| 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 |
2,045.50 |
2,049.50 |
4.00 |
0.2% |
2,096.75 |
| High |
2,060.75 |
2,069.50 |
8.75 |
0.4% |
2,114.25 |
| Low |
2,039.75 |
2,048.75 |
9.00 |
0.4% |
2,079.25 |
| Close |
2,046.50 |
2,063.25 |
16.75 |
0.8% |
2,088.00 |
| Range |
21.00 |
20.75 |
-0.25 |
-1.2% |
35.00 |
| ATR |
20.96 |
21.11 |
0.15 |
0.7% |
0.00 |
| Volume |
3,498 |
2,241 |
-1,257 |
-35.9% |
8,292 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,122.75 |
2,113.75 |
2,074.75 |
|
| R3 |
2,102.00 |
2,093.00 |
2,069.00 |
|
| R2 |
2,081.25 |
2,081.25 |
2,067.00 |
|
| R1 |
2,072.25 |
2,072.25 |
2,065.25 |
2,076.75 |
| PP |
2,060.50 |
2,060.50 |
2,060.50 |
2,062.75 |
| S1 |
2,051.50 |
2,051.50 |
2,061.25 |
2,056.00 |
| S2 |
2,039.75 |
2,039.75 |
2,059.50 |
|
| S3 |
2,019.00 |
2,030.75 |
2,057.50 |
|
| S4 |
1,998.25 |
2,010.00 |
2,051.75 |
|
|
| 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 |
2,104.75 |
2,039.75 |
65.00 |
3.2% |
22.25 |
1.1% |
36% |
False |
False |
2,902 |
| 10 |
2,114.25 |
2,039.75 |
74.50 |
3.6% |
21.00 |
1.0% |
32% |
False |
False |
1,914 |
| 20 |
2,114.25 |
2,039.75 |
74.50 |
3.6% |
19.50 |
0.9% |
32% |
False |
False |
1,764 |
| 40 |
2,118.50 |
2,039.75 |
78.75 |
3.8% |
18.25 |
0.9% |
30% |
False |
False |
1,040 |
| 60 |
2,118.50 |
2,039.75 |
78.75 |
3.8% |
17.75 |
0.9% |
30% |
False |
False |
759 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
18.00 |
0.9% |
45% |
False |
False |
583 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
16.00 |
0.8% |
45% |
False |
False |
475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.75 |
|
2.618 |
2,123.75 |
|
1.618 |
2,103.00 |
|
1.000 |
2,090.25 |
|
0.618 |
2,082.25 |
|
HIGH |
2,069.50 |
|
0.618 |
2,061.50 |
|
0.500 |
2,059.00 |
|
0.382 |
2,056.75 |
|
LOW |
2,048.75 |
|
0.618 |
2,036.00 |
|
1.000 |
2,028.00 |
|
1.618 |
2,015.25 |
|
2.618 |
1,994.50 |
|
4.250 |
1,960.50 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,062.00 |
2,061.25 |
| PP |
2,060.50 |
2,059.25 |
| S1 |
2,059.00 |
2,057.50 |
|