| 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 |
2,049.50 |
2,063.75 |
14.25 |
0.7% |
2,096.75 |
| High |
2,069.50 |
2,071.00 |
1.50 |
0.1% |
2,114.25 |
| Low |
2,048.75 |
2,054.75 |
6.00 |
0.3% |
2,079.25 |
| Close |
2,063.25 |
2,061.00 |
-2.25 |
-0.1% |
2,088.00 |
| Range |
20.75 |
16.25 |
-4.50 |
-21.7% |
35.00 |
| ATR |
21.11 |
20.76 |
-0.35 |
-1.6% |
0.00 |
| Volume |
2,241 |
5,523 |
3,282 |
146.5% |
8,292 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.00 |
2,102.25 |
2,070.00 |
|
| R3 |
2,094.75 |
2,086.00 |
2,065.50 |
|
| R2 |
2,078.50 |
2,078.50 |
2,064.00 |
|
| R1 |
2,069.75 |
2,069.75 |
2,062.50 |
2,066.00 |
| PP |
2,062.25 |
2,062.25 |
2,062.25 |
2,060.50 |
| S1 |
2,053.50 |
2,053.50 |
2,059.50 |
2,049.75 |
| S2 |
2,046.00 |
2,046.00 |
2,058.00 |
|
| S3 |
2,029.75 |
2,037.25 |
2,056.50 |
|
| S4 |
2,013.50 |
2,021.00 |
2,052.00 |
|
|
| 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 |
2,093.00 |
2,039.75 |
53.25 |
2.6% |
21.50 |
1.0% |
40% |
False |
False |
3,473 |
| 10 |
2,114.25 |
2,039.75 |
74.50 |
3.6% |
19.25 |
0.9% |
29% |
False |
False |
2,400 |
| 20 |
2,114.25 |
2,039.75 |
74.50 |
3.6% |
19.25 |
0.9% |
29% |
False |
False |
2,033 |
| 40 |
2,118.50 |
2,039.75 |
78.75 |
3.8% |
18.00 |
0.9% |
27% |
False |
False |
1,171 |
| 60 |
2,118.50 |
2,039.75 |
78.75 |
3.8% |
17.75 |
0.9% |
27% |
False |
False |
851 |
| 80 |
2,118.50 |
2,020.75 |
97.75 |
4.7% |
18.00 |
0.9% |
41% |
False |
False |
651 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
16.00 |
0.8% |
42% |
False |
False |
530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,140.00 |
|
2.618 |
2,113.50 |
|
1.618 |
2,097.25 |
|
1.000 |
2,087.25 |
|
0.618 |
2,081.00 |
|
HIGH |
2,071.00 |
|
0.618 |
2,064.75 |
|
0.500 |
2,063.00 |
|
0.382 |
2,061.00 |
|
LOW |
2,054.75 |
|
0.618 |
2,044.75 |
|
1.000 |
2,038.50 |
|
1.618 |
2,028.50 |
|
2.618 |
2,012.25 |
|
4.250 |
1,985.75 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,063.00 |
2,059.00 |
| PP |
2,062.25 |
2,057.25 |
| S1 |
2,061.50 |
2,055.50 |
|