1,660 |
| 40 |
2,118.50 |
2,039.75 |
78.75 |
3.8% |
18.50 |
0.9% |
9% |
False |
True |
985 |
| 60 |
2,118.50 |
2,039.75 |
78.75 |
3.8% |
17.75 |
0.9% |
9% |
False |
True |
722 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.9% |
18.00 |
0.9% |
28% |
False |
False |
555 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.9% |
15.75 |
0.8% |
28% |
False |
False |
454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.00 |
|
2.618 |
2,115.75 |
|
1.618 |
2,094.75 |
|
1.000 |
2,081.75 |
|
0.618 |
2,073.75 |
|
HIGH |
2,060.75 |
|
0.618 |
2,052.75 |
|
0.500 |
2,050.25 |
|
0.382 |
2,047.75 |
|
LOW |
2,039.75 |
|
0.618 |
2,026.75 |
|
1.000 |
2,018.75 |
|
1.618 |
2,005.75 |
|
2.618 |
1,984.75 |
|
4.250 |
1,950.50 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,050.25 |
2,066.50 |
| PP |
2,049.00 |
2,059.75 |
| S1 |
2,047.75 |
2,053.00 |
|