| 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 |
2,063.75 |
2,061.00 |
-2.75 |
-0.1% |
2,063.25 |
| High |
2,071.00 |
2,063.00 |
-8.00 |
-0.4% |
2,075.00 |
| Low |
2,054.75 |
2,022.50 |
-32.25 |
-1.6% |
2,039.75 |
| Close |
2,061.00 |
2,056.75 |
-4.25 |
-0.2% |
2,061.00 |
| Range |
16.25 |
40.50 |
24.25 |
149.2% |
35.25 |
| ATR |
20.76 |
22.17 |
1.41 |
6.8% |
0.00 |
| Volume |
5,523 |
1,751 |
-3,772 |
-68.3% |
14,625 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,169.00 |
2,153.25 |
2,079.00 |
|
| R3 |
2,128.50 |
2,112.75 |
2,068.00 |
|
| R2 |
2,088.00 |
2,088.00 |
2,064.25 |
|
| R1 |
2,072.25 |
2,072.25 |
2,060.50 |
2,060.00 |
| PP |
2,047.50 |
2,047.50 |
2,047.50 |
2,041.25 |
| S1 |
2,031.75 |
2,031.75 |
2,053.00 |
2,019.50 |
| S2 |
2,007.00 |
2,007.00 |
2,049.25 |
|
| S3 |
1,966.50 |
1,991.25 |
2,045.50 |
|
| S4 |
1,926.00 |
1,950.75 |
2,034.50 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.25 |
2,148.00 |
2,080.50 |
|
| R3 |
2,129.00 |
2,112.75 |
2,070.75 |
|
| R2 |
2,093.75 |
2,093.75 |
2,067.50 |
|
| R1 |
2,077.50 |
2,077.50 |
2,064.25 |
2,068.00 |
| PP |
2,058.50 |
2,058.50 |
2,058.50 |
2,054.00 |
| S1 |
2,042.25 |
2,042.25 |
2,057.75 |
2,032.75 |
| S2 |
2,023.25 |
2,023.25 |
2,054.50 |
|
| S3 |
1,988.00 |
2,007.00 |
2,051.25 |
|
| S4 |
1,952.75 |
1,971.75 |
2,041.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,075.00 |
2,022.50 |
52.50 |
2.6% |
26.75 |
1.3% |
65% |
False |
True |
3,275 |
| 10 |
2,114.25 |
2,022.50 |
91.75 |
4.5% |
21.25 |
1.0% |
37% |
False |
True |
2,466 |
| 20 |
2,114.25 |
2,022.50 |
91.75 |
4.5% |
20.50 |
1.0% |
37% |
False |
True |
2,113 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
18.25 |
0.9% |
36% |
False |
True |
1,205 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
18.25 |
0.9% |
36% |
False |
True |
877 |
| 80 |
2,118.50 |
2,020.75 |
97.75 |
4.8% |
18.25 |
0.9% |
37% |
False |
False |
673 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
16.50 |
0.8% |
38% |
False |
False |
545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,235.00 |
|
2.618 |
2,169.00 |
|
1.618 |
2,128.50 |
|
1.000 |
2,103.50 |
|
0.618 |
2,088.00 |
|
HIGH |
2,063.00 |
|
0.618 |
2,047.50 |
|
0.500 |
2,042.75 |
|
0.382 |
2,038.00 |
|
LOW |
2,022.50 |
|
0.618 |
1,997.50 |
|
1.000 |
1,982.00 |
|
1.618 |
1,957.00 |
|
2.618 |
1,916.50 |
|
4.250 |
1,850.50 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.00 |
2,053.50 |
| PP |
2,047.50 |
2,050.00 |
| S1 |
2,042.75 |
2,046.75 |
|